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

Correlation

The correlation between NLOP and VOO is 0.33, 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.

NLOP vs. VOO

Last updated May 31, 2025

Compare and contrast key facts about Net Lease Office Properties (NLOP) 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: NLOP or VOO.

Performance

NLOP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Net Lease Office Properties (NLOP) 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

NLOP:

1.25

VOO:

0.74

Sortino Ratio

NLOP:

1.82

VOO:

1.04

Omega Ratio

NLOP:

1.21

VOO:

1.15

Calmar Ratio

NLOP:

1.78

VOO:

0.68

Martin Ratio

NLOP:

5.72

VOO:

2.58

Ulcer Index

NLOP:

6.00%

VOO:

4.93%

Daily Std Dev

NLOP:

28.85%

VOO:

19.54%

Max Drawdown

NLOP:

-19.23%

VOO:

-33.99%

Current Drawdown

NLOP:

-6.36%

VOO:

-3.55%

Returns By Period

In the year-to-date period, NLOP achieves a 0.00% return, which is significantly lower than VOO's 0.90% return.

NLOP

YTD

0.00%

1M

3.24%

6M

-4.67%

1Y

35.81%

3Y*

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

0.90%

1M

6.28%

6M

-1.46%

1Y

14.27%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Net Lease Office Properties

Vanguard S&P 500 ETF

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

Risk-Adjusted Performance

NLOP vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NLOP
The Risk-Adjusted Performance Rank of NLOP is 8585
Overall Rank
The Sharpe Ratio Rank of NLOP is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of NLOP is 8282
Sortino Ratio Rank
The Omega Ratio Rank of NLOP is 7777
Omega Ratio Rank
The Calmar Ratio Rank of NLOP is 9191
Calmar Ratio Rank
The Martin Ratio Rank of NLOP is 8787
Martin Ratio Rank
VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
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.

NLOP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Net Lease Office Properties (NLOP) 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 NLOP Sharpe Ratio is 1.25, which is higher than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of NLOP 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

NLOP vs. VOO - Dividend Comparison

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

TTM20242023202220212020201920182017201620152014
NLOP
Net Lease Office Properties		0.00%0.00%1.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NLOP vs. VOO - Drawdown Comparison

The maximum NLOP drawdown since its inception was -19.23%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NLOP and VOO.

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

Volatility

NLOP vs. VOO - Volatility Comparison

The current volatility for Net Lease Office Properties (NLOP) is 3.63%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that NLOP experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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