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

Correlation

The correlation between HBAN and VOO is 0.60, 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.


-0.50.00.51.00.6

Performance

HBAN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Huntington Bancshares Incorporated (HBAN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
356.47%
602.93%
HBAN
VOO

Key characteristics

Sharpe Ratio

HBAN:

1.34

VOO:

2.25

Sortino Ratio

HBAN:

2.07

VOO:

2.98

Omega Ratio

HBAN:

1.26

VOO:

1.42

Calmar Ratio

HBAN:

1.58

VOO:

3.31

Martin Ratio

HBAN:

7.52

VOO:

14.77

Ulcer Index

HBAN:

4.90%

VOO:

1.90%

Daily Std Dev

HBAN:

27.46%

VOO:

12.46%

Max Drawdown

HBAN:

-95.34%

VOO:

-33.99%

Current Drawdown

HBAN:

-9.50%

VOO:

-2.47%

Returns By Period

In the year-to-date period, HBAN achieves a 34.12% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, HBAN has underperformed VOO with an annualized return of 8.70%, while VOO has yielded a comparatively higher 13.08% annualized return.


HBAN

YTD

34.12%

1M

-5.72%

6M

31.81%

1Y

34.97%

5Y*

6.58%

10Y*

8.70%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

HBAN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Huntington Bancshares Incorporated (HBAN) 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.


Sharpe ratio
The chart of Sharpe ratio for HBAN, currently valued at 1.34, compared to the broader market-4.00-2.000.002.001.342.25
The chart of Sortino ratio for HBAN, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.072.98
The chart of Omega ratio for HBAN, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.42
The chart of Calmar ratio for HBAN, currently valued at 1.58, compared to the broader market0.002.004.006.001.583.31
The chart of Martin ratio for HBAN, currently valued at 7.52, compared to the broader market-5.000.005.0010.0015.0020.0025.007.5214.77
HBAN
VOO

The current HBAN Sharpe Ratio is 1.34, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of HBAN and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.34
2.25
HBAN
VOO

Dividends

HBAN vs. VOO - Dividend Comparison

HBAN's dividend yield for the trailing twelve months is around 3.80%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
HBAN
Huntington Bancshares Incorporated
3.80%4.87%4.40%3.92%4.75%3.85%5.12%2.40%2.19%2.26%2.00%1.97%
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

HBAN vs. VOO - Drawdown Comparison

The maximum HBAN drawdown since its inception was -95.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HBAN and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.50%
-2.47%
HBAN
VOO

Volatility

HBAN vs. VOO - Volatility Comparison

Huntington Bancshares Incorporated (HBAN) has a higher volatility of 7.46% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that HBAN'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.46%
3.75%
HBAN
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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