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GHC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GHC and VOO is 0.46, 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.


-0.50.00.51.00.5

Performance

GHC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Graham Holdings Company (GHC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
374.61%
602.93%
GHC
VOO

Key characteristics

Sharpe Ratio

GHC:

1.02

VOO:

2.25

Sortino Ratio

GHC:

1.66

VOO:

2.98

Omega Ratio

GHC:

1.20

VOO:

1.42

Calmar Ratio

GHC:

2.08

VOO:

3.31

Martin Ratio

GHC:

5.70

VOO:

14.77

Ulcer Index

GHC:

5.30%

VOO:

1.90%

Daily Std Dev

GHC:

29.63%

VOO:

12.46%

Max Drawdown

GHC:

-67.54%

VOO:

-33.99%

Current Drawdown

GHC:

-8.59%

VOO:

-2.47%

Returns By Period

The year-to-date returns for both stocks are quite close, with GHC having a 27.18% return and VOO slightly lower at 26.02%. Over the past 10 years, GHC has underperformed VOO with an annualized return of 6.30%, while VOO has yielded a comparatively higher 13.08% annualized return.


GHC

YTD

27.18%

1M

-3.18%

6M

23.91%

1Y

29.63%

5Y*

7.39%

10Y*

6.30%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GHC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Graham Holdings Company (GHC) 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.


Sharpe ratio
The chart of Sharpe ratio for GHC, currently valued at 1.02, compared to the broader market-4.00-2.000.002.001.022.25
The chart of Sortino ratio for GHC, currently valued at 1.66, compared to the broader market-4.00-2.000.002.004.001.662.98
The chart of Omega ratio for GHC, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.42
The chart of Calmar ratio for GHC, currently valued at 2.08, compared to the broader market0.002.004.006.002.083.31
The chart of Martin ratio for GHC, currently valued at 5.70, compared to the broader market-5.000.005.0010.0015.0020.0025.005.7014.77
GHC
VOO

The current GHC Sharpe Ratio is 1.02, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of GHC and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.02
2.25
GHC
VOO

Dividends

GHC vs. VOO - Dividend Comparison

GHC's dividend yield for the trailing twelve months is around 0.78%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
GHC
Graham Holdings Company
0.78%0.95%1.05%0.96%1.09%0.87%0.83%0.91%0.95%1.77%1.18%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GHC vs. VOO - Drawdown Comparison

The maximum GHC drawdown since its inception was -67.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GHC and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.59%
-2.47%
GHC
VOO

Volatility

GHC vs. VOO - Volatility Comparison

Graham Holdings Company (GHC) has a higher volatility of 8.34% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that GHC'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.34%
3.75%
GHC
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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