PSHZF vs. VOO
PSHZF (Pershing Square Holdings, Ltd.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, PSHZF returned 14.73%/yr vs 15.14%/yr for VOO. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
PSHZF vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PSHZF achieves a -19.70% return, which is significantly lower than VOO's 10.16% return. Both investments have delivered pretty close results over the past 10 years, with PSHZF having a 14.73% annualized return and VOO not far ahead at 15.14%.
PSHZF
- 1D
- 2.32%
- 1M
- 2.25%
- 6M
- -16.23%
- YTD
- -19.70%
- 1Y
- -4.96%
- 3Y*
- 11.98%
- 5Y*
- 9.45%
- 10Y*
- 14.73%
- ALL TIME*
- 7.24%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $521.37K | $513.18K | $972.87K | |
| $3.82B | $3.78B | $5.44B |
PSHZF vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSHZF Pershing Square Holdings, Ltd. | -19.70% | 36.74% | 4.57% | 37.43% | -15.13% | 17.80% | 89.27% | 53.54% | -8.09% | -5.08% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between PSHZF and VOO is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2015 | 0.44 |
The correlation between PSHZF and VOO has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PSHZF vs. VOO — Risk / Return Rank
PSHZF
VOO
PSHZF vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pershing Square Holdings, Ltd. (PSHZF) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PSHZF | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.28 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 2.21 | -2.42 |
| Martin ratioReturn relative to average drawdown | -0.42 | 9.44 | -9.85 |
Loading charts...
Drawdowns
PSHZF vs. VOO - Drawdown Comparison
The maximum PSHZF drawdown since its inception was -56.97%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PSHZF and VOO.
Loading charts...
Drawdown Indicators
| PSHZF | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.97% | -33.99% | -22.98% |
Max Drawdown (1Y)Largest decline over 1 year | -27.24% | -8.90% | -18.34% |
Max Drawdown (3Y)Largest decline over 3 years | -27.24% | -18.69% | -8.55% |
Max Drawdown (5Y)Largest decline over 5 years | -31.46% | -24.52% | -6.94% |
Max Drawdown (10Y)Largest decline over 10 years | -32.96% | -33.99% | +1.03% |
Current DrawdownCurrent decline from peak | -22.34% | -1.38% | -20.96% |
Average DrawdownAverage peak-to-trough decline | -23.16% | -3.67% | -19.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.78% | 2.08% | +11.70% |
Volatility
PSHZF vs. VOO - Volatility Comparison
Pershing Square Holdings, Ltd. (PSHZF) has a higher volatility of 7.26% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that PSHZF'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.
Loading charts...
Volatility by Period
| PSHZF | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 3.54% | +3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 18.43% | 10.10% | +8.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.02% | 12.82% | +10.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.56% | 16.93% | +7.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.04% | 18.01% | +7.03% |
Dividends
PSHZF vs. VOO - Dividend Comparison
PSHZF's dividend yield for the trailing twelve months is around 1.34%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSHZF Pershing Square Holdings, Ltd. | 1.34% | 1.01% | 1.21% | 1.12% | 1.38% | 1.14% | 1.35% | 1.57% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
PSHZF and VOO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSHZF has higher volatility (7.26%) compared to VOO (3.54%). In terms of maximum drawdown, PSHZF dropped -56.97% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for PSHZF and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer