HEN3.DE vs. VOO
Compare and contrast key facts about Henkel AG & Co. KGaA (HEN3.DE) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HEN3.DE or VOO.
Performance
HEN3.DE vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, HEN3.DE achieves a 11.35% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, HEN3.DE has underperformed VOO with an annualized return of 1.46%, while VOO has yielded a comparatively higher 13.11% annualized return.
HEN3.DE
11.35%
-6.77%
-6.43%
13.81%
-0.67%
1.46%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| HEN3.DE | VOO | |
|---|---|---|
| Sharpe Ratio | 0.91 | 2.67 |
| Sortino Ratio | 1.53 | 3.56 |
| Omega Ratio | 1.18 | 1.50 |
| Calmar Ratio | 0.38 | 3.85 |
| Martin Ratio | 3.47 | 17.51 |
| Ulcer Index | 4.14% | 1.86% |
| Daily Std Dev | 15.83% | 12.23% |
| Max Drawdown | -56.29% | -33.99% |
| Current Drawdown | -26.26% | -1.76% |
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Correlation
The correlation between HEN3.DE and VOO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
HEN3.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Henkel AG & Co. KGaA (HEN3.DE) 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.
Dividends
HEN3.DE vs. VOO - Dividend Comparison
HEN3.DE's dividend yield for the trailing twelve months is around 2.34%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEN3.DE Henkel AG & Co. KGaA | 2.34% | 2.54% | 2.85% | 2.60% | 4.01% | 2.01% | 1.88% | 1.47% | 1.30% | 1.27% | 1.36% | 1.13% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
HEN3.DE vs. VOO - Drawdown Comparison
The maximum HEN3.DE drawdown since its inception was -56.29%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HEN3.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
HEN3.DE vs. VOO - Volatility Comparison
Henkel AG & Co. KGaA (HEN3.DE) has a higher volatility of 6.04% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that HEN3.DE'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.