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

Correlation

The correlation between ROL and VOO is 0.54, 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

ROL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rollins, Inc. (ROL) 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%JulyAugustSeptemberOctoberNovemberDecember
-4.31%
8.89%
ROL
VOO

Key characteristics

Sharpe Ratio

ROL:

0.58

VOO:

2.21

Sortino Ratio

ROL:

0.88

VOO:

2.93

Omega Ratio

ROL:

1.12

VOO:

1.41

Calmar Ratio

ROL:

1.27

VOO:

3.25

Martin Ratio

ROL:

3.27

VOO:

14.47

Ulcer Index

ROL:

3.76%

VOO:

1.90%

Daily Std Dev

ROL:

21.03%

VOO:

12.43%

Max Drawdown

ROL:

-57.28%

VOO:

-33.99%

Current Drawdown

ROL:

-9.05%

VOO:

-2.87%

Returns By Period

In the year-to-date period, ROL achieves a 8.88% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, ROL has outperformed VOO with an annualized return of 18.33%, while VOO has yielded a comparatively lower 13.04% annualized return.


ROL

YTD

8.88%

1M

-5.10%

6M

-4.31%

1Y

11.07%

5Y*

17.51%

10Y*

18.33%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ROL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rollins, Inc. (ROL) 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 ROL, currently valued at 0.58, compared to the broader market-4.00-2.000.002.000.582.21
The chart of Sortino ratio for ROL, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.882.93
The chart of Omega ratio for ROL, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.41
The chart of Calmar ratio for ROL, currently valued at 1.27, compared to the broader market0.002.004.006.001.273.25
The chart of Martin ratio for ROL, currently valued at 3.27, compared to the broader market-5.000.005.0010.0015.0020.0025.003.2714.47
ROL
VOO

The current ROL Sharpe Ratio is 0.58, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ROL 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.58
2.21
ROL
VOO

Dividends

ROL vs. VOO - Dividend Comparison

ROL's dividend yield for the trailing twelve months is around 1.31%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
ROL
Rollins, Inc.
1.31%1.24%1.18%0.99%0.61%1.27%1.29%1.20%1.48%1.62%1.57%1.49%
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

ROL vs. VOO - Drawdown Comparison

The maximum ROL drawdown since its inception was -57.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ROL and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.05%
-2.87%
ROL
VOO

Volatility

ROL vs. VOO - Volatility Comparison

Rollins, Inc. (ROL) has a higher volatility of 4.83% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that ROL'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%JulyAugustSeptemberOctoberNovemberDecember
4.83%
3.64%
ROL
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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