PH vs. VOO
Compare and contrast key facts about Parker-Hannifin Corporation (PH) 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: PH or VOO.
Key characteristics
| PH | VOO | |
|---|---|---|
| YTD Return | 16.72% | 7.94% |
| 1Y Return | 68.84% | 28.21% |
| 3Y Return (Ann) | 21.43% | 8.82% |
| 5Y Return (Ann) | 26.51% | 13.59% |
| 10Y Return (Ann) | 17.93% | 12.69% |
| Sharpe Ratio | 2.79 | 2.33 |
| Daily Std Dev | 24.48% | 11.70% |
| Max Drawdown | -66.92% | -33.99% |
| Current Drawdown | -5.38% | -2.36% |
Correlation
The correlation between PH and VOO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PH vs. VOO - Performance Comparison
In the year-to-date period, PH achieves a 16.72% return, which is significantly higher than VOO's 7.94% return. Over the past 10 years, PH has outperformed VOO with an annualized return of 17.93%, while VOO has yielded a comparatively lower 12.69% 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
PH vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parker-Hannifin Corporation (PH) 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
PH vs. VOO - Dividend Comparison
PH's dividend yield for the trailing twelve months is around 1.10%, less than VOO's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PH Parker-Hannifin Corporation | 1.10% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% | 1.38% |
VOO Vanguard S&P 500 ETF | 1.36% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PH vs. VOO - Drawdown Comparison
The maximum PH drawdown since its inception was -66.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PH and VOO. For additional features, visit the drawdowns tool.
Volatility
PH vs. VOO - Volatility Comparison
Parker-Hannifin Corporation (PH) has a higher volatility of 5.06% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that PH'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.