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

MSM vs. VOO

Last updated May 12, 2025

Compare and contrast key facts about MSC Industrial Direct Co., Inc. (MSM) 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: MSM or VOO.

Correlation

The correlation between MSM and VOO is 0.80, 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.

Performance

MSM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MSC Industrial Direct Co., Inc. (MSM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

MSM:

25.38%

VOO:

19.11%

Max Drawdown

MSM:

-2.98%

VOO:

-33.99%

Current Drawdown

MSM:

-1.36%

VOO:

-7.67%

Returns By Period

MSM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

5.73%

6M

-5.06%

1Y

9.79%

5Y*

16.35%

10Y*

12.31%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MSM vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MSM
The Risk-Adjusted Performance Rank of MSM is 2525
Overall Rank
The Sharpe Ratio Rank of MSM is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of MSM is 2525
Sortino Ratio Rank
The Omega Ratio Rank of MSM is 2626
Omega Ratio Rank
The Calmar Ratio Rank of MSM is 2222
Calmar Ratio Rank
The Martin Ratio Rank of MSM is 2424
Martin Ratio Rank
VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

MSM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MSC Industrial Direct Co., Inc. (MSM) 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.

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Dividends

MSM vs. VOO - Dividend Comparison

MSM's dividend yield for the trailing twelve months is around 4.44%, more than VOO's 1.34% yield.

TTM20242023202220212020201920182017201620152014
MSM
MSC Industrial Direct Co., Inc.		4.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MSM vs. VOO - Drawdown Comparison

The maximum MSM drawdown since its inception was -2.98%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MSM and VOO. For additional features, visit the drawdowns tool.

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Volatility

MSM vs. VOO - Volatility Comparison

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