FTS vs. VOO
FTS (Fortis 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 10 years, FTS returned 10.18%/yr vs 15.82%/yr for VOO. At a 0.29 correlation, their price movements are largely independent.
Performance
FTS vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, FTS achieves a 13.07% return, which is significantly higher than VOO's 8.09% return. Over the past 10 years, FTS has underperformed VOO with an annualized return of 10.18%, while VOO has yielded a comparatively higher 15.82% annualized return.
FTS
- 1D
- 1.07%
- 1M
- 2.00%
- YTD
- 13.07%
- 6M
- 13.48%
- 1Y
- 28.26%
- 3Y*
- 15.30%
- 5Y*
- 9.15%
- 10Y*
- 10.18%
VOO
- 1D
- 0.00%
- 1M
- -2.07%
- YTD
- 8.09%
- 6M
- 6.78%
- 1Y
- 22.17%
- 3Y*
- 20.91%
- 5Y*
- 13.02%
- 10Y*
- 15.82%
FTS vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTS Fortis Inc | 13.07% | 29.62% | 5.81% | 7.38% | -13.69% | 22.73% | 1.91% | 29.00% | -5.86% | 24.45% |
VOO Vanguard S&P 500 ETF | 8.09% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between FTS and VOO is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.29 |
The correlation between FTS and VOO shifts across timeframes, from -0.15 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTS vs. VOO — Risk / Return Rank
FTS
VOO
FTS vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortis Inc (FTS) 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.
| FTS | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.56 | 2.50 | +2.06 |
| Martin ratioReturn relative to average drawdown | 11.33 | 11.08 | +0.25 |
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Drawdowns
FTS vs. VOO - Drawdown Comparison
The maximum FTS drawdown since its inception was -34.36%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FTS and VOO.
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Drawdown Indicators
| FTS | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.36% | -33.99% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -8.90% | +2.67% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | -18.69% | +4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -29.96% | -24.52% | -5.44% |
Max Drawdown (10Y)Largest decline over 10 years | -34.36% | -33.99% | -0.37% |
Current DrawdownCurrent decline from peak | -0.54% | -3.23% | +2.69% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -3.68% | -3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.01% | +0.49% |
Volatility
FTS vs. VOO - Volatility Comparison
Fortis Inc (FTS) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.74% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTS | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 4.75% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 9.77% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 12.39% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 16.91% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 18.02% | +0.93% |
Dividends
FTS vs. VOO - Dividend Comparison
FTS's dividend yield for the trailing twelve months is around 3.18%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTS Fortis Inc | 3.18% | 3.42% | 4.62% | 4.50% | 4.48% | 3.40% | 3.54% | 3.31% | 3.35% | 4.43% | 4.94% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 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
FTS and VOO have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOO has higher volatility (4.75%) compared to FTS (4.74%). In terms of maximum drawdown, FTS dropped -34.36% vs VOO's -33.99%.
FTS currently has the higher Sharpe Ratio (2.11 vs 1.80), 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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