RYAN vs. VOO
RYAN (Ryan Specialty Group Holdings, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, RYAN returned 8.98%/yr vs 12.83%/yr for VOO. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
RYAN vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, RYAN achieves a -13.82% return, which is significantly lower than VOO's 10.16% return.
RYAN
- 1D
- 0.16%
- 1M
- 5.07%
- 6M
- -7.84%
- YTD
- -13.82%
- 1Y
- -22.77%
- 3Y*
- 1.25%
- 5Y*
- 8.98%
- 10Y*
- —
- ALL TIME*
- 12.06%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $108.70M | $91.50M | $93.39M | |
| $3.82B | $3.78B | $5.44B |
RYAN vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RYAN Ryan Specialty Group Holdings, Inc. | -13.82% | -18.92% | 50.88% | 3.64% | 2.87% | 57.62% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 10.03% |
Correlation
The correlation between RYAN and VOO is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2021 | 0.27 |
The correlation between RYAN and VOO shifts across timeframes, from -0.12 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RYAN vs. VOO — Risk / Return Rank
RYAN
VOO
RYAN vs. VOO - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYAN | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.28 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.21 | -2.73 |
| Martin ratioReturn relative to average drawdown | -0.93 | 9.44 | -10.37 |
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Drawdowns
RYAN vs. VOO - Drawdown Comparison
The maximum RYAN drawdown since its inception was -60.94%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RYAN and VOO.
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Drawdown Indicators
| RYAN | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.94% | -33.99% | -26.95% |
Max Drawdown (1Y)Largest decline over 1 year | -51.53% | -8.90% | -42.63% |
Max Drawdown (3Y)Largest decline over 3 years | -60.94% | -18.69% | -42.25% |
Max Drawdown (5Y)Largest decline over 5 years | -60.94% | -24.52% | -36.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -41.06% | -1.38% | -39.68% |
Average DrawdownAverage peak-to-trough decline | -13.41% | -3.67% | -9.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.12% | 2.08% | +27.04% |
Volatility
RYAN vs. VOO - Volatility Comparison
Ryan Specialty Group Holdings, Inc. (RYAN) has a higher volatility of 13.89% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. 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.
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Volatility by Period
| RYAN | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.89% | 3.54% | +10.35% |
Volatility (6M)Calculated over the trailing 6-month period | 36.89% | 10.10% | +26.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.14% | 12.82% | +30.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.10% | 16.93% | +18.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.22% | 18.01% | +17.21% |
Dividends
RYAN vs. VOO - Dividend Comparison
RYAN's dividend yield for the trailing twelve months is around 1.13%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYAN Ryan Specialty Group Holdings, Inc. | 1.13% | 0.93% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
RYAN and VOO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYAN has higher volatility (13.89%) compared to VOO (3.54%). In terms of maximum drawdown, RYAN dropped -60.94% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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