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.
Performance
HG=F vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, HG=F achieves a 7.43% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, HG=F has underperformed VOO with an annualized return of 3.21%, while VOO has yielded a comparatively higher 13.15% annualized return.
HG=F
7.43%
-4.07%
-18.56%
9.35%
9.56%
3.21%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| HG=F | VOO | |
|---|---|---|
| Sharpe Ratio | 0.31 | 2.69 |
| Sortino Ratio | 0.59 | 3.59 |
| Omega Ratio | 1.07 | 1.50 |
| Calmar Ratio | 0.28 | 3.89 |
| Martin Ratio | 0.59 | 17.64 |
| Ulcer Index | 11.82% | 1.86% |
| Daily Std Dev | 22.11% | 12.20% |
| Max Drawdown | -62.54% | -33.99% |
| Current Drawdown | -18.56% | -1.40% |
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Correlation
The correlation between HG=F and VOO is 0.30, 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
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 8.64% compared to Vanguard S&P 500 ETF (VOO) at 3.97%. 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.