FFH.TO vs. VOO
Compare and contrast key facts about Fairfax Financial Holdings Limited (FFH.TO) 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: FFH.TO or VOO.
Key characteristics
| FFH.TO | VOO | |
|---|---|---|
| YTD Return | 50.90% | 21.11% |
| 1Y Return | 50.78% | 32.98% |
| 3Y Return (Ann) | 53.20% | 8.44% |
| 5Y Return (Ann) | 27.80% | 15.04% |
| 10Y Return (Ann) | 15.32% | 12.94% |
| Sharpe Ratio | 2.23 | 2.84 |
| Sortino Ratio | 2.76 | 3.76 |
| Omega Ratio | 1.42 | 1.53 |
| Calmar Ratio | 4.59 | 4.05 |
| Martin Ratio | 19.28 | 18.51 |
| Ulcer Index | 3.09% | 1.85% |
| Daily Std Dev | 26.20% | 12.06% |
| Max Drawdown | -88.18% | -33.99% |
| Current Drawdown | -3.86% | -2.52% |
Correlation
The correlation between FFH.TO and VOO is 0.31, 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
FFH.TO vs. VOO - Performance Comparison
In the year-to-date period, FFH.TO achieves a 50.90% return, which is significantly higher than VOO's 21.11% return. Over the past 10 years, FFH.TO has outperformed VOO with an annualized return of 15.32%, while VOO has yielded a comparatively lower 12.94% 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
FFH.TO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Limited (FFH.TO) 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
FFH.TO vs. VOO - Dividend Comparison
FFH.TO's dividend yield for the trailing twelve months is around 0.83%, less than VOO's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFH.TO Fairfax Financial Holdings Limited | 0.83% | 0.82% | 1.25% | 1.60% | 2.30% | 1.64% | 1.66% | 1.49% | 1.54% | 1.52% | 1.64% | 2.33% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FFH.TO vs. VOO - Drawdown Comparison
The maximum FFH.TO drawdown since its inception was -88.18%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FFH.TO and VOO. For additional features, visit the drawdowns tool.
Volatility
FFH.TO vs. VOO - Volatility Comparison
Fairfax Financial Holdings Limited (FFH.TO) has a higher volatility of 11.58% compared to Vanguard S&P 500 ETF (VOO) at 3.15%. This indicates that FFH.TO'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.