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

Correlation

The correlation between DOOO and VOO is 0.40, 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

DOOO vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DOOO:

-1.05

VOO:

0.72

Sortino Ratio

DOOO:

-1.62

VOO:

1.12

Omega Ratio

DOOO:

0.81

VOO:

1.16

Calmar Ratio

DOOO:

-0.68

VOO:

0.74

Martin Ratio

DOOO:

-1.46

VOO:

2.83

Ulcer Index

DOOO:

31.11%

VOO:

4.88%

Daily Std Dev

DOOO:

42.69%

VOO:

19.41%

Max Drawdown

DOOO:

-75.49%

VOO:

-33.99%

Current Drawdown

DOOO:

-61.80%

VOO:

-2.65%

Returns By Period

In the year-to-date period, DOOO achieves a -26.06% return, which is significantly lower than VOO's 1.84% return. Over the past 10 years, DOOO has underperformed VOO with an annualized return of 5.74%, while VOO has yielded a comparatively higher 12.82% annualized return.


DOOO

YTD

-26.06%

1M

15.44%

6M

-21.72%

1Y

-44.57%

3Y*

-17.79%

5Y*

4.60%

10Y*

5.74%

VOO

YTD

1.84%

1M

13.00%

6M

1.80%

1Y

13.86%

3Y*

16.93%

5Y*

16.68%

10Y*

12.82%

*Annualized

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BRP Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

DOOO vs. VOO — Risk-Adjusted Performance Rank

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

DOOO
The Risk-Adjusted Performance Rank of DOOO is 66
Overall Rank
The Sharpe Ratio Rank of DOOO is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of DOOO is 44
Sortino Ratio Rank
The Omega Ratio Rank of DOOO is 77
Omega Ratio Rank
The Calmar Ratio Rank of DOOO is 99
Calmar Ratio Rank
The Martin Ratio Rank of DOOO is 77
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
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.

DOOO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BRP Inc. (DOOO) 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 current DOOO Sharpe Ratio is -1.05, which is lower than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DOOO 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.


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Dividends

DOOO vs. VOO - Dividend Comparison

DOOO's dividend yield for the trailing twelve months is around 1.62%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
DOOO
BRP Inc.
1.62%1.20%0.75%0.78%0.56%0.13%0.88%1.05%0.51%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DOOO vs. VOO - Drawdown Comparison

The maximum DOOO drawdown since its inception was -75.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DOOO and VOO. For additional features, visit the drawdowns tool.


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Volatility

DOOO vs. VOO - Volatility Comparison

BRP Inc. (DOOO) has a higher volatility of 8.45% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that DOOO'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.


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