RGR vs. VOO
Compare and contrast key facts about Sturm, Ruger & Company, Inc. (RGR) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RGR or VOO.
Performance
RGR vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, RGR achieves a -14.16% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, RGR has underperformed VOO with an annualized return of 4.14%, while VOO has yielded a comparatively higher 13.12% annualized return.
RGR
-14.16%
-8.67%
-10.17%
-12.74%
2.21%
4.14%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| RGR | VOO | |
|---|---|---|
| Sharpe Ratio | -0.65 | 2.64 |
| Sortino Ratio | -0.78 | 3.53 |
| Omega Ratio | 0.90 | 1.49 |
| Calmar Ratio | -0.30 | 3.81 |
| Martin Ratio | -1.66 | 17.34 |
| Ulcer Index | 8.73% | 1.86% |
| Daily Std Dev | 22.18% | 12.20% |
| Max Drawdown | -79.69% | -33.99% |
| Current Drawdown | -48.35% | -2.16% |
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Correlation
The correlation between RGR and VOO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
RGR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sturm, Ruger & Company, Inc. (RGR) 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.
Dividends
RGR vs. VOO - Dividend Comparison
RGR's dividend yield for the trailing twelve months is around 1.80%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGR Sturm, Ruger & Company, Inc. | 1.80% | 2.79% | 14.66% | 4.94% | 10.00% | 1.74% | 2.07% | 2.44% | 3.28% | 1.85% | 4.68% | 2.91% |
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
RGR vs. VOO - Drawdown Comparison
The maximum RGR drawdown since its inception was -79.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RGR and VOO. For additional features, visit the drawdowns tool.
Volatility
RGR vs. VOO - Volatility Comparison
Sturm, Ruger & Company, Inc. (RGR) has a higher volatility of 7.83% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that RGR'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.