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

Performance

PPC vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
43.39%
12.85%
PPC
VOO

Returns By Period

In the year-to-date period, PPC achieves a 88.90% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, PPC has underperformed VOO with an annualized return of 8.24%, while VOO has yielded a comparatively higher 13.18% annualized return.


PPC

YTD

88.90%

1M

16.79%

6M

46.32%

1Y

100.88%

5Y (annualized)

11.34%

10Y (annualized)

8.24%

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


PPCVOO
Sharpe Ratio3.762.70
Sortino Ratio4.353.60
Omega Ratio1.611.50
Calmar Ratio3.093.90
Martin Ratio24.3917.65
Ulcer Index4.15%1.86%
Daily Std Dev26.92%12.19%
Max Drawdown-99.64%-33.99%
Current Drawdown-2.92%-0.86%

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Correlation

-0.50.00.51.00.4

The correlation between PPC and VOO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

PPC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pilgrim's Pride Corporation (PPC) 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.


Sharpe ratio
The chart of Sharpe ratio for PPC, currently valued at 3.76, compared to the broader market-4.00-2.000.002.004.003.762.70
The chart of Sortino ratio for PPC, currently valued at 4.35, compared to the broader market-4.00-2.000.002.004.004.353.60
The chart of Omega ratio for PPC, currently valued at 1.61, compared to the broader market0.501.001.502.001.611.50
The chart of Calmar ratio for PPC, currently valued at 3.09, compared to the broader market0.002.004.006.003.093.90
The chart of Martin ratio for PPC, currently valued at 24.39, compared to the broader market0.0010.0020.0030.0024.3917.65
PPC
VOO

The current PPC Sharpe Ratio is 3.76, which is higher than the VOO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of PPC 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.76
2.70
PPC
VOO

Dividends

PPC vs. VOO - Dividend Comparison

PPC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20232022202120202019201820172016201520142013
PPC
Pilgrim's Pride Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%14.48%26.12%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PPC vs. VOO - Drawdown Comparison

The maximum PPC drawdown since its inception was -99.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PPC and VOO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.92%
-0.86%
PPC
VOO

Volatility

PPC vs. VOO - Volatility Comparison

Pilgrim's Pride Corporation (PPC) has a higher volatility of 9.58% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that PPC'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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.58%
3.99%
PPC
VOO