GSL vs. VOO
Compare and contrast key facts about Global Ship Lease, Inc. (GSL) 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: GSL or VOO.
Performance
GSL vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, GSL achieves a 26.20% return, which is significantly higher than VOO's 24.51% return. Over the past 10 years, GSL has underperformed VOO with an annualized return of 0.92%, while VOO has yielded a comparatively higher 13.12% annualized return.
GSL
26.20%
-4.91%
-8.35%
43.12%
31.52%
0.92%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| GSL | VOO | |
|---|---|---|
| Sharpe Ratio | 1.56 | 2.64 |
| Sortino Ratio | 2.11 | 3.53 |
| Omega Ratio | 1.28 | 1.49 |
| Calmar Ratio | 0.75 | 3.81 |
| Martin Ratio | 4.33 | 17.34 |
| Ulcer Index | 10.30% | 1.86% |
| Daily Std Dev | 28.60% | 12.20% |
| Max Drawdown | -94.83% | -33.99% |
| Current Drawdown | -42.19% | -2.16% |
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Correlation
The correlation between GSL and VOO is 0.27, 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.
Risk-Adjusted Performance
GSL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Ship Lease, Inc. (GSL) 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
GSL vs. VOO - Dividend Comparison
GSL's dividend yield for the trailing twelve months is around 6.62%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSL Global Ship Lease, Inc. | 6.62% | 7.57% | 8.26% | 3.27% | 0.00% | 6.19% | 0.00% | 0.00% | 0.00% | 10.80% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GSL vs. VOO - Drawdown Comparison
The maximum GSL drawdown since its inception was -94.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GSL and VOO. For additional features, visit the drawdowns tool.
Volatility
GSL vs. VOO - Volatility Comparison
Global Ship Lease, Inc. (GSL) has a higher volatility of 9.42% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. This indicates that GSL'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.