LEN-B vs. VOO

Last updated Jun 4, 2026

LEN-B (Lennar Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, LEN-B returned 11.19%/yr vs 15.56%/yr for VOO. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

LEN-B vs. VOO - Performance Comparison

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

Returns By Period

In the year-to-date period, LEN-B achieves a -6.99% return, which is significantly lower than VOO's 10.91% return. Over the past 10 years, LEN-B has underperformed VOO with an annualized return of 11.19%, while VOO has yielded a comparatively higher 15.56% annualized return.

LEN-B

• 1D: -1.81%
• 1M: 6.71%
• YTD: -6.99%
• 6M: -29.49%
• 1Y: -12.47%
• 3Y*: -0.81%
• 5Y*: 5.67%
• 10Y*: 11.19%

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)

LEN-B vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LEN-B Lennar Corporation	-6.99%	-22.92%	-0.04%	82.02%	-20.04%	58.29%	38.63%	43.24%	-39.16%	53.36%
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 LEN-B and VOO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.47
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010	0.50

Over the past year, the correlation between LEN-B and VOO has dropped to 0.30 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Return for Risk

LEN-B vs. VOO — Risk / Return Rank

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

LEN-B

LEN-B Risk / Return Rank: 27
LEN-B Sharpe Ratio Rank: 26
LEN-B Sortino Ratio Rank: 24
LEN-B Omega Ratio Rank: 25
LEN-B Calmar Ratio Rank: 30
LEN-B Martin Ratio Rank: 30

VOO

VOO Risk / Return Rank: 70
VOO Sharpe Ratio Rank: 71
VOO Sortino Ratio Rank: 70
VOO Omega Ratio Rank: 70
VOO Calmar Ratio Rank: 62
VOO Martin Ratio Rank: 75

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.

LEN-B vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennar Corporation (LEN-B) 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.

	LEN-B	VOO	Difference
Sharpe ratio: Return per unit of total volatility	-0.33	2.39	-2.72
Sortino ratio: Return per unit of downside risk	-0.25	3.25	-3.50
Omega ratio: Gain probability vs. loss probability	0.97	1.43	-0.46
Calmar ratio: Return relative to maximum drawdown	-0.31	3.16	-3.48
Martin ratio: Return relative to average drawdown	-0.57	14.73	-15.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LEN-B vs. VOO - Sharpe Ratio Comparison

The current LEN-B Sharpe Ratio is -0.33, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of LEN-B 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.

Sharpe Ratios by Period

	LEN-B	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.33	2.39	-2.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	0.83	-0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.87	-0.57
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.89	-0.75

Drawdowns

LEN-B vs. VOO - Drawdown Comparison

The maximum LEN-B drawdown since its inception was -95.76%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LEN-B and VOO.

Drawdown Indicators

	LEN-B	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-95.76%	-33.99%	-61.77%
Max Drawdown (1Y) Largest decline over 1 year	-40.29%	-8.90%	-31.39%
Max Drawdown (3Y) Largest decline over 3 years	-50.66%	-18.69%	-31.97%
Max Drawdown (5Y) Largest decline over 5 years	-50.66%	-24.52%	-26.14%
Max Drawdown (10Y) Largest decline over 10 years	-62.05%	-33.99%	-28.06%
Current Drawdown Current decline from peak	-46.20%	-0.70%	-45.50%
Average Drawdown Average peak-to-trough decline	-34.78%	-3.69%	-31.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.90%	1.91%	+19.99%

Volatility

LEN-B vs. VOO - Volatility Comparison

Lennar Corporation (LEN-B) has a higher volatility of 10.77% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that LEN-B'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.

Volatility by Period

	LEN-B	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.77%	2.84%	+7.93%
Volatility (6M) Calculated over the trailing 6-month period	26.01%	8.90%	+17.11%
Volatility (1Y) Calculated over the trailing 1-year period	37.84%	11.80%	+26.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.62%	16.81%	+17.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.90%	18.01%	+19.89%

Dividends

LEN-B vs. VOO - Dividend Comparison

LEN-B's dividend yield for the trailing twelve months is around 2.28%, more than VOO's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LEN-B Lennar Corporation	2.28%	2.10%	1.51%	1.12%	2.01%	1.05%	1.02%	0.36%	0.51%	0.30%	0.46%	0.40%
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

Can I hold both LEN-B and VOO in my portfolio?

LEN-B and VOO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LEN-B or VOO?

LEN-B has higher volatility (10.77%) compared to VOO (2.84%). In terms of maximum drawdown, LEN-B dropped -95.76% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (2.39 vs -0.33), 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.