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

Key characteristics


HAVOO

Correlation

-0.50.00.51.00.4

The correlation between HA and VOO is 0.43, 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

HA vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
32.25%
12.84%
HA
VOO

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Risk-Adjusted Performance

HA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hawaiian Holdings, Inc. (HA) 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.


HA
Sharpe ratio
The chart of Sharpe ratio for HA, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.49
Sortino ratio
The chart of Sortino ratio for HA, currently valued at 8.76, compared to the broader market-4.00-2.000.002.004.006.008.76
Omega ratio
The chart of Omega ratio for HA, currently valued at 2.46, compared to the broader market0.501.001.502.002.46
Calmar ratio
The chart of Calmar ratio for HA, currently valued at 3.17, compared to the broader market0.002.004.006.003.17
Martin ratio
The chart of Martin ratio for HA, currently valued at 35.85, compared to the broader market0.0010.0020.0030.0035.85
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.002.82
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.76, compared to the broader market-4.00-2.000.002.004.006.003.76
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.05, compared to the broader market0.002.004.006.004.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 18.48, compared to the broader market0.0010.0020.0030.0018.48

HA vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.49
2.82
HA
VOO

Dividends

HA vs. VOO - Dividend Comparison

HA has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20232022202120202019201820172016201520142013
HA
Hawaiian Holdings, Inc.
0.00%0.00%0.00%0.00%0.68%1.64%1.82%0.30%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

HA vs. VOO - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-69.02%
-0.88%
HA
VOO

Volatility

HA vs. VOO - Volatility Comparison

The current volatility for Hawaiian Holdings, Inc. (HA) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.84%. This indicates that HA experiences smaller price fluctuations and is considered to be less risky 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%30.00%JuneJulyAugustSeptemberOctoberNovember0
3.84%
HA
VOO