ROG.SW vs. VOO
Compare and contrast key facts about Roche Holding AG (ROG.SW) 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: ROG.SW or VOO.
Key characteristics
| ROG.SW | VOO | |
|---|---|---|
| YTD Return | 19.95% | 16.99% |
| 1Y Return | 13.83% | 24.20% |
| 3Y Return (Ann) | -5.04% | 8.51% |
| 5Y Return (Ann) | 4.14% | 15.06% |
| 10Y Return (Ann) | 3.81% | 12.72% |
| Sharpe Ratio | 0.67 | 1.95 |
| Daily Std Dev | 19.51% | 12.58% |
| Max Drawdown | -58.88% | -33.99% |
| Current Drawdown | -24.06% | -2.21% |
Correlation
The correlation between ROG.SW and VOO is 0.27, 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.
Performance
ROG.SW vs. VOO - Performance Comparison
In the year-to-date period, ROG.SW achieves a 19.95% return, which is significantly higher than VOO's 16.99% return. Over the past 10 years, ROG.SW has underperformed VOO with an annualized return of 3.81%, while VOO has yielded a comparatively higher 12.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ROG.SW vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (ROG.SW) 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
ROG.SW vs. VOO - Dividend Comparison
ROG.SW's dividend yield for the trailing twelve months is around 3.41%, more than VOO's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROG.SW Roche Holding AG | 3.41% | 3.89% | 3.20% | 2.40% | 2.91% | 2.77% | 3.41% | 3.33% | 3.48% | 2.89% | 2.89% | 2.95% |
VOO Vanguard S&P 500 ETF | 1.30% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ROG.SW vs. VOO - Drawdown Comparison
The maximum ROG.SW drawdown since its inception was -58.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ROG.SW and VOO. For additional features, visit the drawdowns tool.
Volatility
ROG.SW vs. VOO - Volatility Comparison
The current volatility for Roche Holding AG (ROG.SW) is 3.76%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.47%. This indicates that ROG.SW experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.