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

Correlation

The correlation between DRD and VOO is 0.11, 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

DRD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DRDGOLD Limited (DRD) 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

DRD:

1.50

VOO:

0.74

Sortino Ratio

DRD:

1.95

VOO:

1.04

Omega Ratio

DRD:

1.26

VOO:

1.15

Calmar Ratio

DRD:

0.91

VOO:

0.68

Martin Ratio

DRD:

5.17

VOO:

2.58

Ulcer Index

DRD:

14.88%

VOO:

4.93%

Daily Std Dev

DRD:

53.77%

VOO:

19.54%

Max Drawdown

DRD:

-98.54%

VOO:

-33.99%

Current Drawdown

DRD:

-68.93%

VOO:

-3.55%

Returns By Period

In the year-to-date period, DRD achieves a 75.96% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, DRD has outperformed VOO with an annualized return of 30.35%, while VOO has yielded a comparatively lower 12.81% annualized return.


DRD

YTD

75.96%

1M

0.74%

6M

55.90%

1Y

79.65%

3Y*

36.29%

5Y*

14.35%

10Y*

30.35%

VOO

YTD

0.90%

1M

6.28%

6M

-1.46%

1Y

14.27%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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DRDGOLD Limited

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DRD vs. VOO — Risk-Adjusted Performance Rank

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

DRD
The Risk-Adjusted Performance Rank of DRD is 8585
Overall Rank
The Sharpe Ratio Rank of DRD is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of DRD is 8484
Sortino Ratio Rank
The Omega Ratio Rank of DRD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DRD is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DRD is 8686
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

DRD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DRDGOLD Limited (DRD) 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 DRD Sharpe Ratio is 1.50, which is higher than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of DRD 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DRD vs. VOO - Dividend Comparison

DRD's dividend yield for the trailing twelve months is around 1.84%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
DRD
DRDGOLD Limited
1.84%2.54%5.75%5.01%6.53%4.47%2.65%2.07%1.20%7.60%4.50%1.17%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DRD vs. VOO - Drawdown Comparison

The maximum DRD drawdown since its inception was -98.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DRD and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DRD vs. VOO - Volatility Comparison

DRDGOLD Limited (DRD) has a higher volatility of 18.61% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that DRD'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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