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

Correlation

The correlation between PRMW and VOO is 0.41, 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.


-0.50.00.51.00.4

Performance

PRMW vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Primo Water Corporation (PRMW) 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%JulyAugustSeptemberOctoberNovemberDecember
14.16%
10.98%
PRMW
VOO

Key characteristics

Returns By Period


PRMW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

28.23%

1M

1.30%

6M

11.10%

1Y

28.67%

5Y*

15.07%

10Y*

13.23%

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Risk-Adjusted Performance

PRMW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Primo Water Corporation (PRMW) 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 PRMW, currently valued at 3.04, compared to the broader market-4.00-2.000.002.003.042.30
The chart of Sortino ratio for PRMW, currently valued at 4.12, compared to the broader market-4.00-2.000.002.004.004.123.05
The chart of Omega ratio for PRMW, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.43
The chart of Calmar ratio for PRMW, currently valued at 2.80, compared to the broader market0.002.004.006.002.803.39
The chart of Martin ratio for PRMW, currently valued at 12.91, compared to the broader market0.0010.0020.0012.9115.10
PRMW
VOO


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.04
2.30
PRMW
VOO

Dividends

PRMW vs. VOO - Dividend Comparison

PRMW has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


TTM20232022202120202019201820172016201520142013
PRMW
Primo Water Corporation
4.50%2.13%1.80%1.36%1.53%1.75%1.72%1.44%2.11%2.18%3.49%3.66%
VOO
Vanguard S&P 500 ETF
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PRMW vs. VOO - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.55%
-0.76%
PRMW
VOO

Volatility

PRMW vs. VOO - Volatility Comparison

The current volatility for Primo Water Corporation (PRMW) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.90%. This indicates that PRMW experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember0
3.90%
PRMW
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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