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

Correlation

The correlation between DFS and VOO is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

DFS vs. VOO - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
1,453.55%
557.08%
DFS
VOO

Key characteristics

Sharpe Ratio

DFS:

1.03

VOO:

0.54

Sortino Ratio

DFS:

1.78

VOO:

0.88

Omega Ratio

DFS:

1.23

VOO:

1.13

Calmar Ratio

DFS:

1.67

VOO:

0.55

Martin Ratio

DFS:

5.28

VOO:

2.27

Ulcer Index

DFS:

8.66%

VOO:

4.55%

Daily Std Dev

DFS:

44.58%

VOO:

19.19%

Max Drawdown

DFS:

-81.74%

VOO:

-33.99%

Current Drawdown

DFS:

-8.73%

VOO:

-9.90%

Returns By Period

In the year-to-date period, DFS achieves a 7.08% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, DFS has outperformed VOO with an annualized return of 14.64%, while VOO has yielded a comparatively lower 12.07% annualized return.


DFS

YTD

7.08%

1M

11.27%

6M

25.09%

1Y

49.83%

5Y*

41.89%

10Y*

14.64%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

DFS vs. VOO — Risk-Adjusted Performance Rank

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

DFS
The Risk-Adjusted Performance Rank of DFS is 8585
Overall Rank
The Sharpe Ratio Rank of DFS is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of DFS is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DFS is 8181
Omega Ratio Rank
The Calmar Ratio Rank of DFS is 9191
Calmar Ratio Rank
The Martin Ratio Rank of DFS is 8888
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

DFS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Discover Financial Services (DFS) 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.


The chart of Sharpe ratio for DFS, currently valued at 1.03, compared to the broader market-2.00-1.000.001.002.003.00
DFS: 1.03
VOO: 0.54
The chart of Sortino ratio for DFS, currently valued at 1.78, compared to the broader market-6.00-4.00-2.000.002.004.00
DFS: 1.78
VOO: 0.88
The chart of Omega ratio for DFS, currently valued at 1.23, compared to the broader market0.501.001.502.00
DFS: 1.23
VOO: 1.13
The chart of Calmar ratio for DFS, currently valued at 1.67, compared to the broader market0.001.002.003.004.005.00
DFS: 1.67
VOO: 0.55
The chart of Martin ratio for DFS, currently valued at 5.28, compared to the broader market-5.000.005.0010.0015.0020.00
DFS: 5.28
VOO: 2.27

The current DFS Sharpe Ratio is 1.03, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of DFS 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.03
0.54
DFS
VOO

Dividends

DFS vs. VOO - Dividend Comparison

DFS's dividend yield for the trailing twelve months is around 1.51%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
DFS
Discover Financial Services
1.51%1.62%2.40%2.35%1.63%1.94%1.98%2.54%1.69%1.61%2.01%1.40%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DFS vs. VOO - Drawdown Comparison

The maximum DFS drawdown since its inception was -81.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFS and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.73%
-9.90%
DFS
VOO

Volatility

DFS vs. VOO - Volatility Comparison

Discover Financial Services (DFS) has a higher volatility of 24.61% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that DFS'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%25.00%NovemberDecember2025FebruaryMarchApril
24.61%
13.96%
DFS
VOO