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

Correlation

The correlation between MSLOY and VOO is 0.06, 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.


Performance

MSLOY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsui OSK Lines Ltd ADR (MSLOY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MSLOY:

0.19

VOO:

0.70

Sortino Ratio

MSLOY:

0.56

VOO:

1.05

Omega Ratio

MSLOY:

1.08

VOO:

1.15

Calmar Ratio

MSLOY:

0.37

VOO:

0.69

Martin Ratio

MSLOY:

1.12

VOO:

2.62

Ulcer Index

MSLOY:

7.43%

VOO:

4.93%

Daily Std Dev

MSLOY:

38.30%

VOO:

19.55%

Max Drawdown

MSLOY:

-56.53%

VOO:

-33.99%

Current Drawdown

MSLOY:

-8.13%

VOO:

-3.45%

Returns By Period

In the year-to-date period, MSLOY achieves a 0.86% return, which is significantly lower than VOO's 1.00% return. Over the past 10 years, MSLOY has outperformed VOO with an annualized return of 18.97%, while VOO has yielded a comparatively lower 12.81% annualized return.


MSLOY

YTD

0.86%

1M

-5.65%

6M

3.18%

1Y

7.04%

3Y*

14.09%

5Y*

53.92%

10Y*

18.97%

VOO

YTD

1.00%

1M

6.44%

6M

-0.84%

1Y

13.62%

3Y*

14.14%

5Y*

15.91%

10Y*

12.81%

*Annualized

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Mitsui OSK Lines Ltd ADR

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MSLOY vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSLOY
The Risk-Adjusted Performance Rank of MSLOY is 5959
Overall Rank
The Sharpe Ratio Rank of MSLOY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of MSLOY is 5252
Sortino Ratio Rank
The Omega Ratio Rank of MSLOY is 5353
Omega Ratio Rank
The Calmar Ratio Rank of MSLOY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of MSLOY is 6565
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSLOY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui OSK Lines Ltd ADR (MSLOY) 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.


The current MSLOY Sharpe Ratio is 0.19, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MSLOY 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MSLOY vs. VOO - Dividend Comparison

MSLOY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
MSLOY
Mitsui OSK Lines Ltd ADR
0.00%0.00%8.03%17.51%5.19%4.78%5.62%3.69%0.81%3.49%9.49%8.73%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MSLOY vs. VOO - Drawdown Comparison

The maximum MSLOY drawdown since its inception was -56.53%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MSLOY and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MSLOY vs. VOO - Volatility Comparison

Mitsui OSK Lines Ltd ADR (MSLOY) has a higher volatility of 16.24% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that MSLOY'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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