GLEN.L vs. VOO
Compare and contrast key facts about Glencore plc (GLEN.L) 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: GLEN.L or VOO.
Key characteristics
| GLEN.L | VOO | |
|---|---|---|
| YTD Return | -16.77% | 27.26% |
| 1Y Return | -8.00% | 37.86% |
| 3Y Return (Ann) | 3.60% | 10.35% |
| 5Y Return (Ann) | 11.13% | 16.03% |
| 10Y Return (Ann) | 2.59% | 13.45% |
| Sharpe Ratio | -0.32 | 3.25 |
| Sortino Ratio | -0.28 | 4.31 |
| Omega Ratio | 0.97 | 1.61 |
| Calmar Ratio | -0.26 | 4.74 |
| Martin Ratio | -0.65 | 21.63 |
| Ulcer Index | 13.31% | 1.85% |
| Daily Std Dev | 27.35% | 12.25% |
| Max Drawdown | -86.53% | -33.99% |
| Current Drawdown | -29.30% | 0.00% |
Correlation
The correlation between GLEN.L and VOO is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GLEN.L vs. VOO - Performance Comparison
In the year-to-date period, GLEN.L achieves a -16.77% return, which is significantly lower than VOO's 27.26% return. Over the past 10 years, GLEN.L has underperformed VOO with an annualized return of 2.59%, while VOO has yielded a comparatively higher 13.45% 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
GLEN.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Glencore plc (GLEN.L) 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
GLEN.L vs. VOO - Dividend Comparison
GLEN.L's dividend yield for the trailing twelve months is around 108.01%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLEN.L Glencore plc | 108.01% | 300.59% | 3.83% | 2.31% | 6.71% | 6.74% | 5.12% | 1.58% | 0.00% | 395.16% | 205.52% | 3.31% |
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
GLEN.L vs. VOO - Drawdown Comparison
The maximum GLEN.L drawdown since its inception was -86.53%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GLEN.L and VOO. For additional features, visit the drawdowns tool.
Volatility
GLEN.L vs. VOO - Volatility Comparison
Glencore plc (GLEN.L) has a higher volatility of 9.66% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that GLEN.L'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.