MMYT vs. VOO
Compare and contrast key facts about MakeMyTrip Limited (MMYT) 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: MMYT or VOO.
Performance
MMYT vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, MMYT achieves a 133.48% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, MMYT has outperformed VOO with an annualized return of 14.27%, while VOO has yielded a comparatively lower 13.18% annualized return.
MMYT
133.48%
6.51%
46.94%
158.34%
34.08%
14.27%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
MMYT | VOO | |
---|---|---|
Sharpe Ratio | 3.11 | 2.70 |
Sortino Ratio | 3.28 | 3.60 |
Omega Ratio | 1.45 | 1.50 |
Calmar Ratio | 7.48 | 3.90 |
Martin Ratio | 22.01 | 17.65 |
Ulcer Index | 7.20% | 1.86% |
Daily Std Dev | 51.00% | 12.19% |
Max Drawdown | -73.45% | -33.99% |
Current Drawdown | -3.31% | -0.86% |
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Correlation
The correlation between MMYT and VOO is 0.34, 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.
Risk-Adjusted Performance
MMYT vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MakeMyTrip Limited (MMYT) 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
MMYT vs. VOO - Dividend Comparison
MMYT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
MakeMyTrip Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MMYT vs. VOO - Drawdown Comparison
The maximum MMYT drawdown since its inception was -73.45%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MMYT and VOO. For additional features, visit the drawdowns tool.
Volatility
MMYT vs. VOO - Volatility Comparison
MakeMyTrip Limited (MMYT) has a higher volatility of 18.11% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that MMYT'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.