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

Correlation

The correlation between JKHY and VOO is 0.60, 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.


-0.50.00.51.00.6

Performance

JKHY vs. VOO - Performance Comparison

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

500.00%550.00%600.00%650.00%700.00%750.00%800.00%850.00%JulyAugustSeptemberOctoberNovemberDecember
768.00%
595.32%
JKHY
VOO

Key characteristics

Sharpe Ratio

JKHY:

0.43

VOO:

2.04

Sortino Ratio

JKHY:

0.73

VOO:

2.72

Omega Ratio

JKHY:

1.09

VOO:

1.38

Calmar Ratio

JKHY:

0.33

VOO:

3.02

Martin Ratio

JKHY:

1.83

VOO:

13.60

Ulcer Index

JKHY:

4.12%

VOO:

1.88%

Daily Std Dev

JKHY:

17.52%

VOO:

12.52%

Max Drawdown

JKHY:

-84.75%

VOO:

-33.99%

Current Drawdown

JKHY:

-13.71%

VOO:

-3.52%

Returns By Period

In the year-to-date period, JKHY achieves a 9.41% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, JKHY has underperformed VOO with an annualized return of 12.19%, while VOO has yielded a comparatively higher 13.02% annualized return.


JKHY

YTD

9.41%

1M

2.90%

6M

9.50%

1Y

8.19%

5Y*

5.00%

10Y*

12.19%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JKHY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jack Henry & Associates, Inc. (JKHY) 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 JKHY, currently valued at 0.43, compared to the broader market-4.00-2.000.002.000.432.04
The chart of Sortino ratio for JKHY, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.732.72
The chart of Omega ratio for JKHY, currently valued at 1.08, compared to the broader market0.501.001.502.001.091.38
The chart of Calmar ratio for JKHY, currently valued at 0.33, compared to the broader market0.002.004.006.000.333.02
The chart of Martin ratio for JKHY, currently valued at 1.83, compared to the broader market0.0010.0020.001.8313.60
JKHY
VOO

The current JKHY Sharpe Ratio is 0.43, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of JKHY 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
0.43
2.04
JKHY
VOO

Dividends

JKHY vs. VOO - Dividend Comparison

JKHY's dividend yield for the trailing twelve months is around 1.25%, which matches VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
JKHY
Jack Henry & Associates, Inc.
1.25%1.27%1.12%1.10%1.06%1.10%1.17%1.06%1.26%1.28%1.42%1.23%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

JKHY vs. VOO - Drawdown Comparison

The maximum JKHY drawdown since its inception was -84.75%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JKHY and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.71%
-3.52%
JKHY
VOO

Volatility

JKHY vs. VOO - Volatility Comparison

Jack Henry & Associates, Inc. (JKHY) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.60% and 3.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.60%
3.58%
JKHY
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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