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GOGL vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOGL vs. VOO - Performance Comparison

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

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Returns By Period


GOGL

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

VOO

1D
-1.42%
1M
-1.34%
YTD
8.19%
6M
7.24%
1Y
23.69%
3Y*
20.78%
5Y*
13.13%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOGL vs. VOO - Yearly Performance Comparison


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Return for Risk

GOGL vs. VOO — Risk / Return Rank

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

GOGL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VOO
VOO Risk / Return Rank: 5959
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5656
Sortino Ratio Rank
VOO Omega Ratio Rank: 5858
Omega Ratio Rank
VOO Calmar Ratio Rank: 5656
Calmar Ratio Rank
VOO Martin Ratio Rank: 6767
Martin Ratio Rank
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.

GOGL vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Ocean Group Limited (GOGL) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GOGLVOODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.67

Martin ratioReturn relative to average drawdown

11.96

GOGL vs. VOO - Sharpe Ratio Comparison


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Drawdowns

GOGL vs. VOO - Drawdown Comparison

The maximum GOGL drawdown since its inception was 0.00%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GOGL and VOO.


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Drawdown Indicators


GOGLVOODifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-33.99%

+33.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

0.00%

-3.14%

+3.14%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.68%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

Volatility

GOGL vs. VOO - Volatility Comparison


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Volatility by Period


GOGLVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.46%

-12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.91%

-16.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.02%

-18.02%

Dividends

GOGL vs. VOO - Dividend Comparison

GOGL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM20252024202320222021202020192018201720162015
GOGL
Golden Ocean Group Limited
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
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
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