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

Correlation

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

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

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Key characteristics

Sharpe Ratio

RSG:

1.92

VOO:

0.52

Sortino Ratio

RSG:

2.47

VOO:

0.89

Omega Ratio

RSG:

1.36

VOO:

1.13

Calmar Ratio

RSG:

3.89

VOO:

0.57

Martin Ratio

RSG:

11.41

VOO:

2.18

Ulcer Index

RSG:

2.92%

VOO:

4.85%

Daily Std Dev

RSG:

17.59%

VOO:

19.11%

Max Drawdown

RSG:

-65.98%

VOO:

-33.99%

Current Drawdown

RSG:

-1.28%

VOO:

-7.67%

Returns By Period

In the year-to-date period, RSG achieves a 24.21% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, RSG has outperformed VOO with an annualized return of 22.10%, while VOO has yielded a comparatively lower 12.31% annualized return.


RSG

YTD

24.21%

1M

1.91%

6M

18.10%

1Y

32.80%

5Y*

27.29%

10Y*

22.10%

VOO

YTD

-3.41%

1M

5.73%

6M

-5.06%

1Y

9.79%

5Y*

16.35%

10Y*

12.31%

*Annualized

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Risk-Adjusted Performance

RSG vs. VOO — Risk-Adjusted Performance Rank

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

RSG
The Risk-Adjusted Performance Rank of RSG is 9494
Overall Rank
The Sharpe Ratio Rank of RSG is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of RSG is 9191
Sortino Ratio Rank
The Omega Ratio Rank of RSG is 9292
Omega Ratio Rank
The Calmar Ratio Rank of RSG is 9797
Calmar Ratio Rank
The Martin Ratio Rank of RSG is 9696
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6969
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.

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.


The current RSG Sharpe Ratio is 1.92, which is higher than the VOO Sharpe Ratio of 0.52. 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.


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Dividends

RSG vs. VOO - Dividend Comparison

RSG's dividend yield for the trailing twelve months is around 0.92%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
RSG
Republic Services, Inc.
0.92%0.82%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


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Volatility

RSG vs. VOO - Volatility Comparison

The current volatility for Republic Services, Inc. (RSG) is 4.12%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. This indicates that RSG 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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