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CSL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSL and VOO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

CSL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carlisle Companies Incorporated (CSL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%NovemberDecember2025FebruaryMarchApril
1,331.31%
573.70%
CSL
VOO

Key characteristics

Sharpe Ratio

CSL:

-0.37

VOO:

0.69

Sortino Ratio

CSL:

-0.33

VOO:

0.99

Omega Ratio

CSL:

0.96

VOO:

1.13

Calmar Ratio

CSL:

-0.34

VOO:

0.95

Martin Ratio

CSL:

-0.74

VOO:

3.15

Ulcer Index

CSL:

14.45%

VOO:

3.03%

Daily Std Dev

CSL:

28.81%

VOO:

13.88%

Max Drawdown

CSL:

-64.58%

VOO:

-33.99%

Current Drawdown

CSL:

-27.23%

VOO:

-7.62%

Returns By Period

In the year-to-date period, CSL achieves a -5.32% return, which is significantly lower than VOO's -3.36% return. Over the past 10 years, CSL has outperformed VOO with an annualized return of 15.46%, while VOO has yielded a comparatively lower 12.62% annualized return.


CSL

YTD

-5.32%

1M

4.57%

6M

-21.42%

1Y

-10.13%

5Y*

26.87%

10Y*

15.46%

VOO

YTD

-3.36%

1M

-3.02%

6M

-0.09%

1Y

10.26%

5Y*

19.78%

10Y*

12.62%

*Annualized

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Risk-Adjusted Performance

CSL vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSL
The Risk-Adjusted Performance Rank of CSL is 3232
Overall Rank
The Sharpe Ratio Rank of CSL is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of CSL is 3030
Sortino Ratio Rank
The Omega Ratio Rank of CSL is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CSL is 3232
Calmar Ratio Rank
The Martin Ratio Rank of CSL is 3737
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6565
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CSL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Carlisle Companies Incorporated (CSL) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CSL, currently valued at -0.37, compared to the broader market-2.00-1.000.001.002.003.00
CSL: -0.37
VOO: 0.69
The chart of Sortino ratio for CSL, currently valued at -0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
CSL: -0.33
VOO: 0.99
The chart of Omega ratio for CSL, currently valued at 0.96, compared to the broader market0.501.001.502.00
CSL: 0.96
VOO: 1.13
The chart of Calmar ratio for CSL, currently valued at -0.34, compared to the broader market0.001.002.003.004.005.00
CSL: -0.34
VOO: 0.95
The chart of Martin ratio for CSL, currently valued at -0.74, compared to the broader market-5.000.005.0010.0015.0020.00
CSL: -0.74
VOO: 3.15

The current CSL Sharpe Ratio is -0.37, which is lower than the VOO Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of CSL and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.37
0.69
CSL
VOO

Dividends

CSL vs. VOO - Dividend Comparison

CSL's dividend yield for the trailing twelve months is around 1.11%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
CSL
Carlisle Companies Incorporated
1.11%1.00%1.02%1.09%0.86%1.31%1.11%1.53%1.27%1.18%1.24%1.04%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CSL vs. VOO - Drawdown Comparison

The maximum CSL drawdown since its inception was -64.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CSL and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.23%
-7.62%
CSL
VOO

Volatility

CSL vs. VOO - Volatility Comparison

Carlisle Companies Incorporated (CSL) has a higher volatility of 7.81% compared to Vanguard S&P 500 ETF (VOO) at 5.70%. This indicates that CSL's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.81%
5.70%
CSL
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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