KEYS vs. VOOG
Compare and contrast key facts about Keysight Technologies, Inc. (KEYS) 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: KEYS or VOOG.
Performance
KEYS vs. VOOG - Performance Comparison
Returns By Period
In the year-to-date period, KEYS achieves a -4.82% return, which is significantly lower than VOOG's 31.95% return. Over the past 10 years, KEYS has outperformed VOOG with an annualized return of 16.76%, while VOOG has yielded a comparatively lower 14.83% annualized return.
KEYS
-4.82%
-5.33%
-5.21%
13.70%
7.11%
16.76%
VOOG
31.95%
1.18%
13.85%
37.97%
17.31%
14.83%
Key characteristics
| KEYS | VOOG | |
|---|---|---|
| Sharpe Ratio | 0.47 | 2.23 |
| Sortino Ratio | 0.88 | 2.90 |
| Omega Ratio | 1.12 | 1.41 |
| Calmar Ratio | 0.33 | 2.80 |
| Martin Ratio | 1.54 | 11.81 |
| Ulcer Index | 9.13% | 3.22% |
| Daily Std Dev | 30.10% | 17.08% |
| Max Drawdown | -45.54% | -32.73% |
| Current Drawdown | -27.18% | -2.46% |
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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.
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.
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 0.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.61% | 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.
Volatility
KEYS vs. VOOG - Volatility Comparison
Keysight Technologies, Inc. (KEYS) has a higher volatility of 8.51% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.59%. 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.