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HHPD.L vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HHPD.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hon Hai Precision Industry Co Ltd ADR (HHPD.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HHPD.L achieves a 28.94% return, which is significantly higher than VOO's 8.45% return. Over the past 10 years, HHPD.L has outperformed VOO with an annualized return of 16.72%, while VOO has yielded a comparatively lower 15.23% annualized return.


HHPD.L

1D
-4.57%
1M
16.63%
YTD
28.94%
6M
25.33%
1Y
87.18%
3Y*
44.42%
5Y*
22.18%
10Y*
16.72%

VOO

1D
-2.59%
1M
0.50%
YTD
8.45%
6M
8.18%
1Y
25.87%
3Y*
21.52%
5Y*
13.39%
10Y*
15.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HHPD.L vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HHPD.L
Hon Hai Precision Industry Co Ltd ADR
28.94%34.22%70.81%9.16%-9.42%16.28%10.14%36.27%-38.72%28.21%
VOO
Vanguard S&P 500 ETF
8.45%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between HHPD.L and VOO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.25

The correlation between HHPD.L and VOO shifts across timeframes, from 0.25 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HHPD.L vs. VOO — Risk / Return Rank

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

HHPD.L
HHPD.L Risk / Return Rank: 8484
Overall Rank
HHPD.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HHPD.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
HHPD.L Omega Ratio Rank: 8585
Omega Ratio Rank
HHPD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
HHPD.L Martin Ratio Rank: 8080
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6666
Overall Rank
VOO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6363
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6060
Calmar Ratio Rank
VOO Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HHPD.L vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hon Hai Precision Industry Co Ltd ADR (HHPD.L) 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.


HHPD.LVOODifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.35

1.39

-0.04

Calmar ratioReturn relative to maximum drawdown

2.73

2.92

-0.19

Martin ratioReturn relative to average drawdown

6.53

13.53

-6.99

HHPD.L vs. VOO - Sharpe Ratio Comparison

The current HHPD.L Sharpe Ratio is 2.20, which is comparable to the VOO Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of HHPD.L and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HHPD.LVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.15

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.80

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.85

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.88

-0.57

Drawdowns

HHPD.L vs. VOO - Drawdown Comparison

The maximum HHPD.L drawdown since its inception was -77.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HHPD.L and VOO.


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Drawdown Indicators


HHPD.LVOODifference

Max Drawdown

Largest peak-to-trough decline

-77.88%

-33.99%

-43.89%

Max Drawdown (1Y)

Largest decline over 1 year

-31.07%

-8.90%

-22.17%

Max Drawdown (3Y)

Largest decline over 3 years

-53.37%

-18.69%

-34.68%

Max Drawdown (5Y)

Largest decline over 5 years

-53.37%

-24.52%

-28.85%

Max Drawdown (10Y)

Largest decline over 10 years

-54.98%

-33.99%

-20.99%

Current Drawdown

Current decline from peak

-5.05%

-2.90%

-2.15%

Average Drawdown

Average peak-to-trough decline

-23.04%

-3.69%

-19.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.02%

1.92%

+11.10%

Volatility

HHPD.L vs. VOO - Volatility Comparison

Hon Hai Precision Industry Co Ltd ADR (HHPD.L) has a higher volatility of 14.73% compared to Vanguard S&P 500 ETF (VOO) at 3.74%. This indicates that HHPD.L'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.


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Volatility by Period


HHPD.LVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.73%

3.74%

+10.99%

Volatility (6M)

Calculated over the trailing 6-month period

28.58%

9.30%

+19.28%

Volatility (1Y)

Calculated over the trailing 1-year period

38.60%

12.10%

+26.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.76%

16.84%

+18.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.65%

18.02%

+16.63%

Dividends

HHPD.L vs. VOO - Dividend Comparison

HHPD.L's dividend yield for the trailing twelve months is around 1.47%, more than VOO's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
HHPD.L
Hon Hai Precision Industry Co Ltd ADR
1.47%1.89%5.04%3.46%3.78%2.78%3.15%2.95%5.13%3.44%3.96%3.40%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


HHPD.L and VOO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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