KAJMY vs. VOO
Compare and contrast key facts about Kajima Corp ADR (KAJMY) 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: KAJMY or VOO.
Key characteristics
| KAJMY | VOO | |
|---|---|---|
| YTD Return | -1.39% | 23.27% |
| 1Y Return | 0.69% | 40.74% |
| 3Y Return (Ann) | 14.21% | 9.79% |
| 5Y Return (Ann) | 7.65% | 15.52% |
| 10Y Return (Ann) | 11.13% | 13.22% |
| Sharpe Ratio | 0.04 | 3.45 |
| Sortino Ratio | 0.34 | 4.57 |
| Omega Ratio | 1.06 | 1.65 |
| Calmar Ratio | 0.06 | 4.15 |
| Martin Ratio | 0.12 | 22.76 |
| Ulcer Index | 12.63% | 1.83% |
| Daily Std Dev | 41.22% | 12.05% |
| Max Drawdown | -58.54% | -33.99% |
| Current Drawdown | -22.74% | -0.78% |
Correlation
The correlation between KAJMY and VOO is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
KAJMY vs. VOO - Performance Comparison
In the year-to-date period, KAJMY achieves a -1.39% return, which is significantly lower than VOO's 23.27% return. Over the past 10 years, KAJMY has underperformed VOO with an annualized return of 11.13%, while VOO has yielded a comparatively higher 13.22% 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
KAJMY vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kajima Corp ADR (KAJMY) 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
KAJMY vs. VOO - Dividend Comparison
KAJMY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KAJMY Kajima Corp ADR | 0.00% | 3.12% | 3.79% | 4.36% | 3.52% | 3.51% | 3.46% | 2.12% | 2.15% | 2.41% | 6.54% | 8.05% |
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
KAJMY vs. VOO - Drawdown Comparison
The maximum KAJMY drawdown since its inception was -58.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KAJMY and VOO. For additional features, visit the drawdowns tool.
Volatility
KAJMY vs. VOO - Volatility Comparison
Kajima Corp ADR (KAJMY) has a higher volatility of 16.20% compared to Vanguard S&P 500 ETF (VOO) at 2.50%. This indicates that KAJMY'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.