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

Correlation

The correlation between ONB and VOO is 0.56, 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.


-0.50.00.51.00.6

Performance

ONB vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old National Bancorp (ONB) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%AugustSeptemberOctoberNovemberDecember2025
277.87%
623.26%
ONB
VOO

Key characteristics

Sharpe Ratio

ONB:

1.34

VOO:

2.12

Sortino Ratio

ONB:

2.19

VOO:

2.82

Omega Ratio

ONB:

1.26

VOO:

1.39

Calmar Ratio

ONB:

2.32

VOO:

3.21

Martin Ratio

ONB:

7.34

VOO:

13.50

Ulcer Index

ONB:

5.76%

VOO:

2.01%

Daily Std Dev

ONB:

31.68%

VOO:

12.80%

Max Drawdown

ONB:

-62.96%

VOO:

-33.99%

Current Drawdown

ONB:

-2.49%

VOO:

-0.30%

Returns By Period

In the year-to-date period, ONB achieves a 6.29% return, which is significantly higher than VOO's 3.75% return. Over the past 10 years, ONB has underperformed VOO with an annualized return of 9.24%, while VOO has yielded a comparatively higher 13.84% annualized return.


ONB

YTD

6.29%

1M

4.86%

6M

15.62%

1Y

38.59%

5Y*

8.64%

10Y*

9.24%

VOO

YTD

3.75%

1M

1.12%

6M

12.44%

1Y

26.35%

5Y*

15.29%

10Y*

13.84%

*Annualized

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Risk-Adjusted Performance

ONB vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ONB
The Risk-Adjusted Performance Rank of ONB is 8585
Overall Rank
The Sharpe Ratio Rank of ONB is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of ONB is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ONB is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ONB is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ONB is 8787
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

ONB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Old National Bancorp (ONB) 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.


Sharpe ratio
The chart of Sharpe ratio for ONB, currently valued at 1.34, compared to the broader market-2.000.002.004.001.342.12
The chart of Sortino ratio for ONB, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.006.002.192.82
The chart of Omega ratio for ONB, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.39
The chart of Calmar ratio for ONB, currently valued at 2.32, compared to the broader market0.002.004.006.002.323.21
The chart of Martin ratio for ONB, currently valued at 7.34, compared to the broader market0.0010.0020.0030.007.3413.50
ONB
VOO

The current ONB Sharpe Ratio is 1.34, which is lower than the VOO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ONB 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.34
2.12
ONB
VOO

Dividends

ONB vs. VOO - Dividend Comparison

ONB's dividend yield for the trailing twelve months is around 2.43%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
ONB
Old National Bancorp
2.43%2.58%3.32%3.11%3.09%3.38%2.84%3.38%2.98%2.87%3.54%2.96%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ONB vs. VOO - Drawdown Comparison

The maximum ONB drawdown since its inception was -62.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ONB and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.49%
-0.30%
ONB
VOO

Volatility

ONB vs. VOO - Volatility Comparison

Old National Bancorp (ONB) has a higher volatility of 8.81% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that ONB'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.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
8.81%
3.99%
ONB
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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