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

Correlation

The correlation between GPC and VOO is 0.61, 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.


-0.50.00.51.00.6

Performance

GPC vs. VOO - Performance Comparison

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

300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
309.70%
602.93%
GPC
VOO

Key characteristics

Sharpe Ratio

GPC:

-0.41

VOO:

2.25

Sortino Ratio

GPC:

-0.34

VOO:

2.98

Omega Ratio

GPC:

0.94

VOO:

1.42

Calmar Ratio

GPC:

-0.35

VOO:

3.31

Martin Ratio

GPC:

-0.94

VOO:

14.77

Ulcer Index

GPC:

13.81%

VOO:

1.90%

Daily Std Dev

GPC:

31.64%

VOO:

12.46%

Max Drawdown

GPC:

-54.89%

VOO:

-33.99%

Current Drawdown

GPC:

-34.76%

VOO:

-2.47%

Returns By Period

In the year-to-date period, GPC achieves a -13.99% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, GPC has underperformed VOO with an annualized return of 3.62%, while VOO has yielded a comparatively higher 13.08% annualized return.


GPC

YTD

-13.99%

1M

-3.39%

6M

-16.90%

1Y

-13.97%

5Y*

4.66%

10Y*

3.62%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

GPC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genuine Parts Company (GPC) 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 GPC, currently valued at -0.41, compared to the broader market-4.00-2.000.002.00-0.412.25
The chart of Sortino ratio for GPC, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.342.98
The chart of Omega ratio for GPC, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.42
The chart of Calmar ratio for GPC, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.353.31
The chart of Martin ratio for GPC, currently valued at -0.94, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.9414.77
GPC
VOO

The current GPC Sharpe Ratio is -0.41, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of GPC 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.41
2.25
GPC
VOO

Dividends

GPC vs. VOO - Dividend Comparison

GPC's dividend yield for the trailing twelve months is around 3.46%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
GPC
Genuine Parts Company
3.46%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GPC vs. VOO - Drawdown Comparison

The maximum GPC drawdown since its inception was -54.89%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GPC and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.76%
-2.47%
GPC
VOO

Volatility

GPC vs. VOO - Volatility Comparison

Genuine Parts Company (GPC) has a higher volatility of 6.88% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that GPC'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.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.88%
3.75%
GPC
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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