PG vs. VOO

In the year-to-date period, PG achieves a 1.81% return, which is significantly higher than VOO's 1.00% return. Over the past 10 years, PG has underperformed VOO with an annualized return of 10.94%, while VOO has yielded a comparatively higher 12.81% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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 PG Sharpe Ratio is 0.36, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of PG 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.

PG's dividend yield for the trailing twelve months is around 2.42%, more than VOO's 1.29% yield.

The maximum PG drawdown since its inception was -54.23%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PG and VOO.

The Procter & Gamble Company (PG) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.70% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.