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

Correlation

The correlation between HUN and VOO is 0.57, 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

HUN vs. VOO - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
186.05%
600.01%
HUN
VOO

Key characteristics

Sharpe Ratio

HUN:

-1.01

VOO:

2.21

Sortino Ratio

HUN:

-1.43

VOO:

2.93

Omega Ratio

HUN:

0.84

VOO:

1.41

Calmar Ratio

HUN:

-0.51

VOO:

3.25

Martin Ratio

HUN:

-2.06

VOO:

14.47

Ulcer Index

HUN:

12.86%

VOO:

1.90%

Daily Std Dev

HUN:

26.28%

VOO:

12.43%

Max Drawdown

HUN:

-92.21%

VOO:

-33.99%

Current Drawdown

HUN:

-51.56%

VOO:

-2.87%

Returns By Period

In the year-to-date period, HUN achieves a -25.59% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, HUN has underperformed VOO with an annualized return of 0.58%, while VOO has yielded a comparatively higher 13.04% annualized return.


HUN

YTD

-25.59%

1M

-6.39%

6M

-21.18%

1Y

-25.88%

5Y*

-2.61%

10Y*

0.58%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

HUN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Huntsman Corporation (HUN) 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 HUN, currently valued at -0.99, compared to the broader market-4.00-2.000.002.00-0.992.21
The chart of Sortino ratio for HUN, currently valued at -1.39, compared to the broader market-4.00-2.000.002.004.00-1.392.93
The chart of Omega ratio for HUN, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.41
The chart of Calmar ratio for HUN, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.503.25
The chart of Martin ratio for HUN, currently valued at -1.99, compared to the broader market0.0010.0020.00-1.9914.47
HUN
VOO

The current HUN Sharpe Ratio is -1.01, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of HUN 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.99
2.21
HUN
VOO

Dividends

HUN vs. VOO - Dividend Comparison

HUN's dividend yield for the trailing twelve months is around 5.59%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
HUN
Huntsman Corporation
5.59%3.78%3.09%2.08%2.59%2.69%3.37%1.50%2.62%4.40%2.19%2.03%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

HUN vs. VOO - Drawdown Comparison

The maximum HUN drawdown since its inception was -92.21%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HUN and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-51.56%
-2.87%
HUN
VOO

Volatility

HUN vs. VOO - Volatility Comparison

Huntsman Corporation (HUN) has a higher volatility of 6.45% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that HUN'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.45%
3.64%
HUN
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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