HOLX vs. VOO
Compare and contrast key facts about Hologic, Inc. (HOLX) 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: HOLX or VOO.
Performance
HOLX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, HOLX achieves a 10.17% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, HOLX has underperformed VOO with an annualized return of 11.47%, while VOO has yielded a comparatively higher 13.18% annualized return.
HOLX
10.17%
-3.51%
6.39%
9.06%
9.52%
11.47%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| HOLX | VOO | |
|---|---|---|
| Sharpe Ratio | 0.55 | 2.70 |
| Sortino Ratio | 0.85 | 3.60 |
| Omega Ratio | 1.11 | 1.50 |
| Calmar Ratio | 0.43 | 3.90 |
| Martin Ratio | 2.67 | 17.65 |
| Ulcer Index | 3.55% | 1.86% |
| Daily Std Dev | 17.22% | 12.19% |
| Max Drawdown | -93.75% | -33.99% |
| Current Drawdown | -10.21% | -0.86% |
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Correlation
The correlation between HOLX and VOO is 0.51, 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
HOLX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hologic, Inc. (HOLX) 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.
Dividends
HOLX vs. VOO - Dividend Comparison
HOLX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HOLX Hologic, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
HOLX vs. VOO - Drawdown Comparison
The maximum HOLX drawdown since its inception was -93.75%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HOLX and VOO. For additional features, visit the drawdowns tool.
Volatility
HOLX vs. VOO - Volatility Comparison
Hologic, Inc. (HOLX) has a higher volatility of 7.89% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that HOLX'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.