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

Correlation

The correlation between KEY 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.


-0.50.00.51.0
Correlation: 0.6

Performance

KEY vs. VOO - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
165.83%
504.39%
KEY
VOO

Key characteristics

Sharpe Ratio

KEY:

-0.20

VOO:

-0.07

Sortino Ratio

KEY:

-0.05

VOO:

0.01

Omega Ratio

KEY:

0.99

VOO:

1.00

Calmar Ratio

KEY:

-0.16

VOO:

-0.07

Martin Ratio

KEY:

-0.75

VOO:

-0.36

Ulcer Index

KEY:

9.46%

VOO:

3.31%

Daily Std Dev

KEY:

35.26%

VOO:

15.79%

Max Drawdown

KEY:

-87.08%

VOO:

-33.99%

Current Drawdown

KEY:

-40.84%

VOO:

-17.13%

Returns By Period

In the year-to-date period, KEY achieves a -20.45% return, which is significantly lower than VOO's -13.30% return. Over the past 10 years, KEY has underperformed VOO with an annualized return of 3.41%, while VOO has yielded a comparatively higher 11.35% annualized return.


KEY

YTD

-20.45%

1M

-17.16%

6M

-17.86%

1Y

-6.16%

5Y*

13.75%

10Y*

3.41%

VOO

YTD

-13.30%

1M

-12.91%

6M

-11.02%

1Y

0.06%

5Y*

17.17%

10Y*

11.35%

*Annualized

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Risk-Adjusted Performance

KEY vs. VOO — Risk-Adjusted Performance Rank

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

KEY
The Risk-Adjusted Performance Rank of KEY is 4242
Overall Rank
The Sharpe Ratio Rank of KEY is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of KEY is 4040
Sortino Ratio Rank
The Omega Ratio Rank of KEY is 4040
Omega Ratio Rank
The Calmar Ratio Rank of KEY is 4646
Calmar Ratio Rank
The Martin Ratio Rank of KEY is 4040
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 2222
Overall Rank
The Sharpe Ratio Rank of VOO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 2323
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 2121
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.

KEY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KeyCorp (KEY) 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.


The chart of Sharpe ratio for KEY, currently valued at -0.20, compared to the broader market-2.00-1.000.001.002.00
KEY: -0.20
VOO: -0.07
The chart of Sortino ratio for KEY, currently valued at -0.05, compared to the broader market-6.00-4.00-2.000.002.004.00
KEY: -0.05
VOO: 0.01
The chart of Omega ratio for KEY, currently valued at 0.99, compared to the broader market0.501.001.502.00
KEY: 0.99
VOO: 1.00
The chart of Calmar ratio for KEY, currently valued at -0.16, compared to the broader market0.001.002.003.004.00
KEY: -0.16
VOO: -0.07
The chart of Martin ratio for KEY, currently valued at -0.75, compared to the broader market-10.000.0010.0020.00
KEY: -0.75
VOO: -0.36

The current KEY Sharpe Ratio is -0.20, which is lower than the VOO Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of KEY 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.20
-0.07
KEY
VOO

Dividends

KEY vs. VOO - Dividend Comparison

KEY's dividend yield for the trailing twelve months is around 6.09%, more than VOO's 1.50% yield.


TTM20242023202220212020201920182017201620152014
KEY
KeyCorp
6.09%4.78%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%
VOO
Vanguard S&P 500 ETF
1.50%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

KEY vs. VOO - Drawdown Comparison

The maximum KEY drawdown since its inception was -87.08%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KEY and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.84%
-17.13%
KEY
VOO

Volatility

KEY vs. VOO - Volatility Comparison

KeyCorp (KEY) has a higher volatility of 15.72% compared to Vanguard S&P 500 ETF (VOO) at 9.12%. This indicates that KEY'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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.72%
9.12%
KEY
VOO