PortfoliosLab logo
MAA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAA and VOO is 0.45, 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

MAA vs. VOO - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

MAA:

1.14

VOO:

0.72

Sortino Ratio

MAA:

1.67

VOO:

1.20

Omega Ratio

MAA:

1.21

VOO:

1.18

Calmar Ratio

MAA:

0.62

VOO:

0.81

Martin Ratio

MAA:

4.88

VOO:

3.09

Ulcer Index

MAA:

4.94%

VOO:

4.88%

Daily Std Dev

MAA:

21.24%

VOO:

19.37%

Max Drawdown

MAA:

-60.29%

VOO:

-33.99%

Current Drawdown

MAA:

-19.31%

VOO:

-2.75%

Returns By Period

In the year-to-date period, MAA achieves a 7.68% return, which is significantly higher than VOO's 1.73% return. Over the past 10 years, MAA has underperformed VOO with an annualized return of 11.76%, while VOO has yielded a comparatively higher 12.83% annualized return.


MAA

YTD

7.68%

1M

3.90%

6M

5.28%

1Y

23.30%

5Y*

11.93%

10Y*

11.76%

VOO

YTD

1.73%

1M

12.89%

6M

2.12%

1Y

13.74%

5Y*

17.11%

10Y*

12.83%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MAA vs. VOO — Risk-Adjusted Performance Rank

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

MAA
The Risk-Adjusted Performance Rank of MAA is 8181
Overall Rank
The Sharpe Ratio Rank of MAA is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of MAA is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MAA is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MAA is 7676
Calmar Ratio Rank
The Martin Ratio Rank of MAA is 8686
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7171
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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.

MAA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mid-America Apartment Communities, Inc. (MAA) 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 MAA Sharpe Ratio is 1.14, which is higher than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MAA 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.


Loading data...

Dividends

MAA vs. VOO - Dividend Comparison

MAA's dividend yield for the trailing twelve months is around 3.66%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
MAA
Mid-America Apartment Communities, Inc.
3.66%3.80%4.16%2.98%2.25%3.16%2.91%3.86%3.46%3.35%3.39%3.91%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MAA vs. VOO - Drawdown Comparison

The maximum MAA drawdown since its inception was -60.29%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MAA and VOO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

MAA vs. VOO - Volatility Comparison

Mid-America Apartment Communities, Inc. (MAA) has a higher volatility of 7.04% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that MAA'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 data...