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MAI.L vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAI.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Maintel Holdings plc (MAI.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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MAI.L vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAI.L
Maintel Holdings plc
-5.56%-46.22%36.78%-3.42%-47.95%15.51%-22.36%-5.71%-22.87%-26.47%
VOO
Vanguard S&P 500 ETF
-1.74%9.43%27.16%20.01%-8.44%30.01%14.85%26.37%1.16%11.24%
Different Trading Currencies

MAI.L is traded in GBp, while VOO is traded in USD. To make them comparable, the VOO values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MAI.L achieves a -5.56% return, which is significantly lower than VOO's -2.07% return. Over the past 10 years, MAI.L has underperformed VOO with an annualized return of -14.18%, while VOO has yielded a comparatively higher 15.02% annualized return.


MAI.L

1D
0.00%
1M
-10.53%
YTD
-5.56%
6M
-17.74%
1Y
-43.33%
3Y*
3.50%
5Y*
-18.29%
10Y*
-14.18%

VOO

1D
0.00%
1M
-2.70%
YTD
-2.07%
6M
-0.15%
1Y
15.20%
3Y*
15.87%
5Y*
12.89%
10Y*
15.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MAI.L vs. VOO — Risk / Return Rank

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

MAI.L
MAI.L Risk / Return Rank: 55
Overall Rank
MAI.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MAI.L Sortino Ratio Rank: 44
Sortino Ratio Rank
MAI.L Omega Ratio Rank: 00
Omega Ratio Rank
MAI.L Calmar Ratio Rank: 66
Calmar Ratio Rank
MAI.L Martin Ratio Rank: 1414
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 5454
Overall Rank
VOO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5353
Sortino Ratio Rank
VOO Omega Ratio Rank: 5656
Omega Ratio Rank
VOO Calmar Ratio Rank: 5151
Calmar Ratio Rank
VOO Martin Ratio Rank: 6262
Martin Ratio Rank
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.

MAI.L vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Maintel Holdings plc (MAI.L) 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.


MAI.LVOODifference

Sharpe ratio

Return per unit of total volatility

-1.30

0.82

-2.12

Sortino ratio

Return per unit of downside risk

-1.70

1.26

-2.95

Omega ratio

Gain probability vs. loss probability

0.50

1.19

-0.69

Calmar ratio

Return relative to maximum drawdown

-0.90

1.32

-2.22

Martin ratio

Return relative to average drawdown

-1.28

5.31

-6.59

MAI.L vs. VOO - Sharpe Ratio Comparison

The current MAI.L Sharpe Ratio is -1.30, which is lower than the VOO Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of MAI.L 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.


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Sharpe Ratios by Period


MAI.LVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.30

0.82

-2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.82

-1.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.36

0.83

-1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.90

-0.77

Correlation

The correlation between MAI.L and VOO is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MAI.L vs. VOO - Dividend Comparison

MAI.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021202020192018201720162015
MAI.L
Maintel Holdings plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%8.50%7.33%5.10%3.37%3.21%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

MAI.L vs. VOO - Drawdown Comparison

The maximum MAI.L drawdown since its inception was -90.59%, which is greater than VOO's maximum drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for MAI.L and VOO.


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Drawdown Indicators


MAI.LVOODifference

Max Drawdown

Largest peak-to-trough decline

-90.59%

-33.99%

-56.60%

Max Drawdown (1Y)

Largest decline over 1 year

-47.96%

-8.90%

-39.06%

Max Drawdown (5Y)

Largest decline over 5 years

-76.62%

-24.52%

-52.10%

Max Drawdown (10Y)

Largest decline over 10 years

-90.59%

-33.99%

-56.60%

Current Drawdown

Current decline from peak

-86.66%

-5.44%

-81.22%

Average Drawdown

Average peak-to-trough decline

-39.90%

-3.72%

-36.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.88%

2.57%

+31.31%

Volatility

MAI.L vs. VOO - Volatility Comparison

Maintel Holdings plc (MAI.L) has a higher volatility of 8.06% compared to Vanguard S&P 500 ETF (VOO) at 4.51%. This indicates that MAI.L'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.


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Volatility by Period


MAI.LVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

4.51%

+3.55%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

9.43%

+2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

33.36%

18.53%

+14.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.19%

15.81%

+23.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.49%

18.11%

+21.38%