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

Correlation

The correlation between ICAGY and VOO is 0.42, 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

ICAGY vs. VOO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
70.51%
574.26%
ICAGY
VOO

Key characteristics

Sharpe Ratio

ICAGY:

2.07

VOO:

0.56

Sortino Ratio

ICAGY:

2.63

VOO:

0.92

Omega Ratio

ICAGY:

1.34

VOO:

1.13

Calmar Ratio

ICAGY:

0.73

VOO:

0.58

Martin Ratio

ICAGY:

6.61

VOO:

2.25

Ulcer Index

ICAGY:

10.98%

VOO:

4.83%

Daily Std Dev

ICAGY:

34.88%

VOO:

19.11%

Max Drawdown

ICAGY:

-100.00%

VOO:

-33.99%

Current Drawdown

ICAGY:

-100.00%

VOO:

-7.55%

Returns By Period

In the year-to-date period, ICAGY achieves a 1.72% return, which is significantly higher than VOO's -3.28% return. Over the past 10 years, ICAGY has underperformed VOO with an annualized return of -3.72%, while VOO has yielded a comparatively higher 12.40% annualized return.


ICAGY

YTD

1.72%

1M

30.61%

6M

35.93%

1Y

71.46%

5Y*

13.34%

10Y*

-3.72%

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

ICAGY vs. VOO — Risk-Adjusted Performance Rank

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

ICAGY
The Risk-Adjusted Performance Rank of ICAGY is 8989
Overall Rank
The Sharpe Ratio Rank of ICAGY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ICAGY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ICAGY is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ICAGY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ICAGY is 9090
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.

ICAGY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Consolidated Airlines Group, S.A. (ICAGY) 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 ICAGY Sharpe Ratio is 2.07, which is higher than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ICAGY 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 Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
2.07
0.56
ICAGY
VOO

Dividends

ICAGY vs. VOO - Dividend Comparison

ICAGY's dividend yield for the trailing twelve months is around 0.86%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
ICAGY
International Consolidated Airlines Group, S.A.
0.86%0.88%0.00%0.00%0.00%15.07%8.92%4.40%3.25%4.23%1.22%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

ICAGY vs. VOO - Drawdown Comparison

The maximum ICAGY drawdown since its inception was -100.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ICAGY and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-47.04%
-7.55%
ICAGY
VOO

Volatility

ICAGY vs. VOO - Volatility Comparison

International Consolidated Airlines Group, S.A. (ICAGY) has a higher volatility of 12.64% compared to Vanguard S&P 500 ETF (VOO) at 11.03%. This indicates that ICAGY'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%20.00%December2025FebruaryMarchAprilMay
12.64%
11.03%
ICAGY
VOO