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

Correlation

The correlation between RRBI and VOO is 0.36, 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.


-0.50.00.51.00.4

Performance

RRBI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Red River Bancshares, Inc. (RRBI) 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%15.00%20.00%SeptemberOctoberNovemberDecember2025February
10.76%
10.75%
RRBI
VOO

Key characteristics

Sharpe Ratio

RRBI:

0.61

VOO:

1.98

Sortino Ratio

RRBI:

1.07

VOO:

2.65

Omega Ratio

RRBI:

1.12

VOO:

1.36

Calmar Ratio

RRBI:

0.64

VOO:

2.98

Martin Ratio

RRBI:

2.19

VOO:

12.44

Ulcer Index

RRBI:

8.17%

VOO:

2.02%

Daily Std Dev

RRBI:

29.31%

VOO:

12.69%

Max Drawdown

RRBI:

-46.91%

VOO:

-33.99%

Current Drawdown

RRBI:

-6.71%

VOO:

0.00%

Returns By Period

In the year-to-date period, RRBI achieves a 5.93% return, which is significantly higher than VOO's 4.06% return.


RRBI

YTD

5.93%

1M

9.65%

6M

10.76%

1Y

11.41%

5Y*

1.38%

10Y*

N/A

VOO

YTD

4.06%

1M

2.87%

6M

10.75%

1Y

23.12%

5Y*

14.36%

10Y*

13.30%

*Annualized

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

RRBI vs. VOO — Risk-Adjusted Performance Rank

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

RRBI
The Risk-Adjusted Performance Rank of RRBI is 6464
Overall Rank
The Sharpe Ratio Rank of RRBI is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of RRBI is 5959
Sortino Ratio Rank
The Omega Ratio Rank of RRBI is 5555
Omega Ratio Rank
The Calmar Ratio Rank of RRBI is 7070
Calmar Ratio Rank
The Martin Ratio Rank of RRBI is 6767
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8080
Overall Rank
The Sharpe Ratio Rank of VOO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7777
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.

RRBI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Red River Bancshares, Inc. (RRBI) 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 RRBI, currently valued at 0.60, compared to the broader market-2.000.002.004.000.611.98
The chart of Sortino ratio for RRBI, currently valued at 1.07, compared to the broader market-6.00-4.00-2.000.002.004.006.001.072.65
The chart of Omega ratio for RRBI, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.36
The chart of Calmar ratio for RRBI, currently valued at 0.64, compared to the broader market0.002.004.006.000.642.98
The chart of Martin ratio for RRBI, currently valued at 2.19, compared to the broader market-10.000.0010.0020.0030.002.1912.44
RRBI
VOO

The current RRBI Sharpe Ratio is 0.61, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of RRBI 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
0.61
1.98
RRBI
VOO

Dividends

RRBI vs. VOO - Dividend Comparison

RRBI's dividend yield for the trailing twelve months is around 0.63%, less than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
RRBI
Red River Bancshares, Inc.
0.63%0.67%0.57%0.55%0.52%0.48%0.00%0.00%0.00%0.00%0.00%0.00%
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

RRBI vs. VOO - Drawdown Comparison

The maximum RRBI drawdown since its inception was -46.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RRBI and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.71%
0
RRBI
VOO

Volatility

RRBI vs. VOO - Volatility Comparison

Red River Bancshares, Inc. (RRBI) has a higher volatility of 6.62% compared to Vanguard S&P 500 ETF (VOO) at 3.13%. This indicates that RRBI'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%12.00%SeptemberOctoberNovemberDecember2025February
6.62%
3.13%
RRBI
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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