RYAN vs. VOO
Compare and contrast key facts about Ryan Specialty Group Holdings, Inc. (RYAN) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYAN or VOO.
Performance
RYAN vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, RYAN achieves a 68.34% return, which is significantly higher than VOO's 26.16% return.
RYAN
68.34%
5.55%
31.61%
58.57%
N/A
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| RYAN | VOO | |
|---|---|---|
| Sharpe Ratio | 2.20 | 2.70 |
| Sortino Ratio | 3.19 | 3.60 |
| Omega Ratio | 1.41 | 1.50 |
| Calmar Ratio | 3.90 | 3.90 |
| Martin Ratio | 11.26 | 17.65 |
| Ulcer Index | 5.28% | 1.86% |
| Daily Std Dev | 27.07% | 12.19% |
| Max Drawdown | -30.16% | -33.99% |
| Current Drawdown | -0.88% | -0.86% |
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Correlation
The correlation between RYAN and VOO is 0.39, 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.
Risk-Adjusted Performance
RYAN vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ryan Specialty Group Holdings, Inc. (RYAN) 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.
Dividends
RYAN vs. VOO - Dividend Comparison
RYAN's dividend yield for the trailing twelve months is around 0.78%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYAN Ryan Specialty Group Holdings, Inc. | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
RYAN vs. VOO - Drawdown Comparison
The maximum RYAN drawdown since its inception was -30.16%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RYAN and VOO. For additional features, visit the drawdowns tool.
Volatility
RYAN vs. VOO - Volatility Comparison
Ryan Specialty Group Holdings, Inc. (RYAN) has a higher volatility of 7.21% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that RYAN'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.