GRBK vs. VOO
Compare and contrast key facts about Green Brick Partners, Inc. (GRBK) 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: GRBK or VOO.
Correlation
The correlation between GRBK and VOO is 0.34, 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.
Performance
GRBK vs. VOO - Performance Comparison
Key characteristics
GRBK:
0.32
VOO:
2.21
GRBK:
0.69
VOO:
2.93
GRBK:
1.09
VOO:
1.41
GRBK:
0.17
VOO:
3.25
GRBK:
1.25
VOO:
14.47
GRBK:
9.13%
VOO:
1.90%
GRBK:
36.20%
VOO:
12.43%
GRBK:
-99.36%
VOO:
-33.99%
GRBK:
-63.12%
VOO:
-2.87%
Returns By Period
In the year-to-date period, GRBK achieves a 10.95% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, GRBK has outperformed VOO with an annualized return of 21.70%, while VOO has yielded a comparatively lower 13.04% annualized return.
GRBK
10.95%
-16.09%
1.03%
10.64%
39.01%
21.70%
VOO
25.49%
0.01%
8.65%
27.45%
14.70%
13.04%
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Risk-Adjusted Performance
GRBK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Green Brick Partners, Inc. (GRBK) 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
GRBK vs. VOO - Dividend Comparison
GRBK has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRBK Green Brick Partners, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
GRBK vs. VOO - Drawdown Comparison
The maximum GRBK drawdown since its inception was -99.36%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GRBK and VOO. For additional features, visit the drawdowns tool.
Volatility
GRBK vs. VOO - Volatility Comparison
Green Brick Partners, Inc. (GRBK) has a higher volatility of 11.82% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that GRBK'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.