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

Performance

HIBB vs. VOO - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.33%
11.27%
HIBB
VOO

Returns By Period


HIBB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

24.51%

1M

0.61%

6M

11.38%

1Y

32.00%

5Y (annualized)

15.30%

10Y (annualized)

13.12%

Key characteristics


HIBBVOO

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Correlation

-0.50.00.51.00.4

The correlation between HIBB and VOO is 0.41, 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.

Risk-Adjusted Performance

HIBB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hibbett Sports, Inc. (HIBB) 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.


Sharpe ratio
The chart of Sharpe ratio for HIBB, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.842.64
The chart of Sortino ratio for HIBB, currently valued at 3.07, compared to the broader market-4.00-2.000.002.004.003.073.53
The chart of Omega ratio for HIBB, currently valued at 1.56, compared to the broader market0.501.001.502.001.561.49
The chart of Calmar ratio for HIBB, currently valued at 1.32, compared to the broader market0.002.004.006.001.323.81
The chart of Martin ratio for HIBB, currently valued at 12.38, compared to the broader market0.0010.0020.0030.0012.3817.34
HIBB
VOO

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.84
2.64
HIBB
VOO

Dividends

HIBB vs. VOO - Dividend Comparison

HIBB has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
HIBB
Hibbett Sports, Inc.
0.57%1.39%1.47%1.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

HIBB vs. VOO - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.17%
-2.16%
HIBB
VOO

Volatility

HIBB vs. VOO - Volatility Comparison

The current volatility for Hibbett Sports, Inc. (HIBB) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that HIBB experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
4.09%
HIBB
VOO