MCO vs. VOO
MCO (Moody's Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, MCO returned 17.61%/yr vs 15.14%/yr for VOO. Their 0.68 correlation means they have sometimes moved together and sometimes differently.
Performance
MCO vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, MCO achieves a -5.93% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, MCO has outperformed VOO with an annualized return of 17.61%, while VOO has yielded a comparatively lower 15.14% annualized return.
MCO
- 1D
- -0.80%
- 1M
- -2.47%
- 6M
- -6.79%
- YTD
- -5.93%
- 1Y
- -3.77%
- 3Y*
- 11.64%
- 5Y*
- 5.88%
- 10Y*
- 17.61%
- ALL TIME*
- 15.73%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $483.34M | $433.94M | $468.07M | |
| $3.82B | $3.78B | $5.44B |
MCO vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | -5.93% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between MCO and VOO is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.68 |
Over the past year, the correlation between MCO and VOO has dropped to 0.29 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
MCO vs. VOO — Risk / Return Rank
MCO
VOO
MCO vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MCO | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.28 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.21 | -2.48 |
| Martin ratioReturn relative to average drawdown | -0.55 | 9.44 | -9.99 |
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Drawdowns
MCO vs. VOO - Drawdown Comparison
The maximum MCO drawdown since its inception was -78.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MCO and VOO.
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Drawdown Indicators
| MCO | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.72% | -33.99% | -44.73% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -8.90% | -14.71% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | -18.69% | -5.96% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -24.52% | -17.14% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -33.99% | -8.03% |
Current DrawdownCurrent decline from peak | -10.94% | -1.38% | -9.56% |
Average DrawdownAverage peak-to-trough decline | -17.73% | -3.67% | -14.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.79% | 2.08% | +9.71% |
Volatility
MCO vs. VOO - Volatility Comparison
Moody's Corporation (MCO) has a higher volatility of 9.41% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that MCO'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
| MCO | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.41% | 3.54% | +5.87% |
Volatility (6M)Calculated over the trailing 6-month period | 23.32% | 10.10% | +13.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.03% | 12.82% | +15.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.71% | 16.93% | +9.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.79% | 18.01% | +9.78% |
Dividends
MCO vs. VOO - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.82%, less than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | 0.82% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
MCO and VOO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCO has higher volatility (9.41%) compared to VOO (3.54%). In terms of maximum drawdown, MCO dropped -78.72% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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