NLMK.ME vs. VOO
Compare and contrast key facts about Public Joint Stock Company "Novolipetsk Steel" (NLMK.ME) 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: NLMK.ME or VOO.
Key characteristics
| NLMK.ME | VOO | |
|---|---|---|
| YTD Return | 33.98% | 5.98% |
| 1Y Return | 75.91% | 22.69% |
| 3Y Return (Ann) | 2.85% | 8.02% |
| 5Y Return (Ann) | 15.84% | 13.41% |
| 10Y Return (Ann) | 30.13% | 12.42% |
| Sharpe Ratio | 3.66 | 1.93 |
| Daily Std Dev | 24.22% | 11.69% |
| Max Drawdown | -87.59% | -33.99% |
| Current Drawdown | 0.00% | -4.14% |
Correlation
The correlation between NLMK.ME and VOO is 0.25, 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
NLMK.ME vs. VOO - Performance Comparison
In the year-to-date period, NLMK.ME achieves a 33.98% return, which is significantly higher than VOO's 5.98% return. Over the past 10 years, NLMK.ME has outperformed VOO with an annualized return of 30.13%, while VOO has yielded a comparatively lower 12.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NLMK.ME vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company "Novolipetsk Steel" (NLMK.ME) 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
NLMK.ME vs. VOO - Dividend Comparison
NLMK.ME has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NLMK.ME Public Joint Stock Company "Novolipetsk Steel" | 0.00% | 0.00% | 0.00% | 19.26% | 9.92% | 15.91% | 12.36% | 8.53% | 5.73% | 6.60% | 2.32% | 1.12% |
VOO Vanguard S&P 500 ETF | 1.39% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
NLMK.ME vs. VOO - Drawdown Comparison
The maximum NLMK.ME drawdown since its inception was -87.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NLMK.ME and VOO. For additional features, visit the drawdowns tool.
Volatility
NLMK.ME vs. VOO - Volatility Comparison
Public Joint Stock Company "Novolipetsk Steel" (NLMK.ME) has a higher volatility of 5.06% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that NLMK.ME'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.