FIP vs. VOO
FIP (FTAI Infrastructure Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, FIP returned 12.28%/yr vs 20.16%/yr for VOO. At a 0.38 correlation, their price movements are largely independent.
Performance
FIP vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, FIP achieves a -1.40% return, which is significantly lower than VOO's 10.45% return.
FIP
- 1D
- -1.10%
- 1M
- -6.85%
- 6M
- -7.05%
- YTD
- -1.40%
- 1Y
- -26.47%
- 3Y*
- 12.28%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -0.77%
- 1M
- 1.25%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.53%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.16%
FIP vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FIP FTAI Infrastructure Inc. | -1.40% | -34.92% | 89.46% | 36.92% | -17.08% |
VOO Vanguard S&P 500 ETF | 10.45% | 17.82% | 24.98% | 26.32% | -6.11% |
Correlation
The correlation between FIP and VOO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.38 |
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Return for Risk
FIP vs. VOO — Risk / Return Rank
FIP
VOO
FIP vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FTAI Infrastructure Inc. (FIP) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FIP | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.31 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.43 | -3.03 |
| Martin ratioReturn relative to average drawdown | -0.92 | 10.60 | -11.52 |
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Drawdowns
FIP vs. VOO - Drawdown Comparison
The maximum FIP drawdown since its inception was -67.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FIP and VOO.
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Drawdown Indicators
| FIP | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.98% | -33.99% | -33.99% |
Max Drawdown (1Y)Largest decline over 1 year | -43.97% | -8.90% | -35.07% |
Max Drawdown (3Y)Largest decline over 3 years | -67.98% | -18.69% | -49.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -54.52% | -1.11% | -53.41% |
Average DrawdownAverage peak-to-trough decline | -25.44% | -3.68% | -21.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.70% | 2.04% | +26.66% |
Volatility
FIP vs. VOO - Volatility Comparison
FTAI Infrastructure Inc. (FIP) has a higher volatility of 20.39% compared to Vanguard S&P 500 ETF (VOO) at 4.16%. This indicates that FIP'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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Volatility by Period
| FIP | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.39% | 4.16% | +16.23% |
Volatility (6M)Calculated over the trailing 6-month period | 48.67% | 9.97% | +38.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.72% | 12.53% | +59.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.86% | 16.93% | +43.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.86% | 18.00% | +42.86% |
Dividends
FIP vs. VOO - Dividend Comparison
FIP's dividend yield for the trailing twelve months is around 2.67%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIP FTAI Infrastructure Inc. | 2.67% | 2.60% | 1.65% | 3.08% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
FIP and VOO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIP has higher volatility (20.39%) compared to VOO (4.16%). In terms of maximum drawdown, FIP dropped -67.98% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.73 vs -0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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