MARUY vs. VOO
Compare and contrast key facts about Marubeni Corp ADR (MARUY) 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: MARUY or VOO.
Key characteristics
MARUY | VOO | |
---|---|---|
YTD Return | 3.53% | 20.75% |
1Y Return | -2.87% | 33.60% |
3Y Return (Ann) | 23.98% | 11.14% |
5Y Return (Ann) | 20.39% | 15.64% |
10Y Return (Ann) | 12.21% | 13.20% |
Sharpe Ratio | -0.20 | 2.47 |
Daily Std Dev | 28.99% | 12.70% |
Max Drawdown | -71.68% | -33.99% |
Current Drawdown | -18.15% | -0.20% |
Correlation
The correlation between MARUY and VOO is 0.13, 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.
Performance
MARUY vs. VOO - Performance Comparison
In the year-to-date period, MARUY achieves a 3.53% return, which is significantly lower than VOO's 20.75% return. Over the past 10 years, MARUY has underperformed VOO with an annualized return of 12.21%, while VOO has yielded a comparatively higher 13.20% 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
MARUY vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Marubeni Corp ADR (MARUY) 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
MARUY vs. VOO - Dividend Comparison
MARUY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Marubeni Corp ADR | 0.00% | 0.00% | 0.00% | 4.38% | 3.96% | 4.25% | 4.52% | 3.22% | 3.20% | 3.64% | 3.82% | 5.41% |
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MARUY vs. VOO - Drawdown Comparison
The maximum MARUY drawdown since its inception was -71.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MARUY and VOO. For additional features, visit the drawdowns tool.
Volatility
MARUY vs. VOO - Volatility Comparison
Marubeni Corp ADR (MARUY) has a higher volatility of 7.76% compared to Vanguard S&P 500 ETF (VOO) at 4.19%. This indicates that MARUY'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.