HON vs. VOO
Compare and contrast key facts about Honeywell International Inc (HON) 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: HON or VOO.
Performance
HON vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, HON achieves a 10.11% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, HON has underperformed VOO with an annualized return of 10.67%, while VOO has yielded a comparatively higher 13.18% annualized return.
HON
10.11%
2.18%
14.57%
20.08%
7.25%
10.67%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| HON | VOO | |
|---|---|---|
| Sharpe Ratio | 1.20 | 2.70 |
| Sortino Ratio | 1.69 | 3.60 |
| Omega Ratio | 1.23 | 1.50 |
| Calmar Ratio | 1.46 | 3.90 |
| Martin Ratio | 4.12 | 17.65 |
| Ulcer Index | 5.04% | 1.86% |
| Daily Std Dev | 17.29% | 12.19% |
| Max Drawdown | -71.79% | -33.99% |
| Current Drawdown | -2.87% | -0.86% |
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Correlation
The correlation between HON and VOO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
HON vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Honeywell International Inc (HON) 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
HON vs. VOO - Dividend Comparison
HON's dividend yield for the trailing twelve months is around 1.93%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HON Honeywell International Inc | 1.93% | 1.99% | 1.85% | 1.81% | 1.71% | 1.90% | 0.62% | 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
HON vs. VOO - Drawdown Comparison
The maximum HON drawdown since its inception was -71.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HON and VOO. For additional features, visit the drawdowns tool.
Volatility
HON vs. VOO - Volatility Comparison
Honeywell International Inc (HON) has a higher volatility of 8.57% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that HON'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.