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

Correlation

The correlation between HDB and VOO is 0.46, 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

HDB vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HDB:

1.11

VOO:

0.52

Sortino Ratio

HDB:

1.40

VOO:

0.89

Omega Ratio

HDB:

1.20

VOO:

1.13

Calmar Ratio

HDB:

0.84

VOO:

0.57

Martin Ratio

HDB:

3.48

VOO:

2.18

Ulcer Index

HDB:

7.36%

VOO:

4.85%

Daily Std Dev

HDB:

26.32%

VOO:

19.11%

Max Drawdown

HDB:

-67.92%

VOO:

-33.99%

Current Drawdown

HDB:

-10.50%

VOO:

-7.67%

Returns By Period

In the year-to-date period, HDB achieves a 10.37% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, HDB has underperformed VOO with an annualized return of 10.69%, while VOO has yielded a comparatively higher 12.42% annualized return.


HDB

YTD

10.37%

1M

7.34%

6M

9.97%

1Y

28.86%

5Y*

13.08%

10Y*

10.69%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

HDB vs. VOO — Risk-Adjusted Performance Rank

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

HDB
The Risk-Adjusted Performance Rank of HDB is 8080
Overall Rank
The Sharpe Ratio Rank of HDB is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of HDB is 7676
Sortino Ratio Rank
The Omega Ratio Rank of HDB is 7777
Omega Ratio Rank
The Calmar Ratio Rank of HDB is 8181
Calmar Ratio Rank
The Martin Ratio Rank of HDB is 8282
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
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.

HDB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HDFC Bank Limited (HDB) 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 HDB Sharpe Ratio is 1.11, which is higher than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of HDB 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.


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Dividends

HDB vs. VOO - Dividend Comparison

HDB's dividend yield for the trailing twelve months is around 0.99%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
HDB
HDFC Bank Limited
0.99%1.09%2.08%1.74%0.81%0.00%0.68%0.55%0.51%0.70%0.61%1.97%
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

HDB vs. VOO - Drawdown Comparison

The maximum HDB drawdown since its inception was -67.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HDB and VOO. For additional features, visit the drawdowns tool.


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Volatility

HDB vs. VOO - Volatility Comparison


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