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

Key characteristics


GNWVOO
YTD Return-3.29%6.62%
1Y Return18.10%25.71%
3Y Return (Ann)13.85%8.15%
5Y Return (Ann)10.75%13.32%
10Y Return (Ann)-9.64%12.46%
Sharpe Ratio0.522.13
Daily Std Dev35.05%11.67%
Max Drawdown-97.63%-33.99%
Current Drawdown-81.78%-3.56%

Correlation

-0.50.00.51.00.5

The correlation between GNW and VOO is 0.51, 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.

Performance

GNW vs. VOO - Performance Comparison

In the year-to-date period, GNW achieves a -3.29% return, which is significantly lower than VOO's 6.62% return. Over the past 10 years, GNW has underperformed VOO with an annualized return of -9.64%, while VOO has yielded a comparatively higher 12.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
-46.48%
494.72%
GNW
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Genworth Financial, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

GNW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genworth Financial, Inc. (GNW) 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.


GNW
Sharpe ratio
The chart of Sharpe ratio for GNW, currently valued at 0.52, compared to the broader market-2.00-1.000.001.002.003.004.000.52
Sortino ratio
The chart of Sortino ratio for GNW, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.006.000.88
Omega ratio
The chart of Omega ratio for GNW, currently valued at 1.12, compared to the broader market0.501.001.501.12
Calmar ratio
The chart of Calmar ratio for GNW, currently valued at 0.24, compared to the broader market0.002.004.006.000.24
Martin ratio
The chart of Martin ratio for GNW, currently valued at 2.33, compared to the broader market-10.000.0010.0020.0030.002.33
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.13, compared to the broader market-2.00-1.000.001.002.003.004.002.13
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.37, compared to the broader market0.501.001.501.37
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.84, compared to the broader market0.002.004.006.001.84
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.57, compared to the broader market-10.000.0010.0020.0030.008.57

GNW vs. VOO - Sharpe Ratio Comparison

The current GNW Sharpe Ratio is 0.52, which is lower than the VOO Sharpe Ratio of 2.13. The chart below compares the 12-month rolling Sharpe Ratio of GNW and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.52
2.13
GNW
VOO

Dividends

GNW vs. VOO - Dividend Comparison

GNW has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.38%.


TTM20232022202120202019201820172016201520142013
GNW
Genworth Financial, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GNW vs. VOO - Drawdown Comparison

The maximum GNW drawdown since its inception was -97.63%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GNW and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-65.27%
-3.56%
GNW
VOO

Volatility

GNW vs. VOO - Volatility Comparison

Genworth Financial, Inc. (GNW) has a higher volatility of 9.26% compared to Vanguard S&P 500 ETF (VOO) at 4.04%. This indicates that GNW'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
9.26%
4.04%
GNW
VOO