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

Correlation

The correlation between CUZ and VOO is 0.55, 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.


-0.50.00.51.00.5

Performance

CUZ vs. VOO - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
34.06%
8.89%
CUZ
VOO

Key characteristics

Sharpe Ratio

CUZ:

1.30

VOO:

2.21

Sortino Ratio

CUZ:

1.86

VOO:

2.93

Omega Ratio

CUZ:

1.24

VOO:

1.41

Calmar Ratio

CUZ:

0.52

VOO:

3.25

Martin Ratio

CUZ:

7.57

VOO:

14.47

Ulcer Index

CUZ:

4.40%

VOO:

1.90%

Daily Std Dev

CUZ:

25.59%

VOO:

12.43%

Max Drawdown

CUZ:

-83.14%

VOO:

-33.99%

Current Drawdown

CUZ:

-48.05%

VOO:

-2.87%

Returns By Period

In the year-to-date period, CUZ achieves a 30.84% return, which is significantly higher than VOO's 25.49% return. Over the past 10 years, CUZ has underperformed VOO with an annualized return of 2.93%, while VOO has yielded a comparatively higher 13.04% annualized return.


CUZ

YTD

30.84%

1M

-2.77%

6M

34.05%

1Y

32.53%

5Y*

-1.65%

10Y*

2.93%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

CUZ vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cousins Properties Incorporated (CUZ) 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 CUZ, currently valued at 1.30, compared to the broader market-4.00-2.000.002.001.302.21
The chart of Sortino ratio for CUZ, currently valued at 1.86, compared to the broader market-4.00-2.000.002.004.001.862.93
The chart of Omega ratio for CUZ, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.41
The chart of Calmar ratio for CUZ, currently valued at 0.78, compared to the broader market0.002.004.006.000.783.25
The chart of Martin ratio for CUZ, currently valued at 7.57, compared to the broader market-5.000.005.0010.0015.0020.0025.007.5714.47
CUZ
VOO

The current CUZ Sharpe Ratio is 1.30, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of CUZ 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.30
2.21
CUZ
VOO

Dividends

CUZ vs. VOO - Dividend Comparison

CUZ's dividend yield for the trailing twelve months is around 4.23%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
CUZ
Cousins Properties Incorporated
4.23%5.26%5.02%2.31%4.45%2.75%2.47%3.24%1.99%3.39%2.63%1.75%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CUZ vs. VOO - Drawdown Comparison

The maximum CUZ drawdown since its inception was -83.14%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CUZ and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.29%
-2.87%
CUZ
VOO

Volatility

CUZ vs. VOO - Volatility Comparison

Cousins Properties Incorporated (CUZ) has a higher volatility of 8.17% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that CUZ'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%JulyAugustSeptemberOctoberNovemberDecember
8.17%
3.64%
CUZ
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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