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LVS vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LVSVOOG
YTD Return2.42%35.16%
1Y Return1.88%41.67%
3Y Return (Ann)8.58%8.09%
5Y Return (Ann)-3.53%17.87%
10Y Return (Ann)0.55%15.23%
Sharpe Ratio0.202.59
Sortino Ratio0.503.32
Omega Ratio1.061.48
Calmar Ratio0.103.19
Martin Ratio0.3713.70
Ulcer Index15.68%3.21%
Daily Std Dev29.57%16.95%
Max Drawdown-99.02%-32.73%
Current Drawdown-47.32%-0.08%

Correlation

-0.50.00.51.00.5

The correlation between LVS and VOOG is 0.48, 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

LVS vs. VOOG - Performance Comparison

In the year-to-date period, LVS achieves a 2.42% return, which is significantly lower than VOOG's 35.16% return. Over the past 10 years, LVS has underperformed VOOG with an annualized return of 0.55%, while VOOG has yielded a comparatively higher 15.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.22%
17.45%
LVS
VOOG

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Risk-Adjusted Performance

LVS vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Las Vegas Sands Corp. (LVS) 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.


LVS
Sharpe ratio
The chart of Sharpe ratio for LVS, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.000.20
Sortino ratio
The chart of Sortino ratio for LVS, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.006.000.50
Omega ratio
The chart of Omega ratio for LVS, currently valued at 1.06, compared to the broader market0.501.001.502.001.06
Calmar ratio
The chart of Calmar ratio for LVS, currently valued at 0.12, compared to the broader market0.002.004.006.000.12
Martin ratio
The chart of Martin ratio for LVS, currently valued at 0.37, compared to the broader market0.0010.0020.0030.000.37
VOOG
Sharpe ratio
The chart of Sharpe ratio for VOOG, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.002.59
Sortino ratio
The chart of Sortino ratio for VOOG, currently valued at 3.32, compared to the broader market-4.00-2.000.002.004.006.003.32
Omega ratio
The chart of Omega ratio for VOOG, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for VOOG, currently valued at 3.19, compared to the broader market0.002.004.006.003.19
Martin ratio
The chart of Martin ratio for VOOG, currently valued at 13.70, compared to the broader market0.0010.0020.0030.0013.70

LVS vs. VOOG - Sharpe Ratio Comparison

The current LVS Sharpe Ratio is 0.20, which is lower than the VOOG Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of LVS and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.20
2.59
LVS
VOOG

Dividends

LVS vs. VOOG - Dividend Comparison

LVS's dividend yield for the trailing twelve months is around 1.62%, more than VOOG's 0.59% yield.


TTM20232022202120202019201820172016201520142013
LVS
Las Vegas Sands Corp.
1.62%0.81%0.00%0.00%1.33%4.46%5.76%4.20%5.39%5.93%3.44%1.78%
VOOG
Vanguard S&P 500 Growth ETF
0.59%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

LVS vs. VOOG - Drawdown Comparison

The maximum LVS drawdown since its inception was -99.02%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for LVS and VOOG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-30.54%
-0.08%
LVS
VOOG

Volatility

LVS vs. VOOG - Volatility Comparison

Las Vegas Sands Corp. (LVS) has a higher volatility of 6.87% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.06%. This indicates that LVS'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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.87%
5.06%
LVS
VOOG