PENN vs. VOO

In the year-to-date period, PENN achieves a -21.09% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, PENN has underperformed VOO with an annualized return of 0.32%, while VOO has yielded a comparatively higher 12.42% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Penn National Gaming, Inc. (PENN) 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.

The current PENN Sharpe Ratio is -0.06, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PENN 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.

PENN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.

The maximum PENN drawdown since its inception was -89.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PENN and VOO. For additional features, visit the drawdowns tool.

Penn National Gaming, Inc. (PENN) has a higher volatility of 17.07% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that PENN'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.