GNK vs. VOO

Last updated Jun 3, 2026

GNK (Genco Shipping & Trading Limited) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, GNK returned 22.14%/yr vs 15.65%/yr for VOO. At a 0.27 correlation, their price movements are largely independent.

Performance

GNK vs. VOO - Performance Comparison

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

Returns By Period

In the year-to-date period, GNK achieves a 36.05% return, which is significantly higher than VOO's 11.69% return. Over the past 10 years, GNK has outperformed VOO with an annualized return of 22.14%, while VOO has yielded a comparatively lower 15.65% annualized return.

GNK

• 1D: -0.04%
• 1M: -0.09%
• YTD: 36.05%
• 6M: 33.02%
• 1Y: 94.84%
• 3Y*: 29.05%
• 5Y*: 17.61%
• 10Y*: 22.14%

VOO

• 1D: 0.14%
• 1M: 5.39%
• YTD: 11.69%
• 6M: 12.11%
• 1Y: 29.68%
• 3Y*: 22.73%
• 5Y*: 14.26%
• 10Y*: 15.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GNK vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GNK Genco Shipping & Trading Limited	36.05%	39.12%	-8.87%	14.44%	11.41%	121.79%	-28.23%	41.19%	-40.77%	80.49%
VOO Vanguard S&P 500 ETF	11.69%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between GNK and VOO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Aug 19, 2014	0.27

Return for Risk

GNK vs. VOO — Risk / Return Rank

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

GNK

GNK Risk / Return Rank: 91
GNK Sharpe Ratio Rank: 93
GNK Sortino Ratio Rank: 90
GNK Omega Ratio Rank: 89
GNK Calmar Ratio Rank: 90
GNK Martin Ratio Rank: 91

VOO

VOO Risk / Return Rank: 75
VOO Sharpe Ratio Rank: 77
VOO Sortino Ratio Rank: 75
VOO Omega Ratio Rank: 76
VOO Calmar Ratio Rank: 68
VOO Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GNK vs. VOO - Risk-Adjusted Trends 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.

	GNK	VOO	Difference
Sharpe ratio Return per unit of total volatility	2.79	2.53	+0.25
Sortino ratio Return per unit of downside risk	3.29	3.43	-0.14
Omega ratio Gain probability vs. loss probability	1.43	1.46	-0.04
Calmar ratio Return relative to maximum drawdown	4.84	3.42	+1.42
Martin ratio Return relative to average drawdown	13.98	15.95	-1.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GNK vs. VOO - Sharpe Ratio Comparison

The current GNK Sharpe Ratio is 2.79, which is comparable to the VOO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of GNK and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GNK	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.79	2.53	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.85	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.87	-0.50
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	0.89	-1.10

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.

Drawdown Indicators

	GNK	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-98.25%	-33.99%	-64.26%
Max Drawdown (1Y) Largest decline over 1 year	-19.16%	-8.90%	-10.26%
Max Drawdown (3Y) Largest decline over 3 years	-47.06%	-18.69%	-28.37%
Max Drawdown (5Y) Largest decline over 5 years	-53.91%	-24.52%	-29.39%
Max Drawdown (10Y) Largest decline over 10 years	-75.46%	-33.99%	-41.47%
Current Drawdown Current decline from peak	-81.86%	0.00%	-81.86%
Average Drawdown Average peak-to-trough decline	-88.20%	-3.69%	-84.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.64%	1.91%	+4.73%

Volatility

GNK vs. VOO - Volatility Comparison

Genco Shipping & Trading Limited (GNK) has a higher volatility of 11.73% compared to Vanguard S&P 500 ETF (VOO) at 2.74%. 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.

Volatility by Period

	GNK	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.73%	2.74%	+8.99%
Volatility (6M) Calculated over the trailing 6-month period	26.88%	8.88%	+18.00%
Volatility (1Y) Calculated over the trailing 1-year period	34.25%	11.78%	+22.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.67%	16.81%	+24.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.12%	18.01%	+41.11%

Dividends

GNK vs. VOO - Dividend Comparison

GNK's dividend yield for the trailing twelve months is around 4.76%, more than VOO's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GNK Genco Shipping & Trading Limited	4.76%	4.07%	11.26%	5.73%	17.84%	2.00%	3.19%	4.71%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.02%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both GNK and VOO in my portfolio?

GNK and VOO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GNK or VOO?

GNK has higher volatility (11.73%) compared to VOO (2.74%). In terms of maximum drawdown, GNK dropped -98.25% vs VOO's -33.99%.

Which has better risk-adjusted returns?

GNK currently has the higher Sharpe Ratio (2.79 vs 2.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.