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HTWS.L vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HTWS.L vs. VOO - Performance Comparison

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

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HTWS.L vs. VOO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HTWS.L
Helios Towers plc
9.36%79.89%2.81%-16.12%-38.31%12.42%-3.16%30.04%
VOO
Vanguard S&P 500 ETF
-2.60%9.43%27.16%20.01%-8.44%30.01%14.85%4.17%
Different Trading Currencies

HTWS.L is traded in GBp, while VOO is traded in USD. To make them comparable, the VOO values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, HTWS.L achieves a 9.36% return, which is significantly higher than VOO's -5.22% return.


HTWS.L

1D
3.69%
1M
-10.22%
YTD
9.36%
6M
20.81%
1Y
68.86%
3Y*
19.91%
5Y*
1.27%
10Y*

VOO

1D
0.00%
1M
-5.75%
YTD
-5.22%
6M
-2.84%
1Y
11.87%
3Y*
14.51%
5Y*
12.15%
10Y*
14.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HTWS.L vs. VOO — Risk / Return Rank

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

HTWS.L
HTWS.L Risk / Return Rank: 9393
Overall Rank
HTWS.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HTWS.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
HTWS.L Omega Ratio Rank: 9393
Omega Ratio Rank
HTWS.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
HTWS.L Martin Ratio Rank: 9393
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HTWS.L vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Helios Towers plc (HTWS.L) 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.


HTWS.LVOODifference

Sharpe ratio

Return per unit of total volatility

2.48

0.65

+1.83

Sortino ratio

Return per unit of downside risk

3.38

1.02

+2.36

Omega ratio

Gain probability vs. loss probability

1.45

1.16

+0.29

Calmar ratio

Return relative to maximum drawdown

4.66

1.09

+3.57

Martin ratio

Return relative to average drawdown

13.53

4.41

+9.12

HTWS.L vs. VOO - Sharpe Ratio Comparison

The current HTWS.L Sharpe Ratio is 2.48, which is higher than the VOO Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of HTWS.L 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.


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Sharpe Ratios by Period


HTWS.LVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

0.65

+1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.77

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.88

-0.73

Correlation

The correlation between HTWS.L and VOO is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HTWS.L vs. VOO - Dividend Comparison

HTWS.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
HTWS.L
Helios Towers plc
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
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

HTWS.L vs. VOO - Drawdown Comparison

The maximum HTWS.L drawdown since its inception was -71.22%, which is greater than VOO's maximum drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for HTWS.L and VOO.


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Drawdown Indicators


HTWS.LVOODifference

Max Drawdown

Largest peak-to-trough decline

-71.22%

-33.99%

-37.23%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-11.98%

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-68.78%

-24.52%

-44.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-12.20%

-6.29%

-5.91%

Average Drawdown

Average peak-to-trough decline

-34.96%

-3.72%

-31.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.04%

2.52%

+2.52%

Volatility

HTWS.L vs. VOO - Volatility Comparison

Helios Towers plc (HTWS.L) has a higher volatility of 10.37% compared to Vanguard S&P 500 ETF (VOO) at 3.52%. This indicates that HTWS.L'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.


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Volatility by Period


HTWS.LVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.37%

3.52%

+6.85%

Volatility (6M)

Calculated over the trailing 6-month period

19.61%

9.07%

+10.54%

Volatility (1Y)

Calculated over the trailing 1-year period

27.80%

18.36%

+9.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.60%

15.77%

+20.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.03%

18.10%

+22.93%