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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.


-0.50.00.51.00.4

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.

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
104.97%
331.21%
DOOO
VOO

Key characteristics

Sharpe Ratio

DOOO:

-0.63

VOO:

2.04

Sortino Ratio

DOOO:

-0.74

VOO:

2.72

Omega Ratio

DOOO:

0.91

VOO:

1.38

Calmar Ratio

DOOO:

-0.44

VOO:

3.02

Martin Ratio

DOOO:

-1.32

VOO:

13.60

Ulcer Index

DOOO:

17.06%

VOO:

1.88%

Daily Std Dev

DOOO:

35.79%

VOO:

12.52%

Max Drawdown

DOOO:

-75.49%

VOO:

-33.99%

Current Drawdown

DOOO:

-48.84%

VOO:

-3.52%

Returns By Period

In the year-to-date period, DOOO achieves a -29.71% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, DOOO has outperformed VOO with an annualized return of 14.52%, while VOO has yielded a comparatively lower 13.02% annualized return.


DOOO

YTD

-29.71%

1M

3.82%

6M

-19.56%

1Y

-22.90%

5Y*

2.31%

10Y*

14.52%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DOOO, currently valued at -0.63, compared to the broader market-4.00-2.000.002.00-0.632.04
The chart of Sortino ratio for DOOO, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.00-0.742.72
The chart of Omega ratio for DOOO, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.38
The chart of Calmar ratio for DOOO, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.443.02
The chart of Martin ratio for DOOO, currently valued at -1.32, compared to the broader market0.0010.0020.00-1.3213.60
DOOO
VOO

The current DOOO Sharpe Ratio is -0.63, which is lower than the VOO Sharpe Ratio of 2.04. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.63
2.04
DOOO
VOO

Dividends

DOOO vs. VOO - Dividend Comparison

DOOO's dividend yield for the trailing twelve months is around 1.20%, less than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
DOOO
BRP Inc.
1.20%0.75%0.78%0.56%0.13%0.88%1.05%0.51%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-48.84%
-3.52%
DOOO
VOO

Volatility

DOOO vs. VOO - Volatility Comparison

BRP Inc. (DOOO) has a higher volatility of 12.92% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
12.92%
3.58%
DOOO
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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