DFS vs. VOO
Compare and contrast key facts about Discover Financial Services (DFS) 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: DFS or VOO.
Performance
DFS vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, DFS achieves a 56.68% return, which is significantly higher than VOO's 25.02% return. Both investments have delivered pretty close results over the past 10 years, with DFS having a 12.87% annualized return and VOO not far ahead at 13.11%.
DFS
56.68%
16.51%
40.53%
105.53%
18.62%
12.87%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| DFS | VOO | |
|---|---|---|
| Sharpe Ratio | 2.89 | 2.67 |
| Sortino Ratio | 4.00 | 3.56 |
| Omega Ratio | 1.54 | 1.50 |
| Calmar Ratio | 3.34 | 3.85 |
| Martin Ratio | 22.03 | 17.51 |
| Ulcer Index | 5.03% | 1.86% |
| Daily Std Dev | 38.37% | 12.23% |
| Max Drawdown | -81.74% | -33.99% |
| Current Drawdown | -5.11% | -1.76% |
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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.
Risk-Adjusted Performance
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.
Dividends
DFS vs. VOO - Dividend Comparison
DFS's dividend yield for the trailing twelve months is around 1.62%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFS Discover Financial Services | 1.62% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% | 1.07% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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.
Volatility
DFS vs. VOO - Volatility Comparison
Discover Financial Services (DFS) has a higher volatility of 21.25% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. 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.