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

Correlation

The correlation between RPM and VOO is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

RPM vs. VOO - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
704.77%
528.75%
RPM
VOO

Key characteristics

Sharpe Ratio

RPM:

-0.06

VOO:

0.36

Sortino Ratio

RPM:

0.11

VOO:

0.64

Omega Ratio

RPM:

1.01

VOO:

1.09

Calmar Ratio

RPM:

-0.05

VOO:

0.37

Martin Ratio

RPM:

-0.16

VOO:

1.58

Ulcer Index

RPM:

9.43%

VOO:

4.39%

Daily Std Dev

RPM:

26.25%

VOO:

19.05%

Max Drawdown

RPM:

-61.69%

VOO:

-33.99%

Current Drawdown

RPM:

-25.17%

VOO:

-13.78%

Returns By Period

In the year-to-date period, RPM achieves a -14.71% return, which is significantly lower than VOO's -9.81% return. Over the past 10 years, RPM has underperformed VOO with an annualized return of 10.24%, while VOO has yielded a comparatively higher 11.57% annualized return.


RPM

YTD

-14.71%

1M

-8.52%

6M

-19.62%

1Y

-1.94%

5Y*

12.26%

10Y*

10.24%

VOO

YTD

-9.81%

1M

-6.59%

6M

-9.07%

1Y

6.91%

5Y*

15.38%

10Y*

11.57%

*Annualized

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Risk-Adjusted Performance

RPM vs. VOO — Risk-Adjusted Performance Rank

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

RPM
The Risk-Adjusted Performance Rank of RPM is 4747
Overall Rank
The Sharpe Ratio Rank of RPM is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of RPM is 4242
Sortino Ratio Rank
The Omega Ratio Rank of RPM is 4242
Omega Ratio Rank
The Calmar Ratio Rank of RPM is 5151
Calmar Ratio Rank
The Martin Ratio Rank of RPM is 5151
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

RPM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RPM International Inc. (RPM) 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.


The chart of Sharpe ratio for RPM, currently valued at -0.06, compared to the broader market-2.00-1.000.001.002.003.00
RPM: -0.06
VOO: 0.36
The chart of Sortino ratio for RPM, currently valued at 0.11, compared to the broader market-6.00-4.00-2.000.002.004.00
RPM: 0.11
VOO: 0.64
The chart of Omega ratio for RPM, currently valued at 1.01, compared to the broader market0.501.001.502.00
RPM: 1.01
VOO: 1.09
The chart of Calmar ratio for RPM, currently valued at -0.05, compared to the broader market0.001.002.003.004.00
RPM: -0.05
VOO: 0.37
The chart of Martin ratio for RPM, currently valued at -0.16, compared to the broader market-5.000.005.0010.0015.0020.00
RPM: -0.16
VOO: 1.58

The current RPM Sharpe Ratio is -0.06, which is lower than the VOO Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of RPM 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.06
0.36
RPM
VOO

Dividends

RPM vs. VOO - Dividend Comparison

RPM's dividend yield for the trailing twelve months is around 1.91%, more than VOO's 1.44% yield.


TTM20242023202220212020201920182017201620152014
RPM
RPM International Inc.
1.91%1.54%1.54%1.66%1.52%1.61%1.84%2.23%2.33%2.09%2.39%1.93%
VOO
Vanguard S&P 500 ETF
1.44%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

RPM vs. VOO - Drawdown Comparison

The maximum RPM drawdown since its inception was -61.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RPM and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.17%
-13.78%
RPM
VOO

Volatility

RPM vs. VOO - Volatility Comparison

RPM International Inc. (RPM) has a higher volatility of 16.00% compared to Vanguard S&P 500 ETF (VOO) at 13.79%. This indicates that RPM'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%NovemberDecember2025FebruaryMarchApril
16.00%
13.79%
RPM
VOO