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OUT vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OUT vs. VOO - Performance Comparison

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

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OUT vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OUT
Outfront Media Inc. (REIT)
11.10%41.46%37.21%-8.04%-34.39%38.24%-26.05%56.84%-16.04%-0.71%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, OUT achieves a 11.10% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, OUT has underperformed VOO with an annualized return of 7.94%, while VOO has yielded a comparatively higher 14.05% annualized return.


OUT

1D
3.23%
1M
-7.06%
YTD
11.10%
6M
48.06%
1Y
74.01%
3Y*
25.80%
5Y*
9.78%
10Y*
7.94%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

OUT vs. VOO — Risk / Return Rank

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

OUT
OUT Risk / Return Rank: 9191
Overall Rank
OUT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
OUT Sortino Ratio Rank: 9191
Sortino Ratio Rank
OUT Omega Ratio Rank: 8888
Omega Ratio Rank
OUT Calmar Ratio Rank: 9090
Calmar Ratio Rank
OUT Martin Ratio Rank: 9494
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OUT vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Outfront Media Inc. (REIT) (OUT) 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.


OUTVOODifference

Sharpe ratio

Return per unit of total volatility

1.95

0.98

+0.97

Sortino ratio

Return per unit of downside risk

2.90

1.50

+1.40

Omega ratio

Gain probability vs. loss probability

1.36

1.23

+0.14

Calmar ratio

Return relative to maximum drawdown

3.76

1.53

+2.22

Martin ratio

Return relative to average drawdown

14.56

7.29

+7.26

OUT vs. VOO - Sharpe Ratio Comparison

The current OUT Sharpe Ratio is 1.95, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of OUT 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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Sharpe Ratios by Period


OUTVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

0.98

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.70

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.78

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.83

-0.69

Correlation

The correlation between OUT and VOO is 0.50, 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.


Dividends

OUT vs. VOO - Dividend Comparison

OUT's dividend yield for the trailing twelve months is around 4.53%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
OUT
Outfront Media Inc. (REIT)
4.53%4.98%6.76%8.60%7.24%0.75%1.94%5.37%7.95%6.21%5.47%6.50%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

OUT vs. VOO - Drawdown Comparison

The maximum OUT drawdown since its inception was -73.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OUT and VOO.


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Drawdown Indicators


OUTVOODifference

Max Drawdown

Largest peak-to-trough decline

-73.83%

-33.99%

-39.84%

Max Drawdown (1Y)

Largest decline over 1 year

-19.29%

-11.98%

-7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-67.79%

-24.52%

-43.27%

Max Drawdown (10Y)

Largest decline over 10 years

-73.83%

-33.99%

-39.84%

Current Drawdown

Current decline from peak

-8.30%

-6.29%

-2.01%

Average Drawdown

Average peak-to-trough decline

-23.53%

-3.72%

-19.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

2.52%

+2.46%

Volatility

OUT vs. VOO - Volatility Comparison

Outfront Media Inc. (REIT) (OUT) has a higher volatility of 8.47% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that OUT'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.


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Volatility by Period


OUTVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.47%

5.29%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

23.67%

9.44%

+14.23%

Volatility (1Y)

Calculated over the trailing 1-year period

38.14%

18.10%

+20.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.29%

16.82%

+22.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.08%

17.99%

+27.09%