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

Correlation

The correlation between HCSG and VOO is 0.47, 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

HCSG vs. VOO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
38.46%
574.26%
HCSG
VOO

Key characteristics

Sharpe Ratio

HCSG:

0.69

VOO:

0.56

Sortino Ratio

HCSG:

1.65

VOO:

0.92

Omega Ratio

HCSG:

1.19

VOO:

1.13

Calmar Ratio

HCSG:

0.41

VOO:

0.58

Martin Ratio

HCSG:

2.74

VOO:

2.25

Ulcer Index

HCSG:

11.87%

VOO:

4.83%

Daily Std Dev

HCSG:

44.26%

VOO:

19.11%

Max Drawdown

HCSG:

-81.04%

VOO:

-33.99%

Current Drawdown

HCSG:

-69.66%

VOO:

-7.55%

Returns By Period

In the year-to-date period, HCSG achieves a 23.55% return, which is significantly higher than VOO's -3.28% return. Over the past 10 years, HCSG has underperformed VOO with an annualized return of -5.16%, while VOO has yielded a comparatively higher 12.40% annualized return.


HCSG

YTD

23.55%

1M

48.86%

6M

22.13%

1Y

30.45%

5Y*

-8.56%

10Y*

-5.16%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

HCSG vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HCSG
The Risk-Adjusted Performance Rank of HCSG is 7676
Overall Rank
The Sharpe Ratio Rank of HCSG is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of HCSG is 8080
Sortino Ratio Rank
The Omega Ratio Rank of HCSG is 7676
Omega Ratio Rank
The Calmar Ratio Rank of HCSG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of HCSG is 7878
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HCSG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Healthcare Services Group, Inc. (HCSG) 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.


The current HCSG Sharpe Ratio is 0.69, which is comparable to the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of HCSG 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.69
0.56
HCSG
VOO

Dividends

HCSG vs. VOO - Dividend Comparison

HCSG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
HCSG
Healthcare Services Group, Inc.
0.00%0.00%0.00%7.11%4.68%2.89%3.26%1.92%1.43%1.87%2.04%2.24%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

HCSG vs. VOO - Drawdown Comparison

The maximum HCSG drawdown since its inception was -81.04%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HCSG and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-69.66%
-7.55%
HCSG
VOO

Volatility

HCSG vs. VOO - Volatility Comparison

Healthcare Services Group, Inc. (HCSG) has a higher volatility of 28.08% compared to Vanguard S&P 500 ETF (VOO) at 11.03%. This indicates that HCSG'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
28.08%
11.03%
HCSG
VOO