GNK vs. VOO
Compare and contrast key facts about Genco Shipping & Trading Limited (GNK) 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: GNK or VOO.
Performance
GNK vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, GNK achieves a 9.36% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, GNK has underperformed VOO with an annualized return of -16.96%, while VOO has yielded a comparatively higher 13.18% annualized return.
GNK
9.36%
4.63%
-19.35%
23.42%
17.99%
-16.96%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| GNK | VOO | |
|---|---|---|
| Sharpe Ratio | 0.77 | 2.70 |
| Sortino Ratio | 1.25 | 3.60 |
| Omega Ratio | 1.14 | 1.50 |
| Calmar Ratio | 0.25 | 3.90 |
| Martin Ratio | 1.66 | 17.65 |
| Ulcer Index | 13.69% | 1.86% |
| Daily Std Dev | 29.62% | 12.19% |
| Max Drawdown | -98.25% | -33.99% |
| Current Drawdown | -88.50% | -0.86% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between GNK and VOO is 0.27, 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.
Risk-Adjusted Performance
GNK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Genco Shipping & Trading Limited (GNK) 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
GNK vs. VOO - Dividend Comparison
GNK's dividend yield for the trailing twelve months is around 9.38%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNK Genco Shipping & Trading Limited | 9.38% | 5.73% | 17.84% | 2.00% | 3.19% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GNK vs. VOO - Drawdown Comparison
The maximum GNK drawdown since its inception was -98.25%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GNK and VOO. For additional features, visit the drawdowns tool.
Volatility
GNK vs. VOO - Volatility Comparison
Genco Shipping & Trading Limited (GNK) has a higher volatility of 7.92% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that GNK'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.