INFY vs. VOO
Compare and contrast key facts about Infosys Limited (INFY) 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: INFY or VOO.
Performance
INFY vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with INFY having a 27.96% return and VOO slightly lower at 26.58%. Both investments have delivered pretty close results over the past 10 years, with INFY having a 13.52% annualized return and VOO not far behind at 13.22%.
INFY
27.96%
3.79%
35.47%
33.78%
21.89%
13.52%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| INFY | VOO | |
|---|---|---|
| Sharpe Ratio | 1.48 | 2.69 |
| Sortino Ratio | 2.28 | 3.59 |
| Omega Ratio | 1.28 | 1.50 |
| Calmar Ratio | 1.00 | 3.88 |
| Martin Ratio | 3.93 | 17.58 |
| Ulcer Index | 8.58% | 1.86% |
| Daily Std Dev | 22.83% | 12.19% |
| Max Drawdown | -90.32% | -33.99% |
| Current Drawdown | -5.78% | -0.53% |
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Correlation
The correlation between INFY and VOO is 0.52, 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.
Risk-Adjusted Performance
INFY vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Infosys Limited (INFY) 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
INFY vs. VOO - Dividend Comparison
INFY's dividend yield for the trailing twelve months is around 2.57%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INFY Infosys Limited | 2.57% | 2.33% | 2.28% | 1.58% | 1.72% | 3.10% | 3.45% | 5.12% | 2.55% | 2.30% | 8.14% | 1.45% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
INFY vs. VOO - Drawdown Comparison
The maximum INFY drawdown since its inception was -90.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for INFY and VOO. For additional features, visit the drawdowns tool.
Volatility
INFY vs. VOO - Volatility Comparison
Infosys Limited (INFY) has a higher volatility of 6.77% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that INFY'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.