PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MOO vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MOO and VYM is 0.74, 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.


-0.50.00.51.00.7

Performance

MOO vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Agribusiness ETF (MOO) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
113.05%
314.75%
MOO
VYM

Key characteristics

Sharpe Ratio

MOO:

-0.68

VYM:

1.80

Sortino Ratio

MOO:

-0.87

VYM:

2.54

Omega Ratio

MOO:

0.90

VYM:

1.33

Calmar Ratio

MOO:

-0.27

VYM:

3.24

Martin Ratio

MOO:

-1.67

VYM:

10.75

Ulcer Index

MOO:

5.75%

VYM:

1.80%

Daily Std Dev

MOO:

14.01%

VYM:

10.78%

Max Drawdown

MOO:

-69.53%

VYM:

-56.98%

Current Drawdown

MOO:

-34.99%

VYM:

-4.93%

Returns By Period

In the year-to-date period, MOO achieves a -12.16% return, which is significantly lower than VYM's 17.16% return. Over the past 10 years, MOO has underperformed VYM with an annualized return of 4.07%, while VYM has yielded a comparatively higher 9.60% annualized return.


MOO

YTD

-12.16%

1M

-4.54%

6M

-4.67%

1Y

-10.88%

5Y*

1.14%

10Y*

4.07%

VYM

YTD

17.16%

1M

-3.32%

6M

8.47%

1Y

17.88%

5Y*

9.71%

10Y*

9.60%

Compare stocks, funds, or ETFs

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


MOO vs. VYM - Expense Ratio Comparison

MOO has a 0.54% expense ratio, which is higher than VYM's 0.06% 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 VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

MOO vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Agribusiness ETF (MOO) and Vanguard High Dividend Yield ETF (VYM). 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 -0.68, compared to the broader market0.002.004.00-0.681.80
The chart of Sortino ratio for MOO, currently valued at -0.87, compared to the broader market-2.000.002.004.006.008.0010.00-0.872.54
The chart of Omega ratio for MOO, currently valued at 0.90, compared to the broader market0.501.001.502.002.503.000.901.33
The chart of Calmar ratio for MOO, currently valued at -0.27, compared to the broader market0.005.0010.0015.00-0.273.24
The chart of Martin ratio for MOO, currently valued at -1.67, compared to the broader market0.0020.0040.0060.0080.00100.00-1.6710.75
MOO
VYM

The current MOO Sharpe Ratio is -0.68, which is lower than the VYM Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of MOO and VYM, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.68
1.80
MOO
VYM

Dividends

MOO vs. VYM - Dividend Comparison

MOO has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.75%.


TTM20232022202120202019201820172016201520142013
MOO
VanEck Vectors Agribusiness ETF
0.00%2.94%2.15%1.17%1.10%1.32%1.69%1.44%2.14%2.89%3.21%1.91%
VYM
Vanguard High Dividend Yield ETF
2.75%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

MOO vs. VYM - Drawdown Comparison

The maximum MOO drawdown since its inception was -69.53%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for MOO and VYM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.99%
-4.93%
MOO
VYM

Volatility

MOO vs. VYM - Volatility Comparison

VanEck Vectors Agribusiness ETF (MOO) has a higher volatility of 4.75% compared to Vanguard High Dividend Yield ETF (VYM) at 3.96%. This indicates that MOO's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.75%
3.96%
MOO
VYM
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab