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

Key characteristics


HBANVOO
YTD Return18.65%19.30%
1Y Return44.21%28.36%
3Y Return (Ann)4.06%10.06%
5Y Return (Ann)5.17%15.26%
10Y Return (Ann)7.99%12.92%
Sharpe Ratio1.552.26
Daily Std Dev27.52%12.63%
Max Drawdown-95.34%-33.99%
Current Drawdown-5.45%-0.28%

Correlation

-0.50.00.51.00.6

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.

Performance

HBAN vs. VOO - Performance Comparison

The year-to-date returns for both investments are quite close, with HBAN having a 18.65% return and VOO slightly higher at 19.30%. Over the past 10 years, HBAN has underperformed VOO with an annualized return of 7.99%, while VOO has yielded a comparatively higher 12.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
11.96%
8.62%
HBAN
VOO

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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.


HBAN
Sharpe ratio
The chart of Sharpe ratio for HBAN, currently valued at 1.55, compared to the broader market-4.00-2.000.002.001.55
Sortino ratio
The chart of Sortino ratio for HBAN, currently valued at 2.28, compared to the broader market-6.00-4.00-2.000.002.004.002.28
Omega ratio
The chart of Omega ratio for HBAN, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for HBAN, currently valued at 1.03, compared to the broader market0.001.002.003.004.005.001.03
Martin ratio
The chart of Martin ratio for HBAN, currently valued at 8.36, compared to the broader market-10.000.0010.0020.008.36
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.26, compared to the broader market-4.00-2.000.002.002.26
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.03, compared to the broader market-6.00-4.00-2.000.002.004.003.03
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.45, compared to the broader market0.001.002.003.004.005.002.45
Martin ratio
The chart of Martin ratio for VOO, currently valued at 12.14, compared to the broader market-10.000.0010.0020.0012.14

HBAN vs. VOO - Sharpe Ratio Comparison

The current HBAN Sharpe Ratio is 1.55, which is lower than the VOO Sharpe Ratio of 2.26. The chart below compares the 12-month rolling Sharpe Ratio of HBAN and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.55
2.26
HBAN
VOO

Dividends

HBAN vs. VOO - Dividend Comparison

HBAN's dividend yield for the trailing twelve months is around 4.26%, more than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
HBAN
Huntington Bancshares Incorporated
4.26%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
1.28%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%AprilMayJuneJulyAugustSeptember
-5.45%
-0.28%
HBAN
VOO

Volatility

HBAN vs. VOO - Volatility Comparison

Huntington Bancshares Incorporated (HBAN) has a higher volatility of 6.50% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. 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%AprilMayJuneJulyAugustSeptember
6.50%
3.92%
HBAN
VOO