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

Correlation

The correlation between REVG and VOO is 0.45, 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.


-0.50.00.51.00.4

Performance

REVG vs. VOO - Performance Comparison

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

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
83.39%
201.87%
REVG
VOO

Key characteristics

Sharpe Ratio

REVG:

2.65

VOO:

2.49

Sortino Ratio

REVG:

3.28

VOO:

3.34

Omega Ratio

REVG:

1.41

VOO:

1.46

Calmar Ratio

REVG:

2.86

VOO:

3.59

Martin Ratio

REVG:

15.71

VOO:

16.24

Ulcer Index

REVG:

8.02%

VOO:

1.86%

Daily Std Dev

REVG:

47.56%

VOO:

12.14%

Max Drawdown

REVG:

-88.07%

VOO:

-33.99%

Current Drawdown

REVG:

0.00%

VOO:

-0.57%

Returns By Period

In the year-to-date period, REVG achieves a 130.52% return, which is significantly higher than VOO's 28.46% return.


REVG

YTD

130.52%

1M

18.70%

6M

34.84%

1Y

126.41%

5Y (annualized)

30.36%

10Y (annualized)

N/A

VOO

YTD

28.46%

1M

1.20%

6M

12.09%

1Y

29.90%

5Y (annualized)

15.62%

10Y (annualized)

13.90%

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

REVG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for REV Group, Inc. (REVG) 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 REVG, currently valued at 2.65, compared to the broader market-4.00-2.000.002.002.652.49
The chart of Sortino ratio for REVG, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.003.283.34
The chart of Omega ratio for REVG, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.46
The chart of Calmar ratio for REVG, currently valued at 2.86, compared to the broader market0.002.004.006.002.863.59
The chart of Martin ratio for REVG, currently valued at 15.71, compared to the broader market-10.000.0010.0020.0030.0015.7116.24
REVG
VOO

The current REVG Sharpe Ratio is 2.65, which is comparable to the VOO Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of REVG 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.65
2.49
REVG
VOO

Dividends

REVG vs. VOO - Dividend Comparison

REVG's dividend yield for the trailing twelve months is around 9.08%, more than VOO's 1.22% yield.


TTM20232022202120202019201820172016201520142013
REVG
REV Group, Inc.
9.08%1.10%1.58%1.06%1.14%1.64%2.66%0.46%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

REVG vs. VOO - Drawdown Comparison

The maximum REVG drawdown since its inception was -88.07%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for REVG and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.57%
REVG
VOO

Volatility

REVG vs. VOO - Volatility Comparison

REV Group, Inc. (REVG) has a higher volatility of 16.64% compared to Vanguard S&P 500 ETF (VOO) at 2.34%. This indicates that REVG'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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.64%
2.34%
REVG
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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