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MOO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

MOO vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-5.34%
12.17%
MOO
VOO

Returns By Period

In the year-to-date period, MOO achieves a -8.20% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, MOO has underperformed VOO with an annualized return of 4.35%, while VOO has yielded a comparatively higher 13.15% annualized return.


MOO

YTD

-8.20%

1M

-4.30%

6M

-5.61%

1Y

-3.52%

5Y (annualized)

2.91%

10Y (annualized)

4.35%

VOO

YTD

25.48%

1M

0.99%

6M

11.84%

1Y

31.84%

5Y (annualized)

15.62%

10Y (annualized)

13.15%

Key characteristics


MOOVOO
Sharpe Ratio-0.322.69
Sortino Ratio-0.363.59
Omega Ratio0.961.50
Calmar Ratio-0.143.89
Martin Ratio-0.8717.64
Ulcer Index5.27%1.86%
Daily Std Dev14.23%12.20%
Max Drawdown-69.53%-33.99%
Current Drawdown-32.06%-1.40%

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MOO vs. VOO - Expense Ratio Comparison

MOO has a 0.54% expense ratio, which is higher than VOO's 0.03% expense ratio.


MOO
VanEck Vectors Agribusiness ETF
Expense ratio chart for MOO: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.8

The correlation between MOO and VOO is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

MOO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Agribusiness ETF (MOO) 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.


Sharpe ratio
The chart of Sharpe ratio for MOO, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.322.69
The chart of Sortino ratio for MOO, currently valued at -0.36, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.363.59
The chart of Omega ratio for MOO, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.50
The chart of Calmar ratio for MOO, currently valued at -0.14, compared to the broader market0.005.0010.0015.00-0.143.89
The chart of Martin ratio for MOO, currently valued at -0.87, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.8717.64
MOO
VOO

The current MOO Sharpe Ratio is -0.32, which is lower than the VOO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of MOO 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.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.32
2.69
MOO
VOO

Dividends

MOO vs. VOO - Dividend Comparison

MOO's dividend yield for the trailing twelve months is around 3.20%, more than VOO's 1.25% yield.


TTM20232022202120202019201820172016201520142013
MOO
VanEck Vectors Agribusiness ETF
3.20%2.94%2.15%1.17%1.10%1.32%1.69%1.44%2.14%2.89%3.21%1.91%
VOO
Vanguard S&P 500 ETF
1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

MOO vs. VOO - Drawdown Comparison

The maximum MOO drawdown since its inception was -69.53%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MOO and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-32.06%
-1.40%
MOO
VOO

Volatility

MOO vs. VOO - Volatility Comparison

The current volatility for VanEck Vectors Agribusiness ETF (MOO) is 3.46%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that MOO experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.46%
4.10%
MOO
VOO