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

Correlation

The correlation between RELX and VOO is 0.55, 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.


-0.50.00.51.00.6

Performance

RELX vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.94%
8.46%
RELX
VOO

Key characteristics

Sharpe Ratio

RELX:

1.20

VOO:

2.21

Sortino Ratio

RELX:

1.74

VOO:

2.92

Omega Ratio

RELX:

1.21

VOO:

1.41

Calmar Ratio

RELX:

2.23

VOO:

3.34

Martin Ratio

RELX:

5.53

VOO:

14.07

Ulcer Index

RELX:

3.64%

VOO:

2.01%

Daily Std Dev

RELX:

16.82%

VOO:

12.80%

Max Drawdown

RELX:

-55.06%

VOO:

-33.99%

Current Drawdown

RELX:

-1.41%

VOO:

-1.36%

Returns By Period

In the year-to-date period, RELX achieves a 6.05% return, which is significantly higher than VOO's 1.98% return. Both investments have delivered pretty close results over the past 10 years, with RELX having a 13.78% annualized return and VOO not far behind at 13.52%.


RELX

YTD

6.05%

1M

3.97%

6M

7.56%

1Y

17.83%

5Y*

15.56%

10Y*

13.78%

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

RELX vs. VOO — Risk-Adjusted Performance Rank

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

RELX
The Risk-Adjusted Performance Rank of RELX is 8181
Overall Rank
The Sharpe Ratio Rank of RELX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of RELX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of RELX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of RELX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of RELX is 8383
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

RELX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RELX PLC (RELX) 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 RELX, currently valued at 1.20, compared to the broader market-2.000.002.004.001.202.21
The chart of Sortino ratio for RELX, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.001.742.92
The chart of Omega ratio for RELX, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.41
The chart of Calmar ratio for RELX, currently valued at 2.23, compared to the broader market0.002.004.006.002.233.34
The chart of Martin ratio for RELX, currently valued at 5.53, compared to the broader market-10.000.0010.0020.0030.005.5314.07
RELX
VOO

The current RELX Sharpe Ratio is 1.20, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of RELX 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.20
2.21
RELX
VOO

Dividends

RELX vs. VOO - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 1.58%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
RELX
RELX PLC
1.58%1.67%1.73%2.42%2.05%2.39%2.20%2.69%1.99%2.48%3.64%3.96%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

RELX vs. VOO - Drawdown Comparison

The maximum RELX drawdown since its inception was -55.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RELX and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.41%
-1.36%
RELX
VOO

Volatility

RELX vs. VOO - Volatility Comparison

The current volatility for RELX PLC (RELX) is 4.40%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.05%. This indicates that RELX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.40%
5.05%
RELX
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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