OBDC vs. VOO
Compare and contrast key facts about Blue Owl Capital Corporation (OBDC) 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: OBDC or VOO.
Performance
OBDC vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, OBDC achieves a 11.21% return, which is significantly lower than VOO's 26.16% return.
OBDC
11.21%
-0.99%
-3.05%
14.69%
6.80%
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| OBDC | VOO | |
|---|---|---|
| Sharpe Ratio | 1.19 | 2.70 |
| Sortino Ratio | 1.70 | 3.60 |
| Omega Ratio | 1.22 | 1.50 |
| Calmar Ratio | 1.17 | 3.90 |
| Martin Ratio | 2.83 | 17.65 |
| Ulcer Index | 5.46% | 1.86% |
| Daily Std Dev | 13.05% | 12.19% |
| Max Drawdown | -56.16% | -33.99% |
| Current Drawdown | -5.75% | -0.86% |
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Correlation
The correlation between OBDC and VOO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
OBDC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Corporation (OBDC) 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
OBDC vs. VOO - Dividend Comparison
OBDC's dividend yield for the trailing twelve months is around 11.48%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OBDC Blue Owl Capital Corporation | 11.48% | 10.77% | 11.17% | 8.76% | 7.98% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
OBDC vs. VOO - Drawdown Comparison
The maximum OBDC drawdown since its inception was -56.16%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OBDC and VOO. For additional features, visit the drawdowns tool.
Volatility
OBDC vs. VOO - Volatility Comparison
Blue Owl Capital Corporation (OBDC) has a higher volatility of 5.15% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that OBDC'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.