DAC vs. VOO
Compare and contrast key facts about Danaos Corporation (DAC) 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: DAC or VOO.
Key characteristics
| DAC | VOO | |
|---|---|---|
| YTD Return | 13.63% | 21.11% |
| 1Y Return | 28.04% | 32.98% |
| 3Y Return (Ann) | 9.36% | 8.44% |
| 5Y Return (Ann) | 51.09% | 15.04% |
| 10Y Return (Ann) | 0.63% | 12.94% |
| Sharpe Ratio | 1.10 | 2.84 |
| Sortino Ratio | 1.68 | 3.76 |
| Omega Ratio | 1.20 | 1.53 |
| Calmar Ratio | 0.31 | 4.05 |
| Martin Ratio | 2.96 | 18.51 |
| Ulcer Index | 8.85% | 1.85% |
| Daily Std Dev | 23.85% | 12.06% |
| Max Drawdown | -99.42% | -33.99% |
| Current Drawdown | -80.34% | -2.52% |
Correlation
The correlation between DAC and VOO is 0.24, 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
DAC vs. VOO - Performance Comparison
In the year-to-date period, DAC achieves a 13.63% return, which is significantly lower than VOO's 21.11% return. Over the past 10 years, DAC has underperformed VOO with an annualized return of 0.63%, while VOO has yielded a comparatively higher 12.94% 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
DAC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Danaos Corporation (DAC) 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
DAC vs. VOO - Dividend Comparison
DAC's dividend yield for the trailing twelve months is around 3.91%, more than VOO's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAC Danaos Corporation | 3.91% | 4.12% | 5.70% | 2.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DAC vs. VOO - Drawdown Comparison
The maximum DAC drawdown since its inception was -99.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DAC and VOO. For additional features, visit the drawdowns tool.
Volatility
DAC vs. VOO - Volatility Comparison
Danaos Corporation (DAC) has a higher volatility of 7.34% compared to Vanguard S&P 500 ETF (VOO) at 3.15%. This indicates that DAC'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.