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

Correlation

The correlation between PPH and VOO is 0.69, 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.


-0.50.00.51.00.7

Performance

PPH vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.84%
10.43%
PPH
VOO

Key characteristics

Sharpe Ratio

PPH:

1.02

VOO:

2.22

Sortino Ratio

PPH:

1.47

VOO:

2.95

Omega Ratio

PPH:

1.18

VOO:

1.42

Calmar Ratio

PPH:

0.87

VOO:

3.27

Martin Ratio

PPH:

2.42

VOO:

14.57

Ulcer Index

PPH:

4.55%

VOO:

1.90%

Daily Std Dev

PPH:

10.85%

VOO:

12.47%

Max Drawdown

PPH:

-46.49%

VOO:

-33.99%

Current Drawdown

PPH:

-11.32%

VOO:

-1.77%

Returns By Period

In the year-to-date period, PPH achieves a 9.45% return, which is significantly lower than VOO's 26.92% return. Over the past 10 years, PPH has underperformed VOO with an annualized return of 5.01%, while VOO has yielded a comparatively higher 13.12% annualized return.


PPH

YTD

9.45%

1M

-0.88%

6M

-4.84%

1Y

10.68%

5Y*

8.27%

10Y*

5.01%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PPH vs. VOO - Expense Ratio Comparison

PPH has a 0.36% expense ratio, which is higher than VOO's 0.03% expense ratio.


PPH
VanEck Vectors Pharmaceutical ETF
Expense ratio chart for PPH: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

PPH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Pharmaceutical ETF (PPH) 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 PPH, currently valued at 1.02, compared to the broader market0.002.004.001.022.22
The chart of Sortino ratio for PPH, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.001.472.95
The chart of Omega ratio for PPH, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.42
The chart of Calmar ratio for PPH, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.873.27
The chart of Martin ratio for PPH, currently valued at 2.42, compared to the broader market0.0020.0040.0060.0080.00100.002.4214.57
PPH
VOO

The current PPH Sharpe Ratio is 1.02, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of PPH 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.02
2.22
PPH
VOO

Dividends

PPH vs. VOO - Dividend Comparison

PPH's dividend yield for the trailing twelve months is around 1.83%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
PPH
VanEck Vectors Pharmaceutical ETF
1.83%2.09%1.55%1.62%1.66%1.77%1.97%1.92%2.43%1.93%1.71%2.03%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PPH vs. VOO - Drawdown Comparison

The maximum PPH drawdown since its inception was -46.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PPH and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.32%
-1.77%
PPH
VOO

Volatility

PPH vs. VOO - Volatility Comparison

VanEck Vectors Pharmaceutical ETF (PPH) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.78% and 3.78%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.78%
3.78%
PPH
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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