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

Correlation

The correlation between DDS and VOO is 0.41, 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

DDS vs. VOO - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
2,483.39%
602.93%
DDS
VOO

Key characteristics

Sharpe Ratio

DDS:

0.46

VOO:

2.25

Sortino Ratio

DDS:

0.93

VOO:

2.98

Omega Ratio

DDS:

1.12

VOO:

1.42

Calmar Ratio

DDS:

0.62

VOO:

3.31

Martin Ratio

DDS:

1.33

VOO:

14.77

Ulcer Index

DDS:

14.02%

VOO:

1.90%

Daily Std Dev

DDS:

40.33%

VOO:

12.46%

Max Drawdown

DDS:

-93.94%

VOO:

-33.99%

Current Drawdown

DDS:

-3.22%

VOO:

-2.47%

Returns By Period

In the year-to-date period, DDS achieves a 14.08% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, DDS has outperformed VOO with an annualized return of 16.48%, while VOO has yielded a comparatively lower 13.08% annualized return.


DDS

YTD

14.08%

1M

9.68%

6M

9.05%

1Y

17.02%

5Y*

50.27%

10Y*

16.48%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

DDS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dillard's, Inc. (DDS) 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 DDS, currently valued at 0.46, compared to the broader market-4.00-2.000.002.000.462.25
The chart of Sortino ratio for DDS, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.932.98
The chart of Omega ratio for DDS, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.42
The chart of Calmar ratio for DDS, currently valued at 0.62, compared to the broader market0.002.004.006.000.623.31
The chart of Martin ratio for DDS, currently valued at 1.33, compared to the broader market-5.000.005.0010.0015.0020.0025.001.3314.77
DDS
VOO

The current DDS Sharpe Ratio is 0.46, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of DDS 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
0.46
2.25
DDS
VOO

Dividends

DDS vs. VOO - Dividend Comparison

DDS's dividend yield for the trailing twelve months is around 5.99%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
DDS
Dillard's, Inc.
5.99%5.18%4.89%6.41%0.95%0.68%0.66%0.57%0.45%0.40%0.19%0.23%
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

DDS vs. VOO - Drawdown Comparison

The maximum DDS drawdown since its inception was -93.94%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DDS 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%JulyAugustSeptemberOctoberNovemberDecember
-3.22%
-2.47%
DDS
VOO

Volatility

DDS vs. VOO - Volatility Comparison

Dillard's, Inc. (DDS) has a higher volatility of 10.91% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that DDS'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%JulyAugustSeptemberOctoberNovemberDecember
10.91%
3.75%
DDS
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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