NESN.SW vs. VOO
Compare and contrast key facts about Nestlé S.A. (NESN.SW) 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: NESN.SW or VOO.
Performance
NESN.SW vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, NESN.SW achieves a -17.22% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, NESN.SW has underperformed VOO with an annualized return of 3.69%, while VOO has yielded a comparatively higher 13.11% annualized return.
NESN.SW
-17.22%
-9.07%
-19.09%
-18.45%
-3.08%
3.69%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
NESN.SW | VOO | |
---|---|---|
Sharpe Ratio | -1.11 | 2.67 |
Sortino Ratio | -1.45 | 3.56 |
Omega Ratio | 0.82 | 1.50 |
Calmar Ratio | -0.52 | 3.85 |
Martin Ratio | -2.15 | 17.51 |
Ulcer Index | 8.45% | 1.86% |
Daily Std Dev | 16.43% | 12.23% |
Max Drawdown | -39.85% | -33.99% |
Current Drawdown | -34.57% | -1.76% |
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Correlation
The correlation between NESN.SW and VOO is 0.26, 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.
Risk-Adjusted Performance
NESN.SW vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NESN.SW) 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.
Dividends
NESN.SW vs. VOO - Dividend Comparison
NESN.SW's dividend yield for the trailing twelve months is around 3.84%, more than VOO's 1.25% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Nestlé S.A. | 3.84% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% | 2.95% | 3.14% |
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
NESN.SW vs. VOO - Drawdown Comparison
The maximum NESN.SW drawdown since its inception was -39.85%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NESN.SW and VOO. For additional features, visit the drawdowns tool.
Volatility
NESN.SW vs. VOO - Volatility Comparison
Nestlé S.A. (NESN.SW) has a higher volatility of 4.72% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that NESN.SW'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.