HG=F vs. VOO
Compare and contrast key facts about Copper (HG=F) 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: HG=F or VOO.
Key characteristics
| HG=F | VOO | |
|---|---|---|
| YTD Return | 14.69% | 16.29% |
| 1Y Return | 17.77% | 25.47% |
| 3Y Return (Ann) | 1.32% | 9.88% |
| 5Y Return (Ann) | 10.55% | 14.84% |
| 10Y Return (Ann) | 3.08% | 12.82% |
| Sharpe Ratio | 0.68 | 2.31 |
| Daily Std Dev | 19.53% | 11.12% |
| Max Drawdown | -62.54% | -33.99% |
| Current Drawdown | -13.06% | 0.00% |
Correlation
The correlation between HG=F and VOO is 0.29, 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.
Performance
HG=F vs. VOO - Performance Comparison
In the year-to-date period, HG=F achieves a 14.69% return, which is significantly lower than VOO's 16.29% return. Over the past 10 years, HG=F has underperformed VOO with an annualized return of 3.08%, while VOO has yielded a comparatively higher 12.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HG=F vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Copper (HG=F) 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.
Drawdowns
HG=F vs. VOO - Drawdown Comparison
The maximum HG=F drawdown since its inception was -62.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HG=F and VOO. For additional features, visit the drawdowns tool.
Volatility
HG=F vs. VOO - Volatility Comparison
Copper (HG=F) has a higher volatility of 5.87% compared to Vanguard S&P 500 ETF (VOO) at 1.50%. This indicates that HG=F'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.