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

Correlation

The correlation between HMC and VOO is 0.55, 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.


-0.50.00.51.00.5

Performance

HMC vs. VOO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
20.15%
595.32%
HMC
VOO

Key characteristics

Sharpe Ratio

HMC:

-0.72

VOO:

2.04

Sortino Ratio

HMC:

-0.85

VOO:

2.72

Omega Ratio

HMC:

0.89

VOO:

1.38

Calmar Ratio

HMC:

-0.50

VOO:

3.02

Martin Ratio

HMC:

-1.18

VOO:

13.60

Ulcer Index

HMC:

14.54%

VOO:

1.88%

Daily Std Dev

HMC:

23.99%

VOO:

12.52%

Max Drawdown

HMC:

-53.57%

VOO:

-33.99%

Current Drawdown

HMC:

-34.46%

VOO:

-3.52%

Returns By Period

In the year-to-date period, HMC achieves a -20.10% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, HMC has underperformed VOO with an annualized return of 1.11%, while VOO has yielded a comparatively higher 13.02% annualized return.


HMC

YTD

-20.10%

1M

-9.35%

6M

-22.88%

1Y

-18.20%

5Y*

-0.58%

10Y*

1.11%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

HMC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Honda Motor Co., Ltd. (HMC) 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 HMC, currently valued at -0.72, compared to the broader market-4.00-2.000.002.00-0.722.04
The chart of Sortino ratio for HMC, currently valued at -0.85, compared to the broader market-4.00-2.000.002.004.00-0.852.72
The chart of Omega ratio for HMC, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.38
The chart of Calmar ratio for HMC, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.503.02
The chart of Martin ratio for HMC, currently valued at -1.18, compared to the broader market0.0010.0020.00-1.1813.60
HMC
VOO

The current HMC Sharpe Ratio is -0.72, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of HMC and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.72
2.04
HMC
VOO

Dividends

HMC vs. VOO - Dividend Comparison

HMC's dividend yield for the trailing twelve months is around 3.84%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
HMC
Honda Motor Co., Ltd.
3.84%3.30%4.11%2.74%2.23%2.90%3.19%3.02%5.38%3.30%4.39%4.38%
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

HMC vs. VOO - Drawdown Comparison

The maximum HMC drawdown since its inception was -53.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HMC and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.46%
-3.52%
HMC
VOO

Volatility

HMC vs. VOO - Volatility Comparison

Honda Motor Co., Ltd. (HMC) has a higher volatility of 7.54% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that HMC'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.54%
3.58%
HMC
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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