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GOLF vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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GOLF vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOLF
Acushnet Holdings Corp.
17.42%14.09%13.96%51.02%-18.69%32.71%27.13%57.63%2.09%9.84%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, GOLF achieves a 17.42% return, which is significantly higher than VOO's -4.42% return.


GOLF

1D
2.57%
1M
-8.41%
YTD
17.42%
6M
19.75%
1Y
38.21%
3Y*
24.17%
5Y*
19.01%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GOLF vs. VOO — Risk / Return Rank

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

GOLF
GOLF Risk / Return Rank: 7878
Overall Rank
GOLF Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GOLF Sortino Ratio Rank: 7474
Sortino Ratio Rank
GOLF Omega Ratio Rank: 7373
Omega Ratio Rank
GOLF Calmar Ratio Rank: 8080
Calmar Ratio Rank
GOLF Martin Ratio Rank: 8282
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

GOLF vs. VOO - Risk-Adjusted Trends 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.


GOLFVOODifference

Sharpe ratio

Return per unit of total volatility

1.21

0.98

+0.23

Sortino ratio

Return per unit of downside risk

1.76

1.50

+0.26

Omega ratio

Gain probability vs. loss probability

1.23

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

2.27

1.53

+0.74

Martin ratio

Return relative to average drawdown

6.75

7.29

-0.55

GOLF vs. VOO - Sharpe Ratio Comparison

The current GOLF Sharpe Ratio is 1.21, which is comparable to the VOO Sharpe Ratio of 0.98. 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.


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Sharpe Ratios by Period


GOLFVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.98

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.70

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.83

-0.15

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.


Dividends

GOLF vs. VOO - Dividend Comparison

GOLF's dividend yield for the trailing twelve months is around 1.29%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
GOLF
Acushnet Holdings Corp.
1.29%1.49%1.21%1.23%1.70%1.24%1.53%1.72%2.47%2.28%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

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.


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Drawdown Indicators


GOLFVOODifference

Max Drawdown

Largest peak-to-trough decline

-35.46%

-33.99%

-1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.90%

-11.98%

-5.92%

Max Drawdown (5Y)

Largest decline over 5 years

-33.37%

-24.52%

-8.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-9.26%

-6.29%

-2.97%

Average Drawdown

Average peak-to-trough decline

-9.37%

-3.72%

-5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.07%

2.52%

+3.55%

Volatility

GOLF vs. VOO - Volatility Comparison

Acushnet Holdings Corp. (GOLF) has a higher volatility of 7.98% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. 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.


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Volatility by Period


GOLFVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.98%

5.29%

+2.69%

Volatility (6M)

Calculated over the trailing 6-month period

17.81%

9.44%

+8.37%

Volatility (1Y)

Calculated over the trailing 1-year period

31.84%

18.10%

+13.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.12%

16.82%

+15.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.32%

17.99%

+13.33%