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

Correlation

The correlation between POOL and VOO is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

POOL vs. VOO - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,714.82%
557.08%
POOL
VOO

Key characteristics

Sharpe Ratio

POOL:

-0.66

VOO:

0.54

Sortino Ratio

POOL:

-0.83

VOO:

0.88

Omega Ratio

POOL:

0.90

VOO:

1.13

Calmar Ratio

POOL:

-0.44

VOO:

0.55

Martin Ratio

POOL:

-1.87

VOO:

2.27

Ulcer Index

POOL:

11.33%

VOO:

4.55%

Daily Std Dev

POOL:

32.31%

VOO:

19.19%

Max Drawdown

POOL:

-75.71%

VOO:

-33.99%

Current Drawdown

POOL:

-47.54%

VOO:

-9.90%

Returns By Period

In the year-to-date period, POOL achieves a -14.17% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, POOL has outperformed VOO with an annualized return of 17.13%, while VOO has yielded a comparatively lower 12.07% annualized return.


POOL

YTD

-14.17%

1M

-10.81%

6M

-19.78%

1Y

-20.12%

5Y*

7.56%

10Y*

17.13%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

POOL vs. VOO — Risk-Adjusted Performance Rank

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

POOL
The Risk-Adjusted Performance Rank of POOL is 1515
Overall Rank
The Sharpe Ratio Rank of POOL is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of POOL is 1616
Sortino Ratio Rank
The Omega Ratio Rank of POOL is 1818
Omega Ratio Rank
The Calmar Ratio Rank of POOL is 2323
Calmar Ratio Rank
The Martin Ratio Rank of POOL is 22
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

POOL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pool Corporation (POOL) 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 chart of Sharpe ratio for POOL, currently valued at -0.66, compared to the broader market-2.00-1.000.001.002.003.00
POOL: -0.66
VOO: 0.54
The chart of Sortino ratio for POOL, currently valued at -0.83, compared to the broader market-6.00-4.00-2.000.002.004.00
POOL: -0.83
VOO: 0.88
The chart of Omega ratio for POOL, currently valued at 0.90, compared to the broader market0.501.001.502.00
POOL: 0.90
VOO: 1.13
The chart of Calmar ratio for POOL, currently valued at -0.44, compared to the broader market0.001.002.003.004.005.00
POOL: -0.44
VOO: 0.55
The chart of Martin ratio for POOL, currently valued at -1.87, compared to the broader market-5.000.005.0010.0015.0020.00
POOL: -1.87
VOO: 2.27

The current POOL Sharpe Ratio is -0.66, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of POOL 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.66
0.54
POOL
VOO

Dividends

POOL vs. VOO - Dividend Comparison

POOL's dividend yield for the trailing twelve months is around 1.65%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
POOL
Pool Corporation
1.65%1.38%1.08%1.26%0.53%0.61%0.99%1.16%1.10%1.14%1.24%1.34%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

POOL vs. VOO - Drawdown Comparison

The maximum POOL drawdown since its inception was -75.71%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for POOL and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-47.54%
-9.90%
POOL
VOO

Volatility

POOL vs. VOO - Volatility Comparison

Pool Corporation (POOL) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.52% and 13.96%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.52%
13.96%
POOL
VOO