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R vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

R vs. VOO - Performance Comparison

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

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R vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
R
Ryder System, Inc.
7.42%24.53%39.51%41.61%4.38%37.59%20.15%17.42%-41.03%15.88%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, R achieves a 7.42% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, R has outperformed VOO with an annualized return of 15.76%, while VOO has yielded a comparatively lower 14.05% annualized return.


R

1D
4.01%
1M
-7.61%
YTD
7.42%
6M
9.57%
1Y
45.20%
3Y*
34.98%
5Y*
24.75%
10Y*
15.76%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

R vs. VOO — Risk / Return Rank

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

R
R Risk / Return Rank: 8080
Overall Rank
R Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
R Sortino Ratio Rank: 7575
Sortino Ratio Rank
R Omega Ratio Rank: 7676
Omega Ratio Rank
R Calmar Ratio Rank: 8484
Calmar Ratio Rank
R Martin Ratio Rank: 8484
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

R vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryder System, Inc. (R) 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.


RVOODifference

Sharpe ratio

Return per unit of total volatility

1.27

0.98

+0.29

Sortino ratio

Return per unit of downside risk

1.81

1.50

+0.31

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

2.78

1.53

+1.24

Martin ratio

Return relative to average drawdown

7.15

7.29

-0.14

R vs. VOO - Sharpe Ratio Comparison

The current R Sharpe Ratio is 1.27, which is comparable to the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of R 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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Sharpe Ratios by Period


RVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.98

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.70

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.78

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.83

-0.54

Correlation

The correlation between R and VOO is 0.62, 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.


Dividends

R vs. VOO - Dividend Comparison

R's dividend yield for the trailing twelve months is around 1.73%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
R
Ryder System, Inc.
1.73%1.80%1.94%2.31%2.87%2.77%3.63%4.05%4.40%2.14%2.28%2.75%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

R vs. VOO - Drawdown Comparison

The maximum R drawdown since its inception was -74.02%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for R and VOO.


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Drawdown Indicators


RVOODifference

Max Drawdown

Largest peak-to-trough decline

-74.02%

-33.99%

-40.03%

Max Drawdown (1Y)

Largest decline over 1 year

-17.52%

-11.98%

-5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

-24.52%

-5.45%

Max Drawdown (10Y)

Largest decline over 10 years

-72.26%

-33.99%

-38.27%

Current Drawdown

Current decline from peak

-8.64%

-6.29%

-2.35%

Average Drawdown

Average peak-to-trough decline

-22.58%

-3.72%

-18.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.80%

2.52%

+4.28%

Volatility

R vs. VOO - Volatility Comparison

Ryder System, Inc. (R) has a higher volatility of 11.74% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that R'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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Volatility by Period


RVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.74%

5.29%

+6.45%

Volatility (6M)

Calculated over the trailing 6-month period

26.31%

9.44%

+16.87%

Volatility (1Y)

Calculated over the trailing 1-year period

35.79%

18.10%

+17.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.88%

16.82%

+16.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.53%

17.99%

+18.54%