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

Correlation

The correlation between RH and VOO is 0.46, 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

RH vs. VOO - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember
65.05%
8.60%
RH
VOO

Key characteristics

Sharpe Ratio

RH:

0.49

VOO:

2.00

Sortino Ratio

RH:

1.23

VOO:

2.68

Omega Ratio

RH:

1.14

VOO:

1.37

Calmar Ratio

RH:

0.44

VOO:

2.98

Martin Ratio

RH:

1.71

VOO:

13.18

Ulcer Index

RH:

18.05%

VOO:

1.91%

Daily Std Dev

RH:

62.62%

VOO:

12.60%

Max Drawdown

RH:

-76.26%

VOO:

-33.99%

Current Drawdown

RH:

-46.66%

VOO:

-2.88%

Returns By Period

In the year-to-date period, RH achieves a 35.15% return, which is significantly higher than VOO's 25.48% return. Over the past 10 years, RH has outperformed VOO with an annualized return of 15.31%, while VOO has yielded a comparatively lower 13.16% annualized return.


RH

YTD

35.15%

1M

2.28%

6M

65.05%

1Y

35.15%

5Y*

13.07%

10Y*

15.31%

VOO

YTD

25.48%

1M

-1.94%

6M

8.60%

1Y

25.48%

5Y*

14.64%

10Y*

13.16%

*Annualized

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Risk-Adjusted Performance

RH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RH (RH) 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 RH, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.492.00
The chart of Sortino ratio for RH, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.001.232.68
The chart of Omega ratio for RH, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.37
The chart of Calmar ratio for RH, currently valued at 0.44, compared to the broader market0.002.004.006.000.442.98
The chart of Martin ratio for RH, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.0025.001.7113.18
RH
VOO

The current RH Sharpe Ratio is 0.49, which is lower than the VOO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of RH 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
0.49
2.00
RH
VOO

Dividends

RH vs. VOO - Dividend Comparison

RH has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM2023202220212020201920182017201620152014
RH
RH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

RH vs. VOO - Drawdown Comparison

The maximum RH drawdown since its inception was -76.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RH and VOO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-46.66%
-2.88%
RH
VOO

Volatility

RH vs. VOO - Volatility Comparison

RH (RH) has a higher volatility of 20.86% compared to Vanguard S&P 500 ETF (VOO) at 4.14%. This indicates that RH'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%25.00%AugustSeptemberOctoberNovemberDecember
20.86%
4.14%
RH
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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