PortfoliosLab logoPortfoliosLab logo
KIM vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KIM vs. VOO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, KIM achieves a 18.58% return, which is significantly higher than VOO's 10.91% return. Over the past 10 years, KIM has underperformed VOO with an annualized return of 2.97%, while VOO has yielded a comparatively higher 15.56% annualized return.


KIM

1D
0.25%
1M
1.58%
YTD
18.58%
6M
19.29%
1Y
18.37%
3Y*
13.56%
5Y*
6.30%
10Y*
2.97%

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KIM vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KIM
Kimco Realty Corporation
18.58%-9.26%15.02%6.05%-10.80%69.48%-23.94%49.75%-13.26%-23.67%
VOO
Vanguard S&P 500 ETF
10.91%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between KIM and VOO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.50

Over the past year, the correlation between KIM and VOO has dropped to 0.24 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KIM vs. VOO — Risk / Return Rank

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

KIM
KIM Risk / Return Rank: 6767
Overall Rank
KIM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
KIM Sortino Ratio Rank: 6565
Sortino Ratio Rank
KIM Omega Ratio Rank: 6161
Omega Ratio Rank
KIM Calmar Ratio Rank: 6868
Calmar Ratio Rank
KIM Martin Ratio Rank: 6868
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KIM vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kimco Realty Corporation (KIM) 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.


KIMVOODifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.18

1.43

-0.25

Calmar ratioReturn relative to maximum drawdown

1.45

3.16

-1.71

Martin ratioReturn relative to average drawdown

3.35

14.73

-11.37

KIM vs. VOO - Sharpe Ratio Comparison

The current KIM Sharpe Ratio is 1.04, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of KIM and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


KIMVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

2.39

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.83

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.87

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.89

-0.62

Drawdowns

KIM vs. VOO - Drawdown Comparison

The maximum KIM drawdown since its inception was -85.65%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KIM and VOO.


Loading charts...

Drawdown Indicators


KIMVOODifference

Max Drawdown

Largest peak-to-trough decline

-85.65%

-33.99%

-51.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-8.90%

-3.80%

Max Drawdown (3Y)

Largest decline over 3 years

-25.88%

-18.69%

-7.19%

Max Drawdown (5Y)

Largest decline over 5 years

-33.61%

-24.52%

-9.09%

Max Drawdown (10Y)

Largest decline over 10 years

-69.52%

-33.99%

-35.53%

Current Drawdown

Current decline from peak

-3.14%

-0.70%

-2.44%

Average Drawdown

Average peak-to-trough decline

-22.83%

-3.69%

-19.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

1.91%

+3.58%

Volatility

KIM vs. VOO - Volatility Comparison

Kimco Realty Corporation (KIM) has a higher volatility of 5.14% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that KIM'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.


Loading charts...

Volatility by Period


KIMVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

2.84%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

8.90%

+3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

11.80%

+6.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.91%

16.81%

+9.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.92%

18.01%

+15.91%

Dividends

KIM vs. VOO - Dividend Comparison

KIM's dividend yield for the trailing twelve months is around 4.29%, more than VOO's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
KIM
Kimco Realty Corporation
4.29%4.98%4.14%4.79%3.97%2.76%3.60%5.41%7.65%6.01%4.11%3.68%
VOO
Vanguard S&P 500 ETF
1.03%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


KIM and VOO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KIM has higher volatility (5.14%) compared to VOO (2.84%). In terms of maximum drawdown, KIM dropped -85.65% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.39 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KIM and VOO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer