MAC vs. VOO
Compare and contrast key facts about Macerich Company (MAC) 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: MAC or VOO.
Key characteristics
| MAC | VOO | |
|---|---|---|
| YTD Return | 34.61% | 27.26% |
| 1Y Return | 101.07% | 37.86% |
| 3Y Return (Ann) | 3.36% | 10.35% |
| 5Y Return (Ann) | -0.74% | 16.03% |
| 10Y Return (Ann) | -6.20% | 13.45% |
| Sharpe Ratio | 2.49 | 3.25 |
| Sortino Ratio | 3.02 | 4.31 |
| Omega Ratio | 1.40 | 1.61 |
| Calmar Ratio | 1.22 | 4.74 |
| Martin Ratio | 11.75 | 21.63 |
| Ulcer Index | 8.60% | 1.85% |
| Daily Std Dev | 40.66% | 12.25% |
| Max Drawdown | -93.38% | -33.99% |
| Current Drawdown | -64.05% | 0.00% |
Correlation
The correlation between MAC and VOO is 0.49, 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
MAC vs. VOO - Performance Comparison
In the year-to-date period, MAC achieves a 34.61% return, which is significantly higher than VOO's 27.26% return. Over the past 10 years, MAC has underperformed VOO with an annualized return of -6.20%, while VOO has yielded a comparatively higher 13.45% annualized 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
MAC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Macerich Company (MAC) 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
MAC vs. VOO - Dividend Comparison
MAC's dividend yield for the trailing twelve months is around 3.38%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAC Macerich Company | 3.38% | 4.41% | 5.51% | 3.47% | 10.78% | 11.14% | 6.86% | 4.37% | 3.88% | 9.06% | 3.01% | 4.01% |
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
MAC vs. VOO - Drawdown Comparison
The maximum MAC drawdown since its inception was -93.38%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MAC and VOO. For additional features, visit the drawdowns tool.
Volatility
MAC vs. VOO - Volatility Comparison
Macerich Company (MAC) has a higher volatility of 8.20% compared to Vanguard S&P 500 ETF (VOO) at 3.86%. This indicates that MAC'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.