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

Correlation

The correlation between IFS and VOO is 0.26, 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.


-0.50.00.51.00.3

Performance

IFS vs. VOO - Performance Comparison

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

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-7.05%
119.91%
IFS
VOO

Key characteristics

Sharpe Ratio

IFS:

1.55

VOO:

2.25

Sortino Ratio

IFS:

2.22

VOO:

2.98

Omega Ratio

IFS:

1.29

VOO:

1.42

Calmar Ratio

IFS:

1.08

VOO:

3.31

Martin Ratio

IFS:

2.85

VOO:

14.77

Ulcer Index

IFS:

15.25%

VOO:

1.90%

Daily Std Dev

IFS:

27.96%

VOO:

12.46%

Max Drawdown

IFS:

-55.33%

VOO:

-33.99%

Current Drawdown

IFS:

-13.45%

VOO:

-2.47%

Returns By Period

In the year-to-date period, IFS achieves a 38.46% return, which is significantly higher than VOO's 26.02% return.


IFS

YTD

38.46%

1M

0.35%

6M

31.52%

1Y

42.22%

5Y*

-1.33%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

IFS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intercorp Financial Services Inc. (IFS) 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 IFS, currently valued at 1.55, compared to the broader market-4.00-2.000.002.001.552.25
The chart of Sortino ratio for IFS, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.222.98
The chart of Omega ratio for IFS, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.42
The chart of Calmar ratio for IFS, currently valued at 1.08, compared to the broader market0.002.004.006.001.083.31
The chart of Martin ratio for IFS, currently valued at 2.85, compared to the broader market-5.000.005.0010.0015.0020.0025.002.8514.77
IFS
VOO

The current IFS Sharpe Ratio is 1.55, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of IFS 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.55
2.25
IFS
VOO

Dividends

IFS vs. VOO - Dividend Comparison

IFS's dividend yield for the trailing twelve months is around 3.44%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
IFS
Intercorp Financial Services Inc.
3.44%5.38%7.45%5.38%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

IFS vs. VOO - Drawdown Comparison

The maximum IFS drawdown since its inception was -55.33%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IFS and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.45%
-2.47%
IFS
VOO

Volatility

IFS vs. VOO - Volatility Comparison

Intercorp Financial Services Inc. (IFS) has a higher volatility of 6.18% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that IFS'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%JulyAugustSeptemberOctoberNovemberDecember
6.18%
3.75%
IFS
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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