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

Correlation

The correlation between PR and VOO is 0.38, 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.


-0.50.00.51.00.4

Performance

PR vs. VOO - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
93.86%
54.95%
PR
VOO

Key characteristics

Sharpe Ratio

PR:

0.26

VOO:

2.25

Sortino Ratio

PR:

0.55

VOO:

2.98

Omega Ratio

PR:

1.07

VOO:

1.42

Calmar Ratio

PR:

0.29

VOO:

3.31

Martin Ratio

PR:

0.59

VOO:

14.77

Ulcer Index

PR:

13.33%

VOO:

1.90%

Daily Std Dev

PR:

30.01%

VOO:

12.46%

Max Drawdown

PR:

-26.73%

VOO:

-33.99%

Current Drawdown

PR:

-21.99%

VOO:

-2.47%

Returns By Period

In the year-to-date period, PR achieves a 4.69% return, which is significantly lower than VOO's 26.02% return.


PR

YTD

4.69%

1M

-12.03%

6M

-9.59%

1Y

5.70%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

PR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Permian Resources Corporation (PR) 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 PR, currently valued at 0.26, compared to the broader market-4.00-2.000.002.000.262.25
The chart of Sortino ratio for PR, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.552.98
The chart of Omega ratio for PR, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.42
The chart of Calmar ratio for PR, currently valued at 0.29, compared to the broader market0.002.004.006.000.293.31
The chart of Martin ratio for PR, currently valued at 0.59, compared to the broader market-5.000.005.0010.0015.0020.0025.000.5914.77
PR
VOO

The current PR Sharpe Ratio is 0.26, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of PR 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.26
2.25
PR
VOO

Dividends

PR vs. VOO - Dividend Comparison

PR's dividend yield for the trailing twelve months is around 5.22%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
PR
Permian Resources Corporation
5.22%2.72%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PR vs. VOO - Drawdown Comparison

The maximum PR drawdown since its inception was -26.73%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PR and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.99%
-2.47%
PR
VOO

Volatility

PR vs. VOO - Volatility Comparison

Permian Resources Corporation (PR) has a higher volatility of 9.48% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that PR'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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.48%
3.75%
PR
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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