PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GIC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GIC and VOO is 0.47, 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

GIC vs. VOO - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-18.99%
10.43%
GIC
VOO

Key characteristics

Sharpe Ratio

GIC:

-0.92

VOO:

2.22

Sortino Ratio

GIC:

-1.14

VOO:

2.95

Omega Ratio

GIC:

0.83

VOO:

1.42

Calmar Ratio

GIC:

-0.73

VOO:

3.27

Martin Ratio

GIC:

-1.30

VOO:

14.57

Ulcer Index

GIC:

25.42%

VOO:

1.90%

Daily Std Dev

GIC:

35.90%

VOO:

12.47%

Max Drawdown

GIC:

-98.09%

VOO:

-33.99%

Current Drawdown

GIC:

-44.84%

VOO:

-1.77%

Returns By Period

In the year-to-date period, GIC achieves a -33.47% return, which is significantly lower than VOO's 26.92% return. Both investments have delivered pretty close results over the past 10 years, with GIC having a 13.15% annualized return and VOO not far behind at 13.12%.


GIC

YTD

-33.47%

1M

-10.23%

6M

-18.99%

1Y

-33.71%

5Y*

4.43%

10Y*

13.15%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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

GIC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Industrial Company (GIC) 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 GIC, currently valued at -0.92, compared to the broader market-4.00-2.000.002.00-0.922.22
The chart of Sortino ratio for GIC, currently valued at -1.14, compared to the broader market-4.00-2.000.002.004.00-1.142.95
The chart of Omega ratio for GIC, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.42
The chart of Calmar ratio for GIC, currently valued at -0.73, compared to the broader market0.002.004.006.00-0.733.27
The chart of Martin ratio for GIC, currently valued at -1.30, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.3014.57
GIC
VOO

The current GIC Sharpe Ratio is -0.92, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of GIC 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
2.22
GIC
VOO

Dividends

GIC vs. VOO - Dividend Comparison

GIC's dividend yield for the trailing twelve months is around 3.98%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
GIC
Global Industrial Company
3.98%2.06%3.06%4.01%9.53%1.91%39.51%1.05%1.14%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

GIC vs. VOO - Drawdown Comparison

The maximum GIC drawdown since its inception was -98.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GIC and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.84%
-1.77%
GIC
VOO

Volatility

GIC vs. VOO - Volatility Comparison

Global Industrial Company (GIC) has a higher volatility of 5.22% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that GIC'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.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
5.22%
3.78%
GIC
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab