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

Key characteristics


INVHVOO
YTD Return-5.70%21.37%
1Y Return2.28%33.27%
3Y Return (Ann)-5.46%8.64%
5Y Return (Ann)3.88%15.10%
Sharpe Ratio0.463.04
Sortino Ratio0.774.03
Omega Ratio1.101.57
Calmar Ratio0.344.39
Martin Ratio2.3620.12
Ulcer Index4.19%1.84%
Daily Std Dev21.60%12.19%
Max Drawdown-50.54%-33.99%
Current Drawdown-24.41%-2.31%

Correlation

-0.50.00.51.00.5

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.

Performance

INVH vs. VOO - Performance Comparison

In the year-to-date period, INVH achieves a -5.70% return, which is significantly lower than VOO's 21.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


80.00%100.00%120.00%140.00%160.00%180.00%200.00%JuneJulyAugustSeptemberOctoberNovember
87.44%
186.92%
INVH
VOO

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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.


INVH
Sharpe ratio
The chart of Sharpe ratio for INVH, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.46
Sortino ratio
The chart of Sortino ratio for INVH, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.000.77
Omega ratio
The chart of Omega ratio for INVH, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for INVH, currently valued at 0.34, compared to the broader market0.002.004.006.000.34
Martin ratio
The chart of Martin ratio for INVH, currently valued at 2.36, compared to the broader market0.0010.0020.0030.002.36
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.003.04
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.03, compared to the broader market-4.00-2.000.002.004.004.03
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.57, compared to the broader market0.501.001.502.001.57
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.39, compared to the broader market0.002.004.006.004.39
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.12, compared to the broader market0.0010.0020.0030.0020.12

INVH vs. VOO - Sharpe Ratio Comparison

The current INVH Sharpe Ratio is 0.46, which is lower than the VOO Sharpe Ratio of 3.04. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.46
3.04
INVH
VOO

Dividends

INVH vs. VOO - Dividend Comparison

INVH's dividend yield for the trailing twelve months is around 4.39%, more than VOO's 1.29% yield.


TTM20232022202120202019201820172016201520142013
INVH
Invitation Homes Inc.
4.39%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
1.29%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%JuneJulyAugustSeptemberOctoberNovember
-24.41%
-2.31%
INVH
VOO

Volatility

INVH vs. VOO - Volatility Comparison

Invitation Homes Inc. (INVH) has a higher volatility of 7.84% compared to Vanguard S&P 500 ETF (VOO) at 3.28%. 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%JuneJulyAugustSeptemberOctoberNovember
7.84%
3.28%
INVH
VOO