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

Correlation

The correlation between RGA and VOO is 0.57, 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

RGA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reinsurance Group of America, Incorporated (RGA) 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%15.00%AugustSeptemberOctoberNovemberDecember2025
6.02%
6.72%
RGA
VOO

Key characteristics

Sharpe Ratio

RGA:

1.52

VOO:

2.03

Sortino Ratio

RGA:

2.01

VOO:

2.71

Omega Ratio

RGA:

1.29

VOO:

1.38

Calmar Ratio

RGA:

0.34

VOO:

3.01

Martin Ratio

RGA:

7.83

VOO:

13.24

Ulcer Index

RGA:

4.38%

VOO:

1.92%

Daily Std Dev

RGA:

22.60%

VOO:

12.57%

Max Drawdown

RGA:

-100.00%

VOO:

-33.99%

Current Drawdown

RGA:

-99.97%

VOO:

-3.51%

Returns By Period

In the year-to-date period, RGA achieves a 0.82% return, which is significantly higher than VOO's -0.25% return. Over the past 10 years, RGA has underperformed VOO with an annualized return of 11.81%, while VOO has yielded a comparatively higher 13.28% annualized return.


RGA

YTD

0.82%

1M

-4.61%

6M

6.02%

1Y

33.55%

5Y*

8.25%

10Y*

11.81%

VOO

YTD

-0.25%

1M

-2.87%

6M

6.72%

1Y

26.40%

5Y*

14.45%

10Y*

13.28%

*Annualized

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Risk-Adjusted Performance

RGA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Reinsurance Group of America, Incorporated (RGA) 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 RGA, currently valued at 1.52, compared to the broader market-4.00-2.000.002.001.522.03
The chart of Sortino ratio for RGA, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.002.012.71
The chart of Omega ratio for RGA, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.38
The chart of Calmar ratio for RGA, currently valued at 2.34, compared to the broader market0.002.004.006.002.343.01
The chart of Martin ratio for RGA, currently valued at 7.83, compared to the broader market0.005.0010.0015.0020.0025.007.8313.24
RGA
VOO

The current RGA Sharpe Ratio is 1.52, which is comparable to the VOO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of RGA 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
1.52
2.03
RGA
VOO

Dividends

RGA vs. VOO - Dividend Comparison

RGA's dividend yield for the trailing twelve months is around 1.62%, more than VOO's 1.25% yield.


TTM20242023202220212020201920182017201620152014
RGA
Reinsurance Group of America, Incorporated
1.62%1.63%2.04%2.15%2.61%2.42%1.59%1.57%1.17%1.24%1.64%1.44%
VOO
Vanguard S&P 500 ETF
1.25%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

RGA vs. VOO - Drawdown Comparison

The maximum RGA drawdown since its inception was -100.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RGA and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.14%
-3.51%
RGA
VOO

Volatility

RGA vs. VOO - Volatility Comparison

Reinsurance Group of America, Incorporated (RGA) has a higher volatility of 6.30% compared to Vanguard S&P 500 ETF (VOO) at 4.08%. This indicates that RGA'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%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.30%
4.08%
RGA
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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