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PLD vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PLD and VOO is 0.57, 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.


Performance

PLD vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PLD:

0.09

VOO:

0.67

Sortino Ratio

PLD:

0.44

VOO:

1.19

Omega Ratio

PLD:

1.06

VOO:

1.17

Calmar Ratio

PLD:

0.11

VOO:

0.80

Martin Ratio

PLD:

0.42

VOO:

3.05

Ulcer Index

PLD:

11.65%

VOO:

4.88%

Daily Std Dev

PLD:

29.25%

VOO:

19.40%

Max Drawdown

PLD:

-84.70%

VOO:

-33.99%

Current Drawdown

PLD:

-31.00%

VOO:

-3.38%

Returns By Period

In the year-to-date period, PLD achieves a 4.26% return, which is significantly higher than VOO's 1.08% return. Over the past 10 years, PLD has outperformed VOO with an annualized return of 13.69%, while VOO has yielded a comparatively lower 12.77% annualized return.


PLD

YTD

4.26%

1M

10.92%

6M

-3.13%

1Y

2.70%

5Y*

8.42%

10Y*

13.69%

VOO

YTD

1.08%

1M

9.85%

6M

0.15%

1Y

12.97%

5Y*

17.43%

10Y*

12.77%

*Annualized

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Risk-Adjusted Performance

PLD vs. VOO — Risk-Adjusted Performance Rank

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

PLD
The Risk-Adjusted Performance Rank of PLD is 5353
Overall Rank
The Sharpe Ratio Rank of PLD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of PLD is 4949
Sortino Ratio Rank
The Omega Ratio Rank of PLD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of PLD is 5757
Calmar Ratio Rank
The Martin Ratio Rank of PLD is 5757
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PLD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prologis, Inc. (PLD) 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 PLD Sharpe Ratio is 0.09, which is lower than the VOO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PLD 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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Dividends

PLD vs. VOO - Dividend Comparison

PLD's dividend yield for the trailing twelve months is around 3.56%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
PLD
Prologis, Inc.
3.56%3.63%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PLD vs. VOO - Drawdown Comparison

The maximum PLD drawdown since its inception was -84.70%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PLD and VOO. For additional features, visit the drawdowns tool.


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Volatility

PLD vs. VOO - Volatility Comparison

Prologis, Inc. (PLD) has a higher volatility of 7.15% compared to Vanguard S&P 500 ETF (VOO) at 6.16%. This indicates that PLD'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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