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

Correlation

The correlation between RGP and VOO is 0.50, 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.


-0.50.00.51.00.5

Performance

RGP vs. VOO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
12.01%
602.93%
RGP
VOO

Key characteristics

Sharpe Ratio

RGP:

-1.13

VOO:

2.25

Sortino Ratio

RGP:

-1.63

VOO:

2.98

Omega Ratio

RGP:

0.80

VOO:

1.42

Calmar Ratio

RGP:

-0.60

VOO:

3.31

Martin Ratio

RGP:

-1.56

VOO:

14.77

Ulcer Index

RGP:

24.81%

VOO:

1.90%

Daily Std Dev

RGP:

34.35%

VOO:

12.46%

Max Drawdown

RGP:

-74.93%

VOO:

-33.99%

Current Drawdown

RGP:

-63.02%

VOO:

-2.47%

Returns By Period

In the year-to-date period, RGP achieves a -39.10% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, RGP has underperformed VOO with an annualized return of -3.28%, while VOO has yielded a comparatively higher 13.08% annualized return.


RGP

YTD

-39.10%

1M

-1.33%

6M

-19.61%

1Y

-39.02%

5Y*

-9.93%

10Y*

-3.28%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

RGP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Resources Connection, Inc. (RGP) 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 RGP, currently valued at -1.13, compared to the broader market-4.00-2.000.002.00-1.132.25
The chart of Sortino ratio for RGP, currently valued at -1.63, compared to the broader market-4.00-2.000.002.004.00-1.632.98
The chart of Omega ratio for RGP, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.42
The chart of Calmar ratio for RGP, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.643.31
The chart of Martin ratio for RGP, currently valued at -1.56, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.5614.77
RGP
VOO

The current RGP Sharpe Ratio is -1.13, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of RGP 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.13
2.25
RGP
VOO

Dividends

RGP vs. VOO - Dividend Comparison

RGP's dividend yield for the trailing twelve months is around 6.85%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
RGP
Resources Connection, Inc.
6.85%3.95%3.05%3.14%4.46%3.31%3.52%2.98%2.18%2.20%1.82%1.81%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

RGP vs. VOO - Drawdown Comparison

The maximum RGP drawdown since its inception was -74.93%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RGP and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.76%
-2.47%
RGP
VOO

Volatility

RGP vs. VOO - Volatility Comparison

Resources Connection, Inc. (RGP) has a higher volatility of 7.65% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that RGP'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%JulyAugustSeptemberOctoberNovemberDecember
7.65%
3.75%
RGP
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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