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

Key characteristics


RSGVOO
YTD Return24.95%23.64%
1Y Return40.39%42.02%
3Y Return (Ann)16.54%9.92%
5Y Return (Ann)20.36%15.81%
10Y Return (Ann)20.51%13.26%
Sharpe Ratio2.993.62
Sortino Ratio3.594.77
Omega Ratio1.561.68
Calmar Ratio5.314.14
Martin Ratio19.2823.93
Ulcer Index2.16%1.83%
Daily Std Dev13.93%12.09%
Max Drawdown-65.98%-33.99%
Current Drawdown-1.59%-0.48%

Correlation

-0.50.00.51.00.5

The correlation between RSG and VOO is 0.53, 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.

Performance

RSG vs. VOO - Performance Comparison

In the year-to-date period, RSG achieves a 24.95% return, which is significantly higher than VOO's 23.64% return. Over the past 10 years, RSG has outperformed VOO with an annualized return of 20.51%, while VOO has yielded a comparatively lower 13.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
7.18%
16.67%
RSG
VOO

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Risk-Adjusted Performance

RSG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) 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.


RSG
Sharpe ratio
The chart of Sharpe ratio for RSG, currently valued at 2.99, compared to the broader market-4.00-2.000.002.004.002.99
Sortino ratio
The chart of Sortino ratio for RSG, currently valued at 3.59, compared to the broader market-4.00-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for RSG, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for RSG, currently valued at 5.31, compared to the broader market0.002.004.006.005.31
Martin ratio
The chart of Martin ratio for RSG, currently valued at 19.28, compared to the broader market-10.000.0010.0020.0030.0019.28
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.62, compared to the broader market-4.00-2.000.002.004.003.62
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.77, compared to the broader market-4.00-2.000.002.004.006.004.77
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.68, compared to the broader market0.501.001.502.001.68
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.14, compared to the broader market0.002.004.006.004.14
Martin ratio
The chart of Martin ratio for VOO, currently valued at 23.93, compared to the broader market-10.000.0010.0020.0030.0023.93

RSG vs. VOO - Sharpe Ratio Comparison

The current RSG Sharpe Ratio is 2.99, which is comparable to the VOO Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of RSG 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 Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.99
3.62
RSG
VOO

Dividends

RSG vs. VOO - Dividend Comparison

RSG's dividend yield for the trailing twelve months is around 1.07%, less than VOO's 1.27% yield.


TTM20232022202120202019201820172016201520142013
RSG
Republic Services, Inc.
1.07%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%2.98%
VOO
Vanguard S&P 500 ETF
1.27%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

RSG vs. VOO - Drawdown Comparison

The maximum RSG drawdown since its inception was -65.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RSG and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.59%
-0.48%
RSG
VOO

Volatility

RSG vs. VOO - Volatility Comparison

Republic Services, Inc. (RSG) has a higher volatility of 4.00% compared to Vanguard S&P 500 ETF (VOO) at 2.68%. This indicates that RSG'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%3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptemberOctober
4.00%
2.68%
RSG
VOO