ICICIBANK.NS vs. VOO
Compare and contrast key facts about ICICI Bank Limited (ICICIBANK.NS) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICICIBANK.NS or VOO.
Key characteristics
| ICICIBANK.NS | VOO | |
|---|---|---|
| YTD Return | 28.23% | 27.26% |
| 1Y Return | 35.89% | 37.86% |
| 3Y Return (Ann) | 18.97% | 10.35% |
| 5Y Return (Ann) | 22.07% | 16.03% |
| 10Y Return (Ann) | 16.51% | 13.45% |
| Sharpe Ratio | 1.68 | 3.25 |
| Sortino Ratio | 2.33 | 4.31 |
| Omega Ratio | 1.32 | 1.61 |
| Calmar Ratio | 3.73 | 4.74 |
| Martin Ratio | 10.51 | 21.63 |
| Ulcer Index | 3.33% | 1.85% |
| Daily Std Dev | 20.87% | 12.25% |
| Max Drawdown | -81.41% | -33.99% |
| Current Drawdown | -5.96% | 0.00% |
Correlation
The correlation between ICICIBANK.NS and VOO is 0.20, 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.
Performance
ICICIBANK.NS vs. VOO - Performance Comparison
The year-to-date returns for both stocks are quite close, with ICICIBANK.NS having a 28.23% return and VOO slightly lower at 27.26%. Over the past 10 years, ICICIBANK.NS has outperformed VOO with an annualized return of 16.51%, while VOO has yielded a comparatively lower 13.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ICICIBANK.NS vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ICICI Bank Limited (ICICIBANK.NS) 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.
Dividends
ICICIBANK.NS vs. VOO - Dividend Comparison
ICICIBANK.NS's dividend yield for the trailing twelve months is around 0.79%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICICIBANK.NS ICICI Bank Limited | 0.79% | 0.80% | 0.56% | 0.27% | 0.00% | 0.19% | 0.83% | 0.72% | 1.96% | 1.92% | 1.31% | 1.82% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ICICIBANK.NS vs. VOO - Drawdown Comparison
The maximum ICICIBANK.NS drawdown since its inception was -81.41%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ICICIBANK.NS and VOO. For additional features, visit the drawdowns tool.
Volatility
ICICIBANK.NS vs. VOO - Volatility Comparison
ICICI Bank Limited (ICICIBANK.NS) has a higher volatility of 7.00% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that ICICIBANK.NS'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.