GIB vs. VOO
Compare and contrast key facts about CGI Inc (GIB) 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: GIB or VOO.
Key characteristics
| GIB | VOO | |
|---|---|---|
| YTD Return | 3.68% | 27.15% |
| 1Y Return | 11.74% | 39.90% |
| 3Y Return (Ann) | 6.43% | 10.28% |
| 5Y Return (Ann) | 6.74% | 16.00% |
| 10Y Return (Ann) | 12.32% | 13.43% |
| Sharpe Ratio | 0.66 | 3.15 |
| Sortino Ratio | 1.03 | 4.19 |
| Omega Ratio | 1.12 | 1.59 |
| Calmar Ratio | 0.69 | 4.60 |
| Martin Ratio | 1.46 | 21.00 |
| Ulcer Index | 8.21% | 1.85% |
| Daily Std Dev | 18.21% | 12.34% |
| Max Drawdown | -86.78% | -33.99% |
| Current Drawdown | -6.16% | 0.00% |
Correlation
The correlation between GIB and VOO is 0.56, 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
GIB vs. VOO - Performance Comparison
In the year-to-date period, GIB achieves a 3.68% return, which is significantly lower than VOO's 27.15% return. Over the past 10 years, GIB has underperformed VOO with an annualized return of 12.32%, while VOO has yielded a comparatively higher 13.43% annualized 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
GIB vs. VOO - Risk-Adjusted Performance 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.
Dividends
GIB vs. VOO - Dividend Comparison
GIB 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIB CGI 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
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. For additional features, visit the drawdowns tool.
Volatility
GIB vs. VOO - Volatility Comparison
CGI Inc (GIB) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.76% and 3.95%, 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.