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

Correlation

The correlation between PRK and VOO is 0.54, 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

PRK vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Park National Corporation (PRK) 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

PRK:

0.53

VOO:

0.52

Sortino Ratio

PRK:

1.20

VOO:

0.89

Omega Ratio

PRK:

1.15

VOO:

1.13

Calmar Ratio

PRK:

0.75

VOO:

0.57

Martin Ratio

PRK:

1.54

VOO:

2.18

Ulcer Index

PRK:

14.86%

VOO:

4.85%

Daily Std Dev

PRK:

37.02%

VOO:

19.11%

Max Drawdown

PRK:

-65.54%

VOO:

-33.99%

Current Drawdown

PRK:

-19.97%

VOO:

-7.67%

Returns By Period

In the year-to-date period, PRK achieves a -4.38% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, PRK has underperformed VOO with an annualized return of 11.18%, while VOO has yielded a comparatively higher 12.42% annualized return.


PRK

YTD

-4.38%

1M

14.91%

6M

-13.74%

1Y

20.30%

5Y*

21.67%

10Y*

11.18%

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

PRK vs. VOO — Risk-Adjusted Performance Rank

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

PRK
The Risk-Adjusted Performance Rank of PRK is 7272
Overall Rank
The Sharpe Ratio Rank of PRK is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of PRK is 7171
Sortino Ratio Rank
The Omega Ratio Rank of PRK is 6969
Omega Ratio Rank
The Calmar Ratio Rank of PRK is 8080
Calmar Ratio Rank
The Martin Ratio Rank of PRK is 7070
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

PRK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Park National Corporation (PRK) 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 PRK Sharpe Ratio is 0.53, which is comparable to the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PRK 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

PRK vs. VOO - Dividend Comparison

PRK's dividend yield for the trailing twelve months is around 2.92%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
PRK
Park National Corporation
2.92%2.76%3.16%3.31%3.29%4.08%4.14%4.79%3.62%3.14%4.16%4.25%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PRK vs. VOO - Drawdown Comparison

The maximum PRK drawdown since its inception was -65.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRK and VOO. For additional features, visit the drawdowns tool.


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Volatility

PRK vs. VOO - Volatility Comparison

Park National Corporation (PRK) has a higher volatility of 11.20% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that PRK'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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