JKHY vs. VOOG
Compare and contrast key facts about Jack Henry & Associates, Inc. (JKHY) and Vanguard S&P 500 Growth ETF (VOOG).
VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth 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: JKHY or VOOG.
Key characteristics
| JKHY | VOOG | |
|---|---|---|
| YTD Return | 9.44% | 35.14% |
| 1Y Return | 19.37% | 43.93% |
| 3Y Return (Ann) | 5.24% | 8.10% |
| 5Y Return (Ann) | 4.88% | 18.04% |
| 10Y Return (Ann) | 12.78% | 15.23% |
| Sharpe Ratio | 1.19 | 2.60 |
| Sortino Ratio | 1.76 | 3.32 |
| Omega Ratio | 1.21 | 1.48 |
| Calmar Ratio | 0.77 | 2.91 |
| Martin Ratio | 5.79 | 13.72 |
| Ulcer Index | 3.67% | 3.21% |
| Daily Std Dev | 17.86% | 16.95% |
| Max Drawdown | -84.74% | -32.73% |
| Current Drawdown | -13.68% | -0.09% |
Correlation
The correlation between JKHY and VOOG is 0.57, 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
JKHY vs. VOOG - Performance Comparison
In the year-to-date period, JKHY achieves a 9.44% return, which is significantly lower than VOOG's 35.14% return. Over the past 10 years, JKHY has underperformed VOOG with an annualized return of 12.78%, while VOOG has yielded a comparatively higher 15.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JKHY vs. VOOG - 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 Growth ETF (VOOG). 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
JKHY vs. VOOG - Dividend Comparison
JKHY's dividend yield for the trailing twelve months is around 1.23%, more than VOOG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JKHY Jack Henry & Associates, Inc. | 1.23% | 1.27% | 1.12% | 1.10% | 1.06% | 1.10% | 1.17% | 1.06% | 1.26% | 1.28% | 1.42% | 1.23% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
JKHY vs. VOOG - Drawdown Comparison
The maximum JKHY drawdown since its inception was -84.74%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for JKHY and VOOG. For additional features, visit the drawdowns tool.
Volatility
JKHY vs. VOOG - Volatility Comparison
The current volatility for Jack Henry & Associates, Inc. (JKHY) is 3.96%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.22%. This indicates that JKHY experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.