PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
MONRY vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MONRY vs. VOO

Last updated Jun 4, 2026

MONRY (Moncler S.p.A) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, MONRY returned -0.21%/yr vs 13.90%/yr for VOO. At a 0.14 correlation, their price movements are largely independent.

Performance

MONRY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Moncler S.p.A (MONRY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MONRY achieves a 0.25% return, which is significantly lower than VOO's 10.91% return.

MONRY

1D
-1.94%
1M
7.53%
YTD
0.25%
6M
-5.32%
1Y
2.61%
3Y*
-0.70%
5Y*
-0.21%
10Y*
—

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MONRY vs. VOO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
MONRY
Moncler S.p.A		0.25%23.89%-14.89%22.76%-24.82%19.92%29.88%4.73%
VOO
Vanguard S&P 500 ETF		10.91%17.82%24.98%26.32%-18.17%28.79%18.32%20.38%

Correlation

The correlation between MONRY and VOO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2019

0.14

The correlation between MONRY and VOO shifts across timeframes, from 0.14 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Moncler S.p.A

Vanguard S&P 500 ETF

Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. IVV

Return for Risk

MONRY vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MONRY
MONRY Risk / Return Rank: 4242
Overall Rank
MONRY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MONRY Sortino Ratio Rank: 3939
Sortino Ratio Rank
MONRY Omega Ratio Rank: 3838
Omega Ratio Rank
MONRY Calmar Ratio Rank: 4444
Calmar Ratio Rank
MONRY Martin Ratio Rank: 4444
Martin Ratio Rank
VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

MONRY vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Moncler S.p.A (MONRY) 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.

MONRYVOODifference
Sharpe ratioReturn per unit of total volatility
0.08
2.39

-2.31

Sortino ratioReturn per unit of downside risk
0.35
3.25

-2.90

Omega ratioGain probability vs. loss probability

1.04

1.43

-0.39

Calmar ratioReturn relative to maximum drawdown

0.15

3.16

-3.02

Martin ratioReturn relative to average drawdown

0.29

14.73

-14.44

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MONRY vs. VOO - Sharpe Ratio Comparison

The current MONRY Sharpe Ratio is 0.08, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of MONRY and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

MONRYVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

2.39

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.83

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.87

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.89

-0.72

Drawdowns

MONRY vs. VOO - Drawdown Comparison

The maximum MONRY drawdown since its inception was -53.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MONRY and VOO.

Loading charts...

Drawdown Indicators

MONRYVOODifference

Max Drawdown

Largest peak-to-trough decline

-53.58%

-33.99%

-19.59%

Max Drawdown (1Y)

Largest decline over 1 year

-18.00%

-8.90%

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-35.60%

-18.69%

-16.91%

Max Drawdown (5Y)

Largest decline over 5 years

-53.58%

-24.52%

-29.06%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.99%

—

Current Drawdown

Current decline from peak

-13.86%

-0.70%

-13.16%

Average Drawdown

Average peak-to-trough decline

-17.73%

-3.69%

-14.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.12%

1.91%

+7.21%

Volatility

MONRY vs. VOO - Volatility Comparison

Moncler S.p.A (MONRY) has a higher volatility of 12.24% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that MONRY'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.

Loading charts...

Volatility by Period

MONRYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.24%

2.84%

+9.40%

Volatility (6M)

Calculated over the trailing 6-month period

25.44%

8.90%

+16.54%

Volatility (1Y)

Calculated over the trailing 1-year period

33.64%

11.80%

+21.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.68%

16.81%

+24.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.23%

18.01%

+24.22%

Dividends

MONRY vs. VOO - Dividend Comparison

MONRY's dividend yield for the trailing twelve months is around 2.63%, more than VOO's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
MONRY
Moncler S.p.A		2.63%2.30%2.37%1.88%1.27%0.50%0.00%0.63%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.03%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

MONRY and VOO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MONRY has higher volatility (12.24%) compared to VOO (2.84%). In terms of maximum drawdown, MONRY dropped -53.58% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.39 vs 0.08), 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.

Portfolio Optimizer

Find the right allocation for MONRY and VOO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer