PortfoliosLab logo
HURN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HURN and VOO is 0.45, 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.


Performance

HURN vs. VOO - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

HURN:

2.21

VOO:

0.52

Sortino Ratio

HURN:

3.49

VOO:

0.89

Omega Ratio

HURN:

1.44

VOO:

1.13

Calmar Ratio

HURN:

3.34

VOO:

0.57

Martin Ratio

HURN:

14.09

VOO:

2.18

Ulcer Index

HURN:

5.09%

VOO:

4.85%

Daily Std Dev

HURN:

33.32%

VOO:

19.11%

Max Drawdown

HURN:

-85.60%

VOO:

-33.99%

Current Drawdown

HURN:

-1.31%

VOO:

-7.67%

Returns By Period

In the year-to-date period, HURN achieves a 21.08% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, HURN has underperformed VOO with an annualized return of 9.45%, while VOO has yielded a comparatively higher 12.42% annualized return.


HURN

YTD

21.08%

1M

5.34%

6M

18.07%

1Y

71.84%

5Y*

28.36%

10Y*

9.45%

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HURN vs. VOO — Risk-Adjusted Performance Rank

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

HURN
The Risk-Adjusted Performance Rank of HURN is 9797
Overall Rank
The Sharpe Ratio Rank of HURN is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of HURN is 9797
Sortino Ratio Rank
The Omega Ratio Rank of HURN is 9595
Omega Ratio Rank
The Calmar Ratio Rank of HURN is 9797
Calmar Ratio Rank
The Martin Ratio Rank of HURN is 9797
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

HURN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Huron Consulting Group Inc. (HURN) 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 HURN Sharpe Ratio is 2.21, which is higher than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of HURN 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.


Loading data...

Dividends

HURN vs. VOO - Dividend Comparison

HURN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
HURN
Huron Consulting Group Inc.
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
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

HURN vs. VOO - Drawdown Comparison

The maximum HURN drawdown since its inception was -85.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HURN and VOO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

HURN vs. VOO - Volatility Comparison

Huron Consulting Group Inc. (HURN) has a higher volatility of 8.08% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that HURN'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.


Loading data...