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

Correlation

The correlation between INVH and VOO is 0.47, 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.


-0.50.00.51.00.5

Performance

INVH vs. VOO - Performance Comparison

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

80.00%100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
91.85%
197.90%
INVH
VOO

Key characteristics

Sharpe Ratio

INVH:

-0.11

VOO:

2.25

Sortino Ratio

INVH:

-0.02

VOO:

2.98

Omega Ratio

INVH:

1.00

VOO:

1.42

Calmar Ratio

INVH:

-0.09

VOO:

3.31

Martin Ratio

INVH:

-0.42

VOO:

14.77

Ulcer Index

INVH:

5.40%

VOO:

1.90%

Daily Std Dev

INVH:

19.94%

VOO:

12.46%

Max Drawdown

INVH:

-50.54%

VOO:

-33.99%

Current Drawdown

INVH:

-22.63%

VOO:

-2.47%

Returns By Period

In the year-to-date period, INVH achieves a -3.48% return, which is significantly lower than VOO's 26.02% return.


INVH

YTD

-3.48%

1M

-4.63%

6M

-7.81%

1Y

-2.99%

5Y*

4.38%

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

INVH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invitation Homes Inc. (INVH) 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 INVH, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.112.25
The chart of Sortino ratio for INVH, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.022.98
The chart of Omega ratio for INVH, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.42
The chart of Calmar ratio for INVH, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.093.31
The chart of Martin ratio for INVH, currently valued at -0.42, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.4214.77
INVH
VOO

The current INVH Sharpe Ratio is -0.11, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of INVH 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
-0.11
2.25
INVH
VOO

Dividends

INVH vs. VOO - Dividend Comparison

INVH's dividend yield for the trailing twelve months is around 3.48%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
INVH
Invitation Homes Inc.
3.48%3.87%2.97%1.50%2.02%1.74%2.19%0.93%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

INVH vs. VOO - Drawdown Comparison

The maximum INVH drawdown since its inception was -50.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for INVH and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.63%
-2.47%
INVH
VOO

Volatility

INVH vs. VOO - Volatility Comparison

Invitation Homes Inc. (INVH) has a higher volatility of 4.77% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that INVH'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%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.77%
3.75%
INVH
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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