GOGL vs. VOO
Compare and contrast key facts about Golden Ocean Group Limited (GOGL) 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: GOGL or VOO.
Performance
GOGL vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, GOGL achieves a 30.26% return, which is significantly higher than VOO's 25.52% return. Over the past 10 years, GOGL has underperformed VOO with an annualized return of -2.44%, while VOO has yielded a comparatively higher 13.15% annualized return.
GOGL
30.26%
7.64%
-12.16%
45.53%
29.26%
-2.44%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| GOGL | VOO | |
|---|---|---|
| Sharpe Ratio | 1.74 | 2.62 |
| Sortino Ratio | 2.41 | 3.50 |
| Omega Ratio | 1.29 | 1.49 |
| Calmar Ratio | 0.78 | 3.78 |
| Martin Ratio | 4.58 | 17.12 |
| Ulcer Index | 14.00% | 1.86% |
| Daily Std Dev | 36.87% | 12.19% |
| Max Drawdown | -96.87% | -33.99% |
| Current Drawdown | -74.14% | -1.36% |
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Correlation
The correlation between GOGL and VOO is 0.36, 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
GOGL vs. VOO - Risk-Adjusted Performance 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.
Dividends
GOGL vs. VOO - Dividend Comparison
GOGL's dividend yield for the trailing twelve months is around 8.45%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOGL Golden Ocean Group Limited | 8.45% | 5.12% | 27.04% | 17.20% | 1.08% | 5.60% | 7.32% | 0.00% | 0.00% | 0.00% | 15.34% | 8.47% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GOGL vs. VOO - Drawdown Comparison
The maximum GOGL drawdown since its inception was -96.87%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GOGL and VOO. For additional features, visit the drawdowns tool.
Volatility
GOGL vs. VOO - Volatility Comparison
Golden Ocean Group Limited (GOGL) has a higher volatility of 8.54% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that GOGL'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.