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

Correlation

The correlation between DHR and VOO is 0.65, 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

DHR vs. VOO - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
1,141.06%
541.57%
DHR
VOO

Key characteristics

Sharpe Ratio

DHR:

-0.77

VOO:

0.34

Sortino Ratio

DHR:

-0.97

VOO:

0.53

Omega Ratio

DHR:

0.87

VOO:

1.07

Calmar Ratio

DHR:

-0.60

VOO:

0.42

Martin Ratio

DHR:

-1.40

VOO:

1.60

Ulcer Index

DHR:

13.72%

VOO:

3.13%

Daily Std Dev

DHR:

24.72%

VOO:

14.67%

Max Drawdown

DHR:

-65.30%

VOO:

-33.99%

Current Drawdown

DHR:

-31.80%

VOO:

-12.03%

Returns By Period

In the year-to-date period, DHR achieves a -13.66% return, which is significantly lower than VOO's -7.97% return. Over the past 10 years, DHR has outperformed VOO with an annualized return of 19.04%, while VOO has yielded a comparatively lower 11.99% annualized return.


DHR

YTD

-13.66%

1M

-3.74%

6M

-26.65%

1Y

-18.62%

5Y*

11.04%

10Y*

19.04%

VOO

YTD

-7.97%

1M

-6.52%

6M

-4.67%

1Y

4.91%

5Y*

18.59%

10Y*

11.99%

*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

DHR vs. VOO — Risk-Adjusted Performance Rank

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

DHR
The Risk-Adjusted Performance Rank of DHR is 1616
Overall Rank
The Sharpe Ratio Rank of DHR is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of DHR is 1616
Sortino Ratio Rank
The Omega Ratio Rank of DHR is 1717
Omega Ratio Rank
The Calmar Ratio Rank of DHR is 1717
Calmar Ratio Rank
The Martin Ratio Rank of DHR is 1616
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 3737
Overall Rank
The Sharpe Ratio Rank of VOO is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 4242
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 4242
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.

DHR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Danaher Corporation (DHR) 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 DHR, currently valued at -0.77, compared to the broader market-2.00-1.000.001.002.003.00
DHR: -0.77
VOO: 0.34
The chart of Sortino ratio for DHR, currently valued at -0.97, compared to the broader market-6.00-4.00-2.000.002.004.00
DHR: -0.97
VOO: 0.53
The chart of Omega ratio for DHR, currently valued at 0.87, compared to the broader market0.501.001.502.00
DHR: 0.87
VOO: 1.07
The chart of Calmar ratio for DHR, currently valued at -0.60, compared to the broader market0.001.002.003.004.005.00
DHR: -0.60
VOO: 0.42
The chart of Martin ratio for DHR, currently valued at -1.40, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
DHR: -1.40
VOO: 1.60

The current DHR Sharpe Ratio is -0.77, which is lower than the VOO Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of DHR 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.77
0.34
DHR
VOO

Dividends

DHR vs. VOO - Dividend Comparison

DHR's dividend yield for the trailing twelve months is around 0.57%, less than VOO's 1.41% yield.


TTM20242023202220212020201920182017201620152014
DHR
Danaher Corporation
0.57%0.47%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%
VOO
Vanguard S&P 500 ETF
1.41%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DHR vs. VOO - Drawdown Comparison

The maximum DHR drawdown since its inception was -65.30%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DHR 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%NovemberDecember2025FebruaryMarchApril
-31.80%
-12.03%
DHR
VOO

Volatility

DHR vs. VOO - Volatility Comparison

Danaher Corporation (DHR) has a higher volatility of 7.71% compared to Vanguard S&P 500 ETF (VOO) at 7.31%. This indicates that DHR'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.71%
7.31%
DHR
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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