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RELL vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RELL vs. VOO - Performance Comparison

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

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RELL vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RELL
Richardson Electronics, Ltd.
1.20%-20.61%7.37%-36.37%60.29%195.92%-12.68%-32.57%32.67%11.29%
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, RELL achieves a 1.20% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, RELL has underperformed VOO with an annualized return of 11.20%, while VOO has yielded a comparatively higher 14.05% annualized return.


RELL

1D
2.05%
1M
-10.83%
YTD
1.20%
6M
13.13%
1Y
0.54%
3Y*
-19.42%
5Y*
12.47%
10Y*
11.20%

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

RELL vs. VOO — Risk / Return Rank

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

RELL
RELL Risk / Return Rank: 4141
Overall Rank
RELL Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
RELL Sortino Ratio Rank: 3939
Sortino Ratio Rank
RELL Omega Ratio Rank: 3939
Omega Ratio Rank
RELL Calmar Ratio Rank: 4343
Calmar Ratio Rank
RELL Martin Ratio Rank: 4343
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.

RELL vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Richardson Electronics, Ltd. (RELL) 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.


RELLVOODifference

Sharpe ratio

Return per unit of total volatility

0.01

0.98

-0.97

Sortino ratio

Return per unit of downside risk

0.40

1.50

-1.10

Omega ratio

Gain probability vs. loss probability

1.05

1.23

-0.18

Calmar ratio

Return relative to maximum drawdown

0.08

1.53

-1.45

Martin ratio

Return relative to average drawdown

0.17

7.29

-7.13

RELL vs. VOO - Sharpe Ratio Comparison

The current RELL Sharpe Ratio is 0.01, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of RELL 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


RELLVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

0.98

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.70

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.78

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.83

-0.78

Correlation

The correlation between RELL and VOO is 0.32, 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.


Dividends

RELL vs. VOO - Dividend Comparison

RELL's dividend yield for the trailing twelve months is around 2.19%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
RELL
Richardson Electronics, Ltd.
2.19%2.21%1.71%1.80%1.13%1.78%3.82%4.26%2.76%3.56%3.81%4.23%
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

RELL vs. VOO - Drawdown Comparison

The maximum RELL drawdown since its inception was -84.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RELL and VOO.


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Drawdown Indicators


RELLVOODifference

Max Drawdown

Largest peak-to-trough decline

-84.15%

-33.99%

-50.16%

Max Drawdown (1Y)

Largest decline over 1 year

-25.64%

-11.98%

-13.66%

Max Drawdown (5Y)

Largest decline over 5 years

-68.48%

-24.52%

-43.96%

Max Drawdown (10Y)

Largest decline over 10 years

-68.48%

-33.99%

-34.49%

Current Drawdown

Current decline from peak

-55.90%

-6.29%

-49.61%

Average Drawdown

Average peak-to-trough decline

-39.08%

-3.72%

-35.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.83%

2.52%

+11.31%

Volatility

RELL vs. VOO - Volatility Comparison

Richardson Electronics, Ltd. (RELL) has a higher volatility of 12.78% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that RELL'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


RELLVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.78%

5.29%

+7.49%

Volatility (6M)

Calculated over the trailing 6-month period

40.16%

9.44%

+30.72%

Volatility (1Y)

Calculated over the trailing 1-year period

53.73%

18.10%

+35.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.12%

16.82%

+34.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.19%

17.99%

+25.20%