LOTBY vs. VOO
Compare and contrast key facts about Lotus Bakeries NV (LOTBY) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 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: LOTBY or VOO.
Key characteristics
| LOTBY | VOO | |
|---|---|---|
| YTD Return | 122.56% | 26.88% |
| 1Y Return | 122.56% | 37.59% |
| 3Y Return (Ann) | 32.01% | 10.23% |
| Sharpe Ratio | 1.98 | 3.06 |
| Sortino Ratio | 279.19 | 4.08 |
| Omega Ratio | 211.11 | 1.58 |
| Calmar Ratio | 19.02 | 4.43 |
| Martin Ratio | 795.85 | 20.25 |
| Ulcer Index | 0.15% | 1.85% |
| Daily Std Dev | 61.84% | 12.23% |
| Max Drawdown | -12.85% | -33.99% |
| Current Drawdown | 0.00% | -0.30% |
Correlation
The correlation between LOTBY and VOO is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
LOTBY vs. VOO - Performance Comparison
In the year-to-date period, LOTBY achieves a 122.56% return, which is significantly higher than VOO's 26.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LOTBY vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lotus Bakeries NV (LOTBY) 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.
Dividends
LOTBY vs. VOO - Dividend Comparison
LOTBY's dividend yield for the trailing twelve months is around 0.44%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOTBY Lotus Bakeries NV | 0.44% | 1.49% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
LOTBY vs. VOO - Drawdown Comparison
The maximum LOTBY drawdown since its inception was -12.85%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LOTBY and VOO. For additional features, visit the drawdowns tool.
Volatility
LOTBY vs. VOO - Volatility Comparison
Lotus Bakeries NV (LOTBY) has a higher volatility of 30.45% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that LOTBY'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.