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

Correlation

The correlation between GOLF and VOO is 0.49, 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.


-0.50.00.51.00.5

Performance

GOLF vs. VOO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.54%
7.82%
GOLF
VOO

Key characteristics

Sharpe Ratio

GOLF:

0.67

VOO:

2.06

Sortino Ratio

GOLF:

1.16

VOO:

2.74

Omega Ratio

GOLF:

1.14

VOO:

1.38

Calmar Ratio

GOLF:

1.14

VOO:

3.12

Martin Ratio

GOLF:

2.36

VOO:

13.13

Ulcer Index

GOLF:

8.20%

VOO:

2.01%

Daily Std Dev

GOLF:

28.80%

VOO:

12.79%

Max Drawdown

GOLF:

-35.46%

VOO:

-33.99%

Current Drawdown

GOLF:

-2.62%

VOO:

-2.30%

Returns By Period

In the year-to-date period, GOLF achieves a 3.63% return, which is significantly higher than VOO's 1.01% return.


GOLF

YTD

3.63%

1M

0.49%

6M

9.53%

1Y

20.37%

5Y*

19.78%

10Y*

N/A

VOO

YTD

1.01%

1M

-1.70%

6M

7.82%

1Y

27.03%

5Y*

14.08%

10Y*

13.44%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

GOLF vs. VOO — Risk-Adjusted Performance Rank

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

GOLF
The Risk-Adjusted Performance Rank of GOLF is 7070
Overall Rank
The Sharpe Ratio Rank of GOLF is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLF is 6565
Sortino Ratio Rank
The Omega Ratio Rank of GOLF is 6363
Omega Ratio Rank
The Calmar Ratio Rank of GOLF is 8282
Calmar Ratio Rank
The Martin Ratio Rank of GOLF is 7070
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8181
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOLF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Acushnet Holdings Corp. (GOLF) 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.


Sharpe ratio
The chart of Sharpe ratio for GOLF, currently valued at 0.67, compared to the broader market-2.000.002.004.000.672.06
The chart of Sortino ratio for GOLF, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.162.74
The chart of Omega ratio for GOLF, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.38
The chart of Calmar ratio for GOLF, currently valued at 1.14, compared to the broader market0.002.004.006.001.143.12
The chart of Martin ratio for GOLF, currently valued at 2.36, compared to the broader market-10.000.0010.0020.0030.002.3613.13
GOLF
VOO

The current GOLF Sharpe Ratio is 0.67, which is lower than the VOO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of GOLF and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.67
2.06
GOLF
VOO

Dividends

GOLF vs. VOO - Dividend Comparison

GOLF's dividend yield for the trailing twelve months is around 1.17%, less than VOO's 1.23% yield.


TTM20242023202220212020201920182017201620152014
GOLF
Acushnet Holdings Corp.
1.17%1.21%1.23%1.70%1.24%1.53%1.72%2.47%2.28%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

GOLF vs. VOO - Drawdown Comparison

The maximum GOLF drawdown since its inception was -35.46%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GOLF and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.62%
-2.30%
GOLF
VOO

Volatility

GOLF vs. VOO - Volatility Comparison

Acushnet Holdings Corp. (GOLF) has a higher volatility of 6.12% compared to Vanguard S&P 500 ETF (VOO) at 4.96%. This indicates that GOLF'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%14.00%AugustSeptemberOctoberNovemberDecember2025
6.12%
4.96%
GOLF
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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