GIB vs. VOO
GIB (CGI 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, GIB returned 4.23%/yr vs 14.85%/yr for VOO. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
GIB vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, GIB achieves a -19.61% return, which is significantly lower than VOO's 2.93% return. Over the past 10 years, GIB has underperformed VOO with an annualized return of 4.23%, while VOO has yielded a comparatively higher 14.85% annualized return.
GIB
- 1D
- 0.78%
- 1M
- 2.63%
- YTD
- -19.61%
- 6M
- -14.09%
- 1Y
- -27.82%
- 3Y*
- -9.56%
- 5Y*
- -3.04%
- 10Y*
- 4.23%
VOO
- 1D
- 0.80%
- 1M
- 4.92%
- YTD
- 2.93%
- 6M
- 5.87%
- 1Y
- 31.79%
- 3Y*
- 20.91%
- 5Y*
- 12.49%
- 10Y*
- 14.85%
GIB vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIB CGI Inc | -19.61% | -15.19% | 2.07% | 24.47% | -2.68% | 11.59% | -5.26% | 36.80% | 12.63% | 13.12% |
VOO Vanguard S&P 500 ETF | 2.93% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between GIB and VOO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.54 |
Over the past year, the correlation between GIB and VOO has dropped to 0.24 — well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
GIB vs. VOO — Risk / Return Rank
GIB
VOO
GIB vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CGI Inc (GIB) 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.
| GIB | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.17 | 2.42 | -3.59 |
Sortino ratioReturn per unit of downside risk | -1.55 | 3.35 | -4.90 |
Omega ratioGain probability vs. loss probability | 0.80 | 1.45 | -0.65 |
Calmar ratioReturn relative to maximum drawdown | -0.75 | 3.68 | -4.42 |
Martin ratioReturn relative to average drawdown | -1.42 | 16.70 | -18.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GIB | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.17 | 2.42 | -3.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.75 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.83 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.86 | -0.59 |
Drawdowns
GIB vs. VOO - Drawdown Comparison
The maximum GIB drawdown since its inception was -86.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GIB and VOO.
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Drawdown Indicators
| GIB | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.78% | -33.99% | -52.79% |
Max Drawdown (1Y)Largest decline over 1 year | -36.07% | -8.90% | -27.17% |
Max Drawdown (5Y)Largest decline over 5 years | -42.67% | -24.52% | -18.15% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -33.99% | -11.99% |
Current DrawdownCurrent decline from peak | -39.13% | 0.00% | -39.13% |
Average DrawdownAverage peak-to-trough decline | -32.43% | -3.72% | -28.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.98% | 1.96% | +17.02% |
Volatility
GIB vs. VOO - Volatility Comparison
CGI Inc (GIB) has a higher volatility of 8.32% compared to Vanguard S&P 500 ETF (VOO) at 5.55%. This indicates that GIB'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
| GIB | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.32% | 5.55% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 20.80% | 9.42% | +11.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.99% | 13.24% | +10.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 16.85% | +5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.24% | 18.00% | +4.24% |
Dividends
GIB vs. VOO - Dividend Comparison
GIB's dividend yield for the trailing twelve months is around 0.62%, less than VOO's 1.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIB CGI Inc | 0.62% | 0.48% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.11% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |