FWRG vs. VOO
Compare and contrast key facts about First Watch Restaurant Group, Inc. (FWRG) 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: FWRG or VOO.
Key characteristics
| FWRG | VOO | |
|---|---|---|
| YTD Return | -2.74% | 26.88% |
| 1Y Return | 13.80% | 37.59% |
| 3Y Return (Ann) | -0.86% | 10.23% |
| Sharpe Ratio | 0.35 | 3.06 |
| Sortino Ratio | 0.79 | 4.08 |
| Omega Ratio | 1.10 | 1.58 |
| Calmar Ratio | 0.32 | 4.43 |
| Martin Ratio | 0.61 | 20.25 |
| Ulcer Index | 25.23% | 1.85% |
| Daily Std Dev | 44.13% | 12.23% |
| Max Drawdown | -47.88% | -33.99% |
| Current Drawdown | -23.39% | -0.30% |
Correlation
The correlation between FWRG and VOO is 0.43, 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.
Performance
FWRG vs. VOO - Performance Comparison
In the year-to-date period, FWRG achieves a -2.74% return, which is significantly lower than VOO's 26.88% 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
FWRG vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Watch Restaurant Group, Inc. (FWRG) 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
FWRG vs. VOO - Dividend Comparison
FWRG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWRG First Watch Restaurant Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FWRG vs. VOO - Drawdown Comparison
The maximum FWRG drawdown since its inception was -47.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FWRG and VOO. For additional features, visit the drawdowns tool.
Volatility
FWRG vs. VOO - Volatility Comparison
First Watch Restaurant Group, Inc. (FWRG) has a higher volatility of 20.50% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that FWRG'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.