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.
Key characteristics
| GRBK | VOO | |
|---|---|---|
| YTD Return | 5.99% | 5.63% |
| 1Y Return | 49.88% | 23.68% |
| 3Y Return (Ann) | 28.77% | 7.89% |
| 5Y Return (Ann) | 43.58% | 13.12% |
| 10Y Return (Ann) | 26.10% | 12.38% |
| Sharpe Ratio | 1.10 | 1.91 |
| Daily Std Dev | 44.48% | 11.70% |
| Max Drawdown | -99.36% | -33.99% |
| Current Drawdown | -64.77% | -4.45% |
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
In the year-to-date period, GRBK achieves a 5.99% return, which is significantly higher than VOO's 5.63% return. Over the past 10 years, GRBK has outperformed VOO with an annualized return of 26.10%, while VOO has yielded a comparatively lower 12.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
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 1.39%.
| 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 | 1.39% | 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 8.88% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. 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.