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

Correlation

The correlation between KFRC and VOO is 0.51, 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

KFRC vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

KFRC:

-1.19

VOO:

0.52

Sortino Ratio

KFRC:

-1.66

VOO:

0.89

Omega Ratio

KFRC:

0.79

VOO:

1.13

Calmar Ratio

KFRC:

-0.72

VOO:

0.57

Martin Ratio

KFRC:

-1.83

VOO:

2.18

Ulcer Index

KFRC:

20.03%

VOO:

4.85%

Daily Std Dev

KFRC:

31.43%

VOO:

19.11%

Max Drawdown

KFRC:

-94.60%

VOO:

-33.99%

Current Drawdown

KFRC:

-47.45%

VOO:

-7.67%

Returns By Period

In the year-to-date period, KFRC achieves a -30.24% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, KFRC has underperformed VOO with an annualized return of 8.40%, while VOO has yielded a comparatively higher 12.42% annualized return.


KFRC

YTD

-30.24%

1M

-14.86%

6M

-34.98%

1Y

-37.36%

5Y*

7.16%

10Y*

8.40%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

KFRC vs. VOO — Risk-Adjusted Performance Rank

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

KFRC
The Risk-Adjusted Performance Rank of KFRC is 44
Overall Rank
The Sharpe Ratio Rank of KFRC is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of KFRC is 55
Sortino Ratio Rank
The Omega Ratio Rank of KFRC is 55
Omega Ratio Rank
The Calmar Ratio Rank of KFRC is 88
Calmar Ratio Rank
The Martin Ratio Rank of KFRC is 22
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

KFRC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kforce Inc. (KFRC) 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 current KFRC Sharpe Ratio is -1.19, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of KFRC 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.


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Dividends

KFRC vs. VOO - Dividend Comparison

KFRC's dividend yield for the trailing twelve months is around 3.90%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
KFRC
Kforce Inc.
3.90%2.68%2.13%2.19%1.30%1.90%1.81%1.94%1.90%2.08%1.78%1.70%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

KFRC vs. VOO - Drawdown Comparison

The maximum KFRC drawdown since its inception was -94.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KFRC and VOO. For additional features, visit the drawdowns tool.


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Volatility

KFRC vs. VOO - Volatility Comparison


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