IRM vs. VOO
Compare and contrast key facts about Iron Mountain Incorporated (IRM) 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: IRM or VOO.
Performance
IRM vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, IRM achieves a 73.38% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, IRM has outperformed VOO with an annualized return of 19.05%, while VOO has yielded a comparatively lower 13.18% annualized return.
IRM
73.38%
-4.15%
51.80%
93.56%
35.95%
19.05%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| IRM | VOO | |
|---|---|---|
| Sharpe Ratio | 3.69 | 2.70 |
| Sortino Ratio | 4.07 | 3.60 |
| Omega Ratio | 1.59 | 1.50 |
| Calmar Ratio | 8.05 | 3.90 |
| Martin Ratio | 27.44 | 17.65 |
| Ulcer Index | 3.44% | 1.86% |
| Daily Std Dev | 25.56% | 12.19% |
| Max Drawdown | -55.71% | -33.99% |
| Current Drawdown | -7.34% | -0.86% |
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Correlation
The correlation between IRM and VOO is 0.49, 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
IRM vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Iron Mountain Incorporated (IRM) 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
IRM vs. VOO - Dividend Comparison
IRM's dividend yield for the trailing twelve months is around 2.24%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRM Iron Mountain Incorporated | 2.24% | 3.63% | 4.97% | 4.73% | 8.40% | 7.69% | 7.33% | 5.93% | 6.17% | 7.07% | 6.05% | 4.52% |
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
IRM vs. VOO - Drawdown Comparison
The maximum IRM drawdown since its inception was -55.71%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IRM and VOO. For additional features, visit the drawdowns tool.
Volatility
IRM vs. VOO - Volatility Comparison
Iron Mountain Incorporated (IRM) has a higher volatility of 12.45% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that IRM'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.