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

Correlation

The correlation between FDX 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.


-0.50.00.51.00.6

Performance

FDX vs. VOO - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
284.47%
602.93%
FDX
VOO

Key characteristics

Sharpe Ratio

FDX:

0.48

VOO:

2.25

Sortino Ratio

FDX:

0.87

VOO:

2.98

Omega Ratio

FDX:

1.14

VOO:

1.42

Calmar Ratio

FDX:

0.67

VOO:

3.31

Martin Ratio

FDX:

1.65

VOO:

14.77

Ulcer Index

FDX:

8.63%

VOO:

1.90%

Daily Std Dev

FDX:

29.81%

VOO:

12.46%

Max Drawdown

FDX:

-71.32%

VOO:

-33.99%

Current Drawdown

FDX:

-11.19%

VOO:

-2.47%

Returns By Period

In the year-to-date period, FDX achieves a 11.23% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, FDX has underperformed VOO with an annualized return of 5.99%, while VOO has yielded a comparatively higher 13.08% annualized return.


FDX

YTD

11.23%

1M

-3.80%

6M

10.37%

1Y

13.76%

5Y*

15.26%

10Y*

5.99%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

FDX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FedEx Corporation (FDX) 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 FDX, currently valued at 0.48, compared to the broader market-4.00-2.000.002.000.482.25
The chart of Sortino ratio for FDX, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.872.98
The chart of Omega ratio for FDX, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.42
The chart of Calmar ratio for FDX, currently valued at 0.67, compared to the broader market0.002.004.006.000.673.31
The chart of Martin ratio for FDX, currently valued at 1.65, compared to the broader market-5.000.005.0010.0015.0020.0025.001.6514.77
FDX
VOO

The current FDX Sharpe Ratio is 0.48, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FDX 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.48
2.25
FDX
VOO

Dividends

FDX vs. VOO - Dividend Comparison

FDX's dividend yield for the trailing twelve months is around 1.96%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
FDX
FedEx Corporation
1.96%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%0.43%0.41%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FDX vs. VOO - Drawdown Comparison

The maximum FDX drawdown since its inception was -71.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FDX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.19%
-2.47%
FDX
VOO

Volatility

FDX vs. VOO - Volatility Comparison

FedEx Corporation (FDX) has a higher volatility of 7.22% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that FDX'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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.22%
3.75%
FDX
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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