GRMN vs. VOO
Compare and contrast key facts about Garmin Ltd. (GRMN) 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: GRMN or VOO.
Key characteristics
| GRMN | VOO | |
|---|---|---|
| YTD Return | 67.99% | 26.94% |
| 1Y Return | 82.61% | 35.06% |
| 3Y Return (Ann) | 17.15% | 10.23% |
| 5Y Return (Ann) | 20.30% | 15.77% |
| 10Y Return (Ann) | 18.00% | 13.41% |
| Sharpe Ratio | 2.57 | 3.08 |
| Sortino Ratio | 4.81 | 4.09 |
| Omega Ratio | 1.72 | 1.58 |
| Calmar Ratio | 2.96 | 4.46 |
| Martin Ratio | 20.47 | 20.36 |
| Ulcer Index | 4.22% | 1.85% |
| Daily Std Dev | 33.62% | 12.23% |
| Max Drawdown | -87.71% | -33.99% |
| Current Drawdown | -0.28% | -0.25% |
Correlation
The correlation between GRMN and VOO is 0.62, 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
GRMN vs. VOO - Performance Comparison
In the year-to-date period, GRMN achieves a 67.99% return, which is significantly higher than VOO's 26.94% return. Over the past 10 years, GRMN has outperformed VOO with an annualized return of 18.00%, while VOO has yielded a comparatively lower 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GRMN vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Garmin Ltd. (GRMN) 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
GRMN vs. VOO - Dividend Comparison
GRMN's dividend yield for the trailing twelve months is around 1.39%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRMN Garmin Ltd. | 1.39% | 2.27% | 3.10% | 1.92% | 2.01% | 2.30% | 3.32% | 3.42% | 4.21% | 5.41% | 3.58% | 3.90% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GRMN vs. VOO - Drawdown Comparison
The maximum GRMN drawdown since its inception was -87.71%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GRMN and VOO. For additional features, visit the drawdowns tool.
Volatility
GRMN vs. VOO - Volatility Comparison
Garmin Ltd. (GRMN) has a higher volatility of 21.61% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that GRMN'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.