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

Correlation

The correlation between GLW and VOO is 0.67, 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.


-0.50.00.51.00.7

Performance

GLW vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
28.22%
12.43%
GLW
VOO

Key characteristics

Sharpe Ratio

GLW:

3.09

VOO:

2.12

Sortino Ratio

GLW:

4.29

VOO:

2.82

Omega Ratio

GLW:

1.57

VOO:

1.39

Calmar Ratio

GLW:

1.39

VOO:

3.21

Martin Ratio

GLW:

15.74

VOO:

13.50

Ulcer Index

GLW:

5.36%

VOO:

2.01%

Daily Std Dev

GLW:

27.34%

VOO:

12.80%

Max Drawdown

GLW:

-99.02%

VOO:

-33.99%

Current Drawdown

GLW:

-28.03%

VOO:

-0.30%

Returns By Period

In the year-to-date period, GLW achieves a 14.16% return, which is significantly higher than VOO's 3.75% return. Over the past 10 years, GLW has underperformed VOO with an annualized return of 11.42%, while VOO has yielded a comparatively higher 13.84% annualized return.


GLW

YTD

14.16%

1M

13.04%

6M

28.22%

1Y

80.96%

5Y*

17.21%

10Y*

11.42%

VOO

YTD

3.75%

1M

1.12%

6M

12.44%

1Y

26.35%

5Y*

15.29%

10Y*

13.84%

*Annualized

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

GLW vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLW
The Risk-Adjusted Performance Rank of GLW is 9494
Overall Rank
The Sharpe Ratio Rank of GLW is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of GLW is 9797
Sortino Ratio Rank
The Omega Ratio Rank of GLW is 9696
Omega Ratio Rank
The Calmar Ratio Rank of GLW is 8585
Calmar Ratio Rank
The Martin Ratio Rank of GLW is 9696
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) 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 GLW, currently valued at 3.09, compared to the broader market-2.000.002.004.003.092.12
The chart of Sortino ratio for GLW, currently valued at 4.29, compared to the broader market-4.00-2.000.002.004.006.004.292.82
The chart of Omega ratio for GLW, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.39
The chart of Calmar ratio for GLW, currently valued at 2.95, compared to the broader market0.002.004.006.002.953.21
The chart of Martin ratio for GLW, currently valued at 15.74, compared to the broader market0.0010.0020.0030.0015.7413.50
GLW
VOO

The current GLW Sharpe Ratio is 3.09, which is higher than the VOO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of GLW 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 Ratio0.501.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
3.09
2.12
GLW
VOO

Dividends

GLW vs. VOO - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 2.06%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
GLW
Corning Incorporated
2.06%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

GLW vs. VOO - Drawdown Comparison

The maximum GLW drawdown since its inception was -99.02%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GLW and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-0.30%
GLW
VOO

Volatility

GLW vs. VOO - Volatility Comparison

Corning Incorporated (GLW) has a higher volatility of 7.47% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that GLW'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%AugustSeptemberOctoberNovemberDecember2025
7.47%
3.99%
GLW
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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