IX vs. VOO
IX (ORIX Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, IX returned 13.56%/yr vs 15.14%/yr for VOO. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
IX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, IX achieves a 37.95% return, which is significantly higher than VOO's 10.16% return. Over the past 10 years, IX has underperformed VOO with an annualized return of 13.56%, while VOO has yielded a comparatively higher 15.14% annualized return.
IX
- 1D
- -0.22%
- 1M
- 3.20%
- 6M
- 32.03%
- YTD
- 37.95%
- 1Y
- 80.48%
- 3Y*
- 32.29%
- 5Y*
- 21.19%
- 10Y*
- 13.56%
- ALL TIME*
- 7.90%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.73M | $8.21M | $10.73M | |
| $3.82B | $3.78B | $5.44B |
IX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IX ORIX Corporation | 37.95% | 43.44% | 17.66% | 19.98% | -19.17% | 31.62% | -4.86% | 16.58% | -15.61% | 10.64% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between IX and VOO is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.48 |
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Return for Risk
IX vs. VOO — Risk / Return Rank
IX
VOO
IX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ORIX Corporation (IX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.28 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 2.21 | +1.89 |
| Martin ratioReturn relative to average drawdown | 11.70 | 9.44 | +2.27 |
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Drawdowns
IX vs. VOO - Drawdown Comparison
The maximum IX drawdown since its inception was -93.82%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IX and VOO.
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Drawdown Indicators
| IX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.82% | -33.99% | -59.83% |
Max Drawdown (1Y)Largest decline over 1 year | -20.33% | -8.90% | -11.43% |
Max Drawdown (3Y)Largest decline over 3 years | -24.34% | -18.69% | -5.65% |
Max Drawdown (5Y)Largest decline over 5 years | -37.67% | -24.52% | -13.15% |
Max Drawdown (10Y)Largest decline over 10 years | -47.23% | -33.99% | -13.24% |
Current DrawdownCurrent decline from peak | -0.69% | -1.38% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -44.73% | -3.67% | -41.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.10% | 2.08% | +5.02% |
Volatility
IX vs. VOO - Volatility Comparison
ORIX Corporation (IX) has a higher volatility of 9.36% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that IX'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.
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Volatility by Period
| IX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.36% | 3.54% | +5.82% |
Volatility (6M)Calculated over the trailing 6-month period | 24.08% | 10.10% | +13.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.72% | 12.82% | +14.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.21% | 16.93% | +8.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.62% | 18.01% | +7.61% |
Dividends
IX vs. VOO - Dividend Comparison
IX's dividend yield for the trailing twelve months is around 1.49%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IX ORIX Corporation | 1.49% | 3.43% | 3.63% | 3.22% | 1.94% | 0.00% | 2.17% | 0.00% | 0.00% | 1.41% | 2.40% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
IX and VOO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IX has higher volatility (9.36%) compared to VOO (3.54%). In terms of maximum drawdown, IX dropped -93.82% vs VOO's -33.99%.
IX currently has the higher Sharpe Ratio (3.01 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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