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

Correlation

The correlation between JBHT and VOO is 0.54, 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

JBHT vs. VOO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
16.35%
7.82%
JBHT
VOO

Key characteristics

Sharpe Ratio

JBHT:

-0.06

VOO:

2.06

Sortino Ratio

JBHT:

0.10

VOO:

2.74

Omega Ratio

JBHT:

1.01

VOO:

1.38

Calmar Ratio

JBHT:

-0.05

VOO:

3.12

Martin Ratio

JBHT:

-0.08

VOO:

13.13

Ulcer Index

JBHT:

19.57%

VOO:

2.01%

Daily Std Dev

JBHT:

26.91%

VOO:

12.79%

Max Drawdown

JBHT:

-71.56%

VOO:

-33.99%

Current Drawdown

JBHT:

-14.26%

VOO:

-2.30%

Returns By Period

In the year-to-date period, JBHT achieves a 9.11% return, which is significantly higher than VOO's 1.01% return. Over the past 10 years, JBHT has underperformed VOO with an annualized return of 9.88%, while VOO has yielded a comparatively higher 13.44% annualized return.


JBHT

YTD

9.11%

1M

5.01%

6M

16.35%

1Y

-1.96%

5Y*

11.19%

10Y*

9.88%

VOO

YTD

1.01%

1M

-1.70%

6M

7.82%

1Y

27.03%

5Y*

14.08%

10Y*

13.44%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

JBHT vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JBHT
The Risk-Adjusted Performance Rank of JBHT is 4141
Overall Rank
The Sharpe Ratio Rank of JBHT is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of JBHT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of JBHT is 3636
Omega Ratio Rank
The Calmar Ratio Rank of JBHT is 4343
Calmar Ratio Rank
The Martin Ratio Rank of JBHT is 4545
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8181
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JBHT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J.B. Hunt Transport Services, Inc. (JBHT) 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 JBHT, currently valued at -0.06, compared to the broader market-2.000.002.00-0.062.06
The chart of Sortino ratio for JBHT, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.102.74
The chart of Omega ratio for JBHT, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.38
The chart of Calmar ratio for JBHT, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.053.12
The chart of Martin ratio for JBHT, currently valued at -0.08, compared to the broader market-10.000.0010.0020.0030.00-0.0813.13
JBHT
VOO

The current JBHT Sharpe Ratio is -0.06, which is lower than the VOO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of JBHT 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 Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.06
2.06
JBHT
VOO

Dividends

JBHT vs. VOO - Dividend Comparison

JBHT's dividend yield for the trailing twelve months is around 0.92%, less than VOO's 1.23% yield.


TTM20242023202220212020201920182017201620152014
JBHT
J.B. Hunt Transport Services, Inc.
0.92%1.01%0.84%0.92%0.58%0.79%0.89%1.03%0.80%0.91%1.15%0.95%
VOO
Vanguard S&P 500 ETF
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JBHT vs. VOO - Drawdown Comparison

The maximum JBHT drawdown since its inception was -71.56%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JBHT and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.26%
-2.30%
JBHT
VOO

Volatility

JBHT vs. VOO - Volatility Comparison

J.B. Hunt Transport Services, Inc. (JBHT) has a higher volatility of 7.26% compared to Vanguard S&P 500 ETF (VOO) at 4.96%. This indicates that JBHT'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%12.00%AugustSeptemberOctoberNovemberDecember2025
7.26%
4.96%
JBHT
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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