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

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.

500.00%550.00%600.00%650.00%700.00%750.00%800.00%850.00%JuneJulyAugustSeptemberOctoberNovember
745.20%
594.49%
RELX
VOO

Returns By Period

In the year-to-date period, RELX achieves a 14.13% return, which is significantly lower than VOO's 24.51% return. Both investments have delivered pretty close results over the past 10 years, with RELX having a 13.07% annualized return and VOO not far ahead at 13.12%.


RELX

YTD

14.13%

1M

-7.68%

6M

1.38%

1Y

23.03%

5Y (annualized)

15.65%

10Y (annualized)

13.07%

VOO

YTD

24.51%

1M

0.61%

6M

11.38%

1Y

32.00%

5Y (annualized)

15.30%

10Y (annualized)

13.12%

Key characteristics


RELXVOO
Sharpe Ratio1.442.64
Sortino Ratio1.993.53
Omega Ratio1.251.49
Calmar Ratio2.743.81
Martin Ratio8.1417.34
Ulcer Index3.04%1.86%
Daily Std Dev17.24%12.20%
Max Drawdown-55.06%-33.99%
Current Drawdown-9.03%-2.16%

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Correlation

-0.50.00.51.00.6

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.

Risk-Adjusted Performance

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 1.44, compared to the broader market-4.00-2.000.002.001.442.64
The chart of Sortino ratio for RELX, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.993.53
The chart of Omega ratio for RELX, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.49
The chart of Calmar ratio for RELX, currently valued at 2.74, compared to the broader market0.002.004.006.002.743.81
The chart of Martin ratio for RELX, currently valued at 8.14, compared to the broader market0.0010.0020.0030.008.1417.34
RELX
VOO

The current RELX Sharpe Ratio is 1.44, which is lower than the VOO Sharpe Ratio of 2.64. 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.44
2.64
RELX
VOO

Dividends

RELX vs. VOO - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 1.71%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
RELX
RELX PLC
1.71%1.73%2.42%2.05%2.39%2.20%2.69%1.99%2.48%3.64%3.96%2.38%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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%JuneJulyAugustSeptemberOctoberNovember
-9.03%
-2.16%
RELX
VOO

Volatility

RELX vs. VOO - Volatility Comparison

RELX PLC (RELX) has a higher volatility of 6.18% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that RELX'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%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.18%
4.09%
RELX
VOO