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

Correlation

The correlation between CZR and VOO is 0.42, 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.


-0.50.00.51.00.4

Performance

CZR vs. VOO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-13.30%
7.17%
CZR
VOO

Key characteristics

Sharpe Ratio

CZR:

-0.59

VOO:

2.04

Sortino Ratio

CZR:

-0.66

VOO:

2.72

Omega Ratio

CZR:

0.93

VOO:

1.38

Calmar Ratio

CZR:

-0.34

VOO:

3.09

Martin Ratio

CZR:

-1.35

VOO:

13.04

Ulcer Index

CZR:

18.34%

VOO:

2.00%

Daily Std Dev

CZR:

42.19%

VOO:

12.79%

Max Drawdown

CZR:

-97.17%

VOO:

-33.99%

Current Drawdown

CZR:

-72.06%

VOO:

-2.15%

Returns By Period

In the year-to-date period, CZR achieves a -0.12% return, which is significantly lower than VOO's 1.16% return. Over the past 10 years, CZR has outperformed VOO with an annualized return of 23.12%, while VOO has yielded a comparatively lower 13.46% annualized return.


CZR

YTD

-0.12%

1M

-8.60%

6M

-13.30%

1Y

-25.41%

5Y*

-11.50%

10Y*

23.12%

VOO

YTD

1.16%

1M

-1.97%

6M

7.17%

1Y

26.51%

5Y*

14.13%

10Y*

13.46%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CZR vs. VOO — Risk-Adjusted Performance Rank

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

CZR
The Risk-Adjusted Performance Rank of CZR is 1919
Overall Rank
The Sharpe Ratio Rank of CZR is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of CZR is 1818
Sortino Ratio Rank
The Omega Ratio Rank of CZR is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CZR is 2828
Calmar Ratio Rank
The Martin Ratio Rank of CZR is 1111
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

CZR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Caesars Entertainment, Inc. (CZR) 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 CZR, currently valued at -0.59, compared to the broader market-2.000.002.00-0.592.04
The chart of Sortino ratio for CZR, currently valued at -0.66, compared to the broader market-4.00-2.000.002.004.00-0.662.72
The chart of Omega ratio for CZR, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.38
The chart of Calmar ratio for CZR, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.343.09
The chart of Martin ratio for CZR, currently valued at -1.35, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.3513.04
CZR
VOO

The current CZR Sharpe Ratio is -0.59, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of CZR 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 Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.59
2.04
CZR
VOO

Dividends

CZR vs. VOO - Dividend Comparison

CZR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20242023202220212020201920182017201620152014
CZR
Caesars Entertainment, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CZR vs. VOO - Drawdown Comparison

The maximum CZR drawdown since its inception was -97.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CZR and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-72.06%
-2.15%
CZR
VOO

Volatility

CZR vs. VOO - Volatility Comparison

Caesars Entertainment, Inc. (CZR) has a higher volatility of 10.18% compared to Vanguard S&P 500 ETF (VOO) at 4.96%. This indicates that CZR'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.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.18%
4.96%
CZR
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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