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

Correlation

The correlation between HSBC and VOO is 0.56, 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.


-0.50.00.51.00.6

Performance

HSBC vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
19.76%
8.64%
HSBC
VOO

Key characteristics

Sharpe Ratio

HSBC:

2.14

VOO:

2.21

Sortino Ratio

HSBC:

2.48

VOO:

2.92

Omega Ratio

HSBC:

1.40

VOO:

1.41

Calmar Ratio

HSBC:

2.49

VOO:

3.34

Martin Ratio

HSBC:

14.98

VOO:

14.07

Ulcer Index

HSBC:

3.01%

VOO:

2.01%

Daily Std Dev

HSBC:

21.03%

VOO:

12.80%

Max Drawdown

HSBC:

-74.47%

VOO:

-33.99%

Current Drawdown

HSBC:

-0.35%

VOO:

-1.36%

Returns By Period

In the year-to-date period, HSBC achieves a 2.37% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, HSBC has underperformed VOO with an annualized return of 6.29%, while VOO has yielded a comparatively higher 13.37% annualized return.


HSBC

YTD

2.37%

1M

4.89%

6M

19.10%

1Y

43.47%

5Y*

10.73%

10Y*

6.29%

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

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Risk-Adjusted Performance

HSBC vs. VOO — Risk-Adjusted Performance Rank

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

HSBC
The Risk-Adjusted Performance Rank of HSBC is 9292
Overall Rank
The Sharpe Ratio Rank of HSBC is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of HSBC is 8686
Sortino Ratio Rank
The Omega Ratio Rank of HSBC is 9191
Omega Ratio Rank
The Calmar Ratio Rank of HSBC is 9393
Calmar Ratio Rank
The Martin Ratio Rank of HSBC is 9595
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

HSBC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings plc (HSBC) 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 HSBC, currently valued at 2.14, compared to the broader market-2.000.002.004.002.142.21
The chart of Sortino ratio for HSBC, currently valued at 2.48, compared to the broader market-4.00-2.000.002.004.006.002.482.92
The chart of Omega ratio for HSBC, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.41
The chart of Calmar ratio for HSBC, currently valued at 3.56, compared to the broader market0.002.004.006.003.563.34
The chart of Martin ratio for HSBC, currently valued at 14.98, compared to the broader market-10.000.0010.0020.0030.0014.9814.07
HSBC
VOO

The current HSBC Sharpe Ratio is 2.14, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of HSBC 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.14
2.21
HSBC
VOO

Dividends

HSBC vs. VOO - Dividend Comparison

HSBC's dividend yield for the trailing twelve months is around 6.02%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
HSBC
HSBC Holdings plc
6.02%6.17%6.54%4.33%3.65%0.00%6.52%6.20%4.94%6.35%6.33%5.19%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

HSBC vs. VOO - Drawdown Comparison

The maximum HSBC drawdown since its inception was -74.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HSBC and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.35%
-1.36%
HSBC
VOO

Volatility

HSBC vs. VOO - Volatility Comparison

The current volatility for HSBC Holdings plc (HSBC) is 3.90%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.05%. This indicates that HSBC 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.90%
5.05%
HSBC
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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