CWCO vs. VOO
Compare and contrast key facts about Consolidated Water Co. Ltd. (CWCO) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CWCO or VOO.
Key characteristics
| CWCO | VOO | |
|---|---|---|
| YTD Return | -28.20% | 26.88% |
| 1Y Return | -23.54% | 37.59% |
| 3Y Return (Ann) | 33.50% | 10.23% |
| 5Y Return (Ann) | 12.23% | 15.93% |
| 10Y Return (Ann) | 9.98% | 13.41% |
| Sharpe Ratio | -0.70 | 3.06 |
| Sortino Ratio | -0.85 | 4.08 |
| Omega Ratio | 0.90 | 1.58 |
| Calmar Ratio | -0.66 | 4.43 |
| Martin Ratio | -0.93 | 20.25 |
| Ulcer Index | 25.90% | 1.85% |
| Daily Std Dev | 34.46% | 12.23% |
| Max Drawdown | -81.47% | -33.99% |
| Current Drawdown | -32.14% | -0.30% |
Correlation
The correlation between CWCO and VOO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CWCO vs. VOO - Performance Comparison
In the year-to-date period, CWCO achieves a -28.20% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, CWCO has underperformed VOO with an annualized return of 9.98%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CWCO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consolidated Water Co. Ltd. (CWCO) 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.
Dividends
CWCO vs. VOO - Dividend Comparison
CWCO's dividend yield for the trailing twelve months is around 1.56%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWCO Consolidated Water Co. Ltd. | 1.56% | 1.01% | 2.30% | 3.20% | 2.82% | 2.09% | 3.64% | 1.79% | 2.76% | 2.45% | 2.81% | 2.13% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CWCO vs. VOO - Drawdown Comparison
The maximum CWCO drawdown since its inception was -81.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CWCO and VOO. For additional features, visit the drawdowns tool.
Volatility
CWCO vs. VOO - Volatility Comparison
Consolidated Water Co. Ltd. (CWCO) has a higher volatility of 8.23% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that CWCO'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.