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

Correlation

The correlation between HON and VOO is 0.71, 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.


Performance

HON vs. VOO - Performance Comparison

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

450.00%500.00%550.00%600.00%December2025FebruaryMarchAprilMay
514.24%
574.26%
HON
VOO

Key characteristics

Sharpe Ratio

HON:

0.44

VOO:

0.56

Sortino Ratio

HON:

0.86

VOO:

0.92

Omega Ratio

HON:

1.12

VOO:

1.13

Calmar Ratio

HON:

0.56

VOO:

0.58

Martin Ratio

HON:

1.62

VOO:

2.25

Ulcer Index

HON:

7.60%

VOO:

4.83%

Daily Std Dev

HON:

24.31%

VOO:

19.11%

Max Drawdown

HON:

-71.79%

VOO:

-33.99%

Current Drawdown

HON:

-8.61%

VOO:

-7.55%

Returns By Period

In the year-to-date period, HON achieves a -4.52% return, which is significantly lower than VOO's -3.28% return. Over the past 10 years, HON has underperformed VOO with an annualized return of 9.67%, while VOO has yielded a comparatively higher 12.40% annualized return.


HON

YTD

-4.52%

1M

17.32%

6M

-0.34%

1Y

10.62%

5Y*

11.72%

10Y*

9.67%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

HON vs. VOO — Risk-Adjusted Performance Rank

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

HON
The Risk-Adjusted Performance Rank of HON is 6868
Overall Rank
The Sharpe Ratio Rank of HON is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of HON is 6262
Sortino Ratio Rank
The Omega Ratio Rank of HON is 6363
Omega Ratio Rank
The Calmar Ratio Rank of HON is 7474
Calmar Ratio Rank
The Martin Ratio Rank of HON is 7070
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current HON Sharpe Ratio is 0.44, which is comparable to the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of HON 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.44
0.56
HON
VOO

Dividends

HON vs. VOO - Dividend Comparison

HON's dividend yield for the trailing twelve months is around 2.06%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
HON
Honeywell International Inc
2.06%1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.61%
-7.55%
HON
VOO

Volatility

HON vs. VOO - Volatility Comparison

Honeywell International Inc (HON) has a higher volatility of 12.02% compared to Vanguard S&P 500 ETF (VOO) at 11.03%. 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.02%
11.03%
HON
VOO