RAIL vs. VOO
RAIL (FreightCar America, Inc.) 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, RAIL returned -5.38%/yr vs 15.14%/yr for VOO. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
RAIL vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RAIL achieves a -28.00% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, RAIL has underperformed VOO with an annualized return of -5.38%, while VOO has yielded a comparatively higher 15.14% annualized return.
RAIL
- 1D
- 0.00%
- 1M
- -11.15%
- 6M
- -30.76%
- YTD
- -28.00%
- 1Y
- -18.67%
- 3Y*
- 37.44%
- 5Y*
- 8.96%
- 10Y*
- -5.38%
- ALL TIME*
- -3.74%
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) |
|---|---|---|---|
| $1.33M | $1.77M | $1.96M | |
| $3.82B | $3.78B | $5.44B |
RAIL vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RAIL FreightCar America, Inc. | -28.00% | 23.55% | 231.85% | -15.63% | -13.28% | 53.11% | 16.43% | -69.06% | -60.83% | 16.26% |
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 RAIL and VOO is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.38 |
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
RAIL vs. VOO — Risk / Return Rank
RAIL
VOO
RAIL vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FreightCar America, Inc. (RAIL) 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.
| RAIL | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.28 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.21 | -2.64 |
| Martin ratioReturn relative to average drawdown | -0.74 | 9.44 | -10.17 |
Loading charts...
Drawdowns
RAIL vs. VOO - Drawdown Comparison
The maximum RAIL drawdown since its inception was -98.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RAIL and VOO.
Loading charts...
Drawdown Indicators
| RAIL | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.88% | -33.99% | -64.89% |
Max Drawdown (1Y)Largest decline over 1 year | -50.34% | -8.90% | -41.44% |
Max Drawdown (3Y)Largest decline over 3 years | -71.67% | -18.69% | -52.98% |
Max Drawdown (5Y)Largest decline over 5 years | -71.67% | -24.52% | -47.15% |
Max Drawdown (10Y)Largest decline over 10 years | -96.23% | -33.99% | -62.24% |
Current DrawdownCurrent decline from peak | -88.29% | -1.38% | -86.91% |
Average DrawdownAverage peak-to-trough decline | -71.96% | -3.67% | -68.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.31% | 2.08% | +27.23% |
Volatility
RAIL vs. VOO - Volatility Comparison
FreightCar America, Inc. (RAIL) has a higher volatility of 14.69% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that RAIL'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
| RAIL | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.69% | 3.54% | +11.15% |
Volatility (6M)Calculated over the trailing 6-month period | 43.90% | 10.10% | +33.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.50% | 12.82% | +46.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.93% | 16.93% | +51.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.83% | 18.01% | +55.82% |
Dividends
RAIL vs. VOO - Dividend Comparison
RAIL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RAIL FreightCar America, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.58% | 2.41% | 1.85% |
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
RAIL and VOO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RAIL has higher volatility (14.69%) compared to VOO (3.54%). In terms of maximum drawdown, RAIL dropped -98.88% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.36), 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 RAIL 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