OTIS vs. VOO
Compare and contrast key facts about Otis Worldwide Corporation (OTIS) 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: OTIS or VOO.
Performance
OTIS vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, OTIS achieves a 13.50% return, which is significantly lower than VOO's 26.16% return.
OTIS
13.50%
-2.54%
3.74%
19.55%
N/A
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| OTIS | VOO | |
|---|---|---|
| Sharpe Ratio | 1.08 | 2.70 |
| Sortino Ratio | 1.46 | 3.60 |
| Omega Ratio | 1.20 | 1.50 |
| Calmar Ratio | 2.11 | 3.90 |
| Martin Ratio | 4.62 | 17.65 |
| Ulcer Index | 4.24% | 1.86% |
| Daily Std Dev | 18.13% | 12.19% |
| Max Drawdown | -29.99% | -33.99% |
| Current Drawdown | -5.35% | -0.86% |
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Correlation
The correlation between OTIS and VOO is 0.58, 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
OTIS vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Otis Worldwide Corporation (OTIS) 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
OTIS vs. VOO - Dividend Comparison
OTIS's dividend yield for the trailing twelve months is around 1.51%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTIS Otis Worldwide Corporation | 1.51% | 1.46% | 1.42% | 1.06% | 0.89% | 0.00% | 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
OTIS vs. VOO - Drawdown Comparison
The maximum OTIS drawdown since its inception was -29.99%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OTIS and VOO. For additional features, visit the drawdowns tool.
Volatility
OTIS vs. VOO - Volatility Comparison
Otis Worldwide Corporation (OTIS) has a higher volatility of 5.01% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that OTIS'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.