PBF vs. VOO
Compare and contrast key facts about PBF Energy Inc. (PBF) 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: PBF or VOO.
Key characteristics
| PBF | VOO | |
|---|---|---|
| YTD Return | 10.51% | 10.48% |
| 1Y Return | 35.80% | 28.69% |
| 3Y Return (Ann) | 47.96% | 9.60% |
| 5Y Return (Ann) | 10.43% | 14.65% |
| 10Y Return (Ann) | 7.80% | 12.89% |
| Sharpe Ratio | 0.93 | 2.52 |
| Daily Std Dev | 38.44% | 11.57% |
| Max Drawdown | -91.51% | -33.99% |
| Current Drawdown | -22.10% | -0.06% |
Correlation
The correlation between PBF and VOO is 0.36, 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.
Performance
PBF vs. VOO - Performance Comparison
The year-to-date returns for both stocks are quite close, with PBF having a 10.51% return and VOO slightly lower at 10.48%. Over the past 10 years, PBF has underperformed VOO with an annualized return of 7.80%, while VOO has yielded a comparatively higher 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PBF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PBF Energy Inc. (PBF) 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
PBF vs. VOO - Dividend Comparison
PBF's dividend yield for the trailing twelve months is around 2.38%, more than VOO's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBF PBF Energy Inc. | 1.97% | 1.93% | 0.49% | 0.00% | 4.23% | 3.83% | 3.67% | 3.39% | 4.30% | 3.26% | 4.50% | 3.81% |
VOO Vanguard S&P 500 ETF | 1.33% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PBF vs. VOO - Drawdown Comparison
The maximum PBF drawdown since its inception was -91.51%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PBF and VOO. For additional features, visit the drawdowns tool.
Volatility
PBF vs. VOO - Volatility Comparison
PBF Energy Inc. (PBF) has a higher volatility of 9.79% compared to Vanguard S&P 500 ETF (VOO) at 3.34%. This indicates that PBF'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.