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

Key characteristics


GOLFVOO
YTD Return-1.24%7.94%
1Y Return18.67%28.21%
3Y Return (Ann)15.06%8.82%
5Y Return (Ann)21.04%13.59%
Sharpe Ratio0.802.33
Daily Std Dev30.51%11.70%
Max Drawdown-35.46%-33.99%
Current Drawdown-10.18%-2.36%

Correlation

-0.50.00.51.00.5

The correlation between GOLF 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

GOLF vs. VOO - Performance Comparison

In the year-to-date period, GOLF achieves a -1.24% return, which is significantly lower than VOO's 7.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%December2024FebruaryMarchAprilMay
297.14%
175.02%
GOLF
VOO

Compare stocks, funds, or ETFs

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


Acushnet Holdings Corp.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

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.


GOLF
Sharpe ratio
The chart of Sharpe ratio for GOLF, currently valued at 0.80, compared to the broader market-2.00-1.000.001.002.003.004.000.80
Sortino ratio
The chart of Sortino ratio for GOLF, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.006.001.31
Omega ratio
The chart of Omega ratio for GOLF, currently valued at 1.16, compared to the broader market0.501.001.501.16
Calmar ratio
The chart of Calmar ratio for GOLF, currently valued at 1.15, compared to the broader market0.002.004.006.001.15
Martin ratio
The chart of Martin ratio for GOLF, currently valued at 3.29, compared to the broader market-10.000.0010.0020.0030.003.29
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.33, compared to the broader market-2.00-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.33
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market0.501.001.501.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.02, compared to the broader market0.002.004.006.002.02
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.40, compared to the broader market-10.000.0010.0020.0030.009.40

GOLF vs. VOO - Sharpe Ratio Comparison

The current GOLF Sharpe Ratio is 0.80, which is lower than the VOO Sharpe Ratio of 2.33. The chart below compares the 12-month rolling Sharpe Ratio of GOLF and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.80
2.33
GOLF
VOO

Dividends

GOLF vs. VOO - Dividend Comparison

GOLF's dividend yield for the trailing twelve months is around 1.29%, less than VOO's 1.36% yield.


TTM20232022202120202019201820172016201520142013
GOLF
Acushnet Holdings Corp.
1.29%1.23%1.70%1.24%1.53%1.72%2.47%2.28%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-10.18%
-2.36%
GOLF
VOO

Volatility

GOLF vs. VOO - Volatility Comparison

Acushnet Holdings Corp. (GOLF) has a higher volatility of 6.68% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. 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%December2024FebruaryMarchAprilMay
6.68%
4.09%
GOLF
VOO