FERG vs. VOO
Compare and contrast key facts about Ferguson plc (FERG) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FERG or VOO.
Key characteristics
| FERG | VOO | |
|---|---|---|
| YTD Return | 9.93% | 5.63% |
| 1Y Return | 55.50% | 23.68% |
| 3Y Return (Ann) | 21.24% | 7.89% |
| 5Y Return (Ann) | 34.70% | 13.12% |
| 10Y Return (Ann) | 32.50% | 12.38% |
| Sharpe Ratio | 2.28 | 1.91 |
| Daily Std Dev | 22.59% | 11.70% |
| Max Drawdown | -92.41% | -33.99% |
| Current Drawdown | -5.55% | -4.45% |
Correlation
The correlation between FERG and VOO is 0.26, 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
FERG vs. VOO - Performance Comparison
In the year-to-date period, FERG achieves a 9.93% return, which is significantly higher than VOO's 5.63% return. Over the past 10 years, FERG has outperformed VOO with an annualized return of 32.50%, while VOO has yielded a comparatively lower 12.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FERG vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferguson plc (FERG) 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.
Dividends
FERG vs. VOO - Dividend Comparison
FERG's dividend yield for the trailing twelve months is around 1.46%, more than VOO's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FERG Ferguson plc | 1.46% | 1.57% | 2.76% | 2.34% | 2.33% | 2.26% | 9.77% | 1.99% | 2.15% | 2.78% | 2.59% | 5.05% |
VOO Vanguard S&P 500 ETF | 1.39% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FERG vs. VOO - Drawdown Comparison
The maximum FERG drawdown since its inception was -92.41%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FERG and VOO. For additional features, visit the drawdowns tool.
Volatility
FERG vs. VOO - Volatility Comparison
Ferguson plc (FERG) has a higher volatility of 5.23% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that FERG'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.