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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.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
6.25%
15.05%
ROL
VOO

Key characteristics

Sharpe Ratio

ROL:

0.81

VOO:

1.95

Sortino Ratio

ROL:

1.15

VOO:

2.61

Omega Ratio

ROL:

1.16

VOO:

1.36

Calmar Ratio

ROL:

1.48

VOO:

2.94

Martin Ratio

ROL:

3.68

VOO:

12.30

Ulcer Index

ROL:

4.63%

VOO:

2.02%

Daily Std Dev

ROL:

21.11%

VOO:

12.74%

Max Drawdown

ROL:

-57.28%

VOO:

-33.99%

Current Drawdown

ROL:

-2.58%

VOO:

-0.55%

Returns By Period

In the year-to-date period, ROL achieves a 8.44% return, which is significantly higher than VOO's 3.49% return. Over the past 10 years, ROL has outperformed VOO with an annualized return of 19.08%, while VOO has yielded a comparatively lower 13.55% annualized return.


ROL

YTD

8.44%

1M

9.86%

6M

6.25%

1Y

15.24%

5Y*

15.61%

10Y*

19.08%

VOO

YTD

3.49%

1M

2.99%

6M

15.05%

1Y

23.42%

5Y*

14.62%

10Y*

13.55%

*Annualized

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Risk-Adjusted Performance

ROL vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROL
The Risk-Adjusted Performance Rank of ROL is 7171
Overall Rank
The Sharpe Ratio Rank of ROL is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ROL is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ROL is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ROL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ROL is 7575
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.81, compared to the broader market-2.000.002.004.000.811.95
The chart of Sortino ratio for ROL, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.152.61
The chart of Omega ratio for ROL, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.36
The chart of Calmar ratio for ROL, currently valued at 1.48, compared to the broader market0.002.004.006.001.482.94
The chart of Martin ratio for ROL, currently valued at 3.68, compared to the broader market-10.000.0010.0020.0030.003.6812.30
ROL
VOO

The current ROL Sharpe Ratio is 0.81, which is lower than the VOO Sharpe Ratio of 1.95. 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.81
1.95
ROL
VOO

Dividends

ROL vs. VOO - Dividend Comparison

ROL's dividend yield for the trailing twelve months is around 1.22%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
ROL
Rollins, Inc.
1.22%1.33%1.24%1.18%0.99%0.61%1.27%1.29%1.20%1.48%1.62%1.57%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.58%
-0.55%
ROL
VOO

Volatility

ROL vs. VOO - Volatility Comparison

Rollins, Inc. (ROL) has a higher volatility of 4.85% compared to Vanguard S&P 500 ETF (VOO) at 3.82%. 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%SeptemberOctoberNovemberDecember2025February
4.85%
3.82%
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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