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KEYS vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KEYS and VOOG is 0.64, 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

KEYS vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keysight Technologies, Inc. (KEYS) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
423.98%
323.22%
KEYS
VOOG

Key characteristics

Sharpe Ratio

KEYS:

0.13

VOOG:

2.24

Sortino Ratio

KEYS:

0.43

VOOG:

2.88

Omega Ratio

KEYS:

1.05

VOOG:

1.41

Calmar Ratio

KEYS:

0.10

VOOG:

3.05

Martin Ratio

KEYS:

0.46

VOOG:

12.09

Ulcer Index

KEYS:

9.18%

VOOG:

3.24%

Daily Std Dev

KEYS:

31.52%

VOOG:

17.50%

Max Drawdown

KEYS:

-45.54%

VOOG:

-32.73%

Current Drawdown

KEYS:

-21.50%

VOOG:

-2.43%

Returns By Period

In the year-to-date period, KEYS achieves a 2.60% return, which is significantly lower than VOOG's 37.61% return. Over the past 10 years, KEYS has outperformed VOOG with an annualized return of 17.15%, while VOOG has yielded a comparatively lower 15.20% annualized return.


KEYS

YTD

2.60%

1M

-1.37%

6M

19.14%

1Y

2.76%

5Y*

9.64%

10Y*

17.15%

VOOG

YTD

37.61%

1M

3.33%

6M

11.61%

1Y

37.72%

5Y*

17.40%

10Y*

15.20%

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Risk-Adjusted Performance

KEYS vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Keysight Technologies, Inc. (KEYS) 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.


Sharpe ratio
The chart of Sharpe ratio for KEYS, currently valued at 0.13, compared to the broader market-4.00-2.000.002.000.132.24
The chart of Sortino ratio for KEYS, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.432.88
The chart of Omega ratio for KEYS, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.41
The chart of Calmar ratio for KEYS, currently valued at 0.10, compared to the broader market0.002.004.006.000.103.05
The chart of Martin ratio for KEYS, currently valued at 0.46, compared to the broader market-5.000.005.0010.0015.0020.0025.000.4612.09
KEYS
VOOG

The current KEYS Sharpe Ratio is 0.13, which is lower than the VOOG Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of KEYS and VOOG, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.13
2.24
KEYS
VOOG

Dividends

KEYS vs. VOOG - Dividend Comparison

KEYS has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.34%.


TTM20232022202120202019201820172016201520142013
KEYS
Keysight Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.34%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

KEYS vs. VOOG - Drawdown Comparison

The maximum KEYS drawdown since its inception was -45.54%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for KEYS and VOOG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.50%
-2.43%
KEYS
VOOG

Volatility

KEYS vs. VOOG - Volatility Comparison

Keysight Technologies, Inc. (KEYS) has a higher volatility of 7.84% compared to Vanguard S&P 500 Growth ETF (VOOG) at 4.77%. This indicates that KEYS's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.84%
4.77%
KEYS
VOOG
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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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