PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RRC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RRC and VOO is 0.35, 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.


-0.50.00.51.00.3

Performance

RRC vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
27.57%
9.81%
RRC
VOO

Key characteristics

Sharpe Ratio

RRC:

1.13

VOO:

1.92

Sortino Ratio

RRC:

1.72

VOO:

2.58

Omega Ratio

RRC:

1.22

VOO:

1.35

Calmar Ratio

RRC:

0.53

VOO:

2.88

Martin Ratio

RRC:

2.67

VOO:

12.03

Ulcer Index

RRC:

13.56%

VOO:

2.02%

Daily Std Dev

RRC:

31.94%

VOO:

12.69%

Max Drawdown

RRC:

-97.86%

VOO:

-33.99%

Current Drawdown

RRC:

-55.98%

VOO:

0.00%

Returns By Period

In the year-to-date period, RRC achieves a 8.17% return, which is significantly higher than VOO's 4.36% return. Over the past 10 years, RRC has underperformed VOO with an annualized return of -2.28%, while VOO has yielded a comparatively higher 13.28% annualized return.


RRC

YTD

8.17%

1M

-5.23%

6M

26.87%

1Y

27.80%

5Y*

65.31%

10Y*

-2.28%

VOO

YTD

4.36%

1M

2.34%

6M

10.20%

1Y

24.11%

5Y*

14.50%

10Y*

13.28%

*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

RRC vs. VOO — Risk-Adjusted Performance Rank

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

RRC
The Risk-Adjusted Performance Rank of RRC is 7272
Overall Rank
The Sharpe Ratio Rank of RRC is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of RRC is 7474
Sortino Ratio Rank
The Omega Ratio Rank of RRC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of RRC is 6767
Calmar Ratio Rank
The Martin Ratio Rank of RRC is 7070
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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.

RRC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Range Resources Corporation (RRC) 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 RRC, currently valued at 1.13, compared to the broader market-2.000.002.004.001.131.92
The chart of Sortino ratio for RRC, currently valued at 1.72, compared to the broader market-6.00-4.00-2.000.002.004.006.001.722.58
The chart of Omega ratio for RRC, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.35
The chart of Calmar ratio for RRC, currently valued at 0.53, compared to the broader market0.002.004.006.000.532.88
The chart of Martin ratio for RRC, currently valued at 2.67, compared to the broader market0.0010.0020.0030.002.6712.03
RRC
VOO

The current RRC Sharpe Ratio is 1.13, which is lower than the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of RRC 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.13
1.92
RRC
VOO

Dividends

RRC vs. VOO - Dividend Comparison

RRC's dividend yield for the trailing twelve months is around 0.82%, less than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
RRC
Range Resources Corporation
0.82%0.89%1.05%0.64%0.00%0.00%1.65%0.84%0.47%0.23%0.65%0.30%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

RRC vs. VOO - Drawdown Comparison

The maximum RRC drawdown since its inception was -97.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RRC and VOO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-55.98%
0
RRC
VOO

Volatility

RRC vs. VOO - Volatility Comparison

Range Resources Corporation (RRC) has a higher volatility of 11.85% compared to Vanguard S&P 500 ETF (VOO) at 3.12%. This indicates that RRC'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
11.85%
3.12%
RRC
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab