RCL vs. VOO
Compare and contrast key facts about Royal Caribbean Cruises Ltd. (RCL) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RCL or VOO.
Performance
RCL vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, RCL achieves a 86.93% return, which is significantly higher than VOO's 26.58% return. Over the past 10 years, RCL has outperformed VOO with an annualized return of 14.45%, while VOO has yielded a comparatively lower 13.22% annualized return.
RCL
86.93%
20.06%
63.08%
130.62%
15.63%
14.45%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| RCL | VOO | |
|---|---|---|
| Sharpe Ratio | 3.87 | 2.69 |
| Sortino Ratio | 4.24 | 3.59 |
| Omega Ratio | 1.59 | 1.50 |
| Calmar Ratio | 5.97 | 3.88 |
| Martin Ratio | 25.95 | 17.58 |
| Ulcer Index | 5.03% | 1.86% |
| Daily Std Dev | 33.79% | 12.19% |
| Max Drawdown | -89.49% | -33.99% |
| Current Drawdown | 0.00% | -0.53% |
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Correlation
The correlation between RCL and VOO is 0.56, 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.
Risk-Adjusted Performance
RCL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royal Caribbean Cruises Ltd. (RCL) 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.
Dividends
RCL vs. VOO - Dividend Comparison
RCL's dividend yield for the trailing twelve months is around 0.17%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RCL Royal Caribbean Cruises Ltd. | 0.17% | 0.00% | 0.00% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% | 1.33% | 1.56% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
RCL vs. VOO - Drawdown Comparison
The maximum RCL drawdown since its inception was -89.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RCL and VOO. For additional features, visit the drawdowns tool.
Volatility
RCL vs. VOO - Volatility Comparison
Royal Caribbean Cruises Ltd. (RCL) has a higher volatility of 10.56% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that RCL'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.