Correlation
The correlation between RORO and VOO is 0.51, 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.
RORO vs. VOO
Compare and contrast key facts about ATAC US Rotation ETF (RORO) and Vanguard S&P 500 ETF (VOO).
RORO and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RORO is an actively managed fund by ATAC. It was launched on Nov 17, 2020. 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: RORO or VOO.
Performance
RORO vs. VOO - Performance Comparison
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Key characteristics
RORO:
-0.60
VOO:
0.74
RORO:
-0.74
VOO:
1.04
RORO:
0.91
VOO:
1.15
RORO:
-0.35
VOO:
0.68
RORO:
-1.31
VOO:
2.58
RORO:
9.95%
VOO:
4.93%
RORO:
21.01%
VOO:
19.54%
RORO:
-49.69%
VOO:
-33.99%
RORO:
-36.03%
VOO:
-3.55%
Returns By Period
In the year-to-date period, RORO achieves a -12.12% return, which is significantly lower than VOO's 0.90% return.
RORO
-12.12%
-6.06%
-19.86%
-12.55%
3.04%
N/A
N/A
VOO
0.90%
6.28%
-1.46%
14.27%
14.31%
15.89%
12.81%
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RORO vs. VOO - Expense Ratio Comparison
RORO has a 1.14% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
RORO vs. VOO — Risk-Adjusted Performance Rank
RORO
VOO
RORO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ATAC US Rotation ETF (RORO) 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.
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Dividends
RORO vs. VOO - Dividend Comparison
RORO's dividend yield for the trailing twelve months is around 4.81%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RORO ATAC US Rotation ETF | 4.81% | 4.19% | 2.11% | 1.81% | 2.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
RORO vs. VOO - Drawdown Comparison
The maximum RORO drawdown since its inception was -49.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RORO and VOO.
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Volatility
RORO vs. VOO - Volatility Comparison
The current volatility for ATAC US Rotation ETF (RORO) is 4.41%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that RORO 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.
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