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

Correlation

The correlation between RBGLY and VOO is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

RBGLY vs. VOO - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
19.96%
10.08%
RBGLY
VOO

Key characteristics

Sharpe Ratio

RBGLY:

-0.06

VOO:

1.88

Sortino Ratio

RBGLY:

0.12

VOO:

2.53

Omega Ratio

RBGLY:

1.02

VOO:

1.35

Calmar Ratio

RBGLY:

-0.04

VOO:

2.81

Martin Ratio

RBGLY:

-0.09

VOO:

11.78

Ulcer Index

RBGLY:

18.66%

VOO:

2.02%

Daily Std Dev

RBGLY:

30.46%

VOO:

12.67%

Max Drawdown

RBGLY:

-43.82%

VOO:

-33.99%

Current Drawdown

RBGLY:

-24.65%

VOO:

0.00%

Returns By Period

In the year-to-date period, RBGLY achieves a 11.98% return, which is significantly higher than VOO's 4.61% return. Over the past 10 years, RBGLY has underperformed VOO with an annualized return of 0.21%, while VOO has yielded a comparatively higher 13.30% annualized return.


RBGLY

YTD

11.98%

1M

10.24%

6M

19.96%

1Y

-4.18%

5Y*

-1.01%

10Y*

0.21%

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RBGLY vs. VOO — Risk-Adjusted Performance Rank

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

RBGLY
The Risk-Adjusted Performance Rank of RBGLY is 4040
Overall Rank
The Sharpe Ratio Rank of RBGLY is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of RBGLY is 3535
Sortino Ratio Rank
The Omega Ratio Rank of RBGLY is 3636
Omega Ratio Rank
The Calmar Ratio Rank of RBGLY is 4343
Calmar Ratio Rank
The Martin Ratio Rank of RBGLY is 4444
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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.

RBGLY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Reckitt Benckiser Group plc (RBGLY) 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 RBGLY, currently valued at -0.06, compared to the broader market-2.000.002.00-0.061.88
The chart of Sortino ratio for RBGLY, currently valued at 0.12, compared to the broader market-4.00-2.000.002.004.006.000.122.53
The chart of Omega ratio for RBGLY, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.35
The chart of Calmar ratio for RBGLY, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.042.81
The chart of Martin ratio for RBGLY, currently valued at -0.09, compared to the broader market0.0010.0020.0030.00-0.0911.78
RBGLY
VOO

The current RBGLY Sharpe Ratio is -0.06, which is lower than the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of RBGLY 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.06
1.88
RBGLY
VOO

Dividends

RBGLY vs. VOO - Dividend Comparison

RBGLY's dividend yield for the trailing twelve months is around 3.73%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
RBGLY
Reckitt Benckiser Group plc
3.73%4.18%3.35%3.20%2.80%2.49%2.72%2.99%2.19%2.40%2.15%2.75%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

RBGLY vs. VOO - Drawdown Comparison

The maximum RBGLY drawdown since its inception was -43.82%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RBGLY and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-24.65%
0
RBGLY
VOO

Volatility

RBGLY vs. VOO - Volatility Comparison

Reckitt Benckiser Group plc (RBGLY) has a higher volatility of 5.43% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. This indicates that RBGLY'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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
5.43%
3.01%
RBGLY
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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