SAB.MC vs. VOO
Compare and contrast key facts about Banco de Sabadell S.A (SAB.MC) 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: SAB.MC or VOO.
Key characteristics
| SAB.MC | VOO | |
|---|---|---|
| YTD Return | 73.98% | 11.83% |
| 1Y Return | 114.29% | 31.13% |
| 3Y Return (Ann) | 44.94% | 10.03% |
| 5Y Return (Ann) | 15.97% | 15.07% |
| 10Y Return (Ann) | 1.84% | 13.02% |
| Sharpe Ratio | 3.64 | 2.60 |
| Daily Std Dev | 29.56% | 11.62% |
| Max Drawdown | -93.84% | -33.99% |
| Current Drawdown | -48.85% | 0.00% |
Correlation
The correlation between SAB.MC and VOO is 0.31, 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.
Performance
SAB.MC vs. VOO - Performance Comparison
In the year-to-date period, SAB.MC achieves a 73.98% return, which is significantly higher than VOO's 11.83% return. Over the past 10 years, SAB.MC has underperformed VOO with an annualized return of 1.84%, while VOO has yielded a comparatively higher 13.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SAB.MC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell S.A (SAB.MC) 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
SAB.MC vs. VOO - Dividend Comparison
SAB.MC's dividend yield for the trailing twelve months is around 2.55%, more than VOO's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAB.MC Banco de Sabadell S.A | 2.55% | 3.64% | 4.60% | 0.00% | 4.58% | 2.66% | 5.67% | 2.45% | 4.13% | 1.90% | 0.36% | 0.39% |
VOO Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SAB.MC vs. VOO - Drawdown Comparison
The maximum SAB.MC drawdown since its inception was -93.84%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SAB.MC and VOO. For additional features, visit the drawdowns tool.
Volatility
SAB.MC vs. VOO - Volatility Comparison
Banco de Sabadell S.A (SAB.MC) has a higher volatility of 12.04% compared to Vanguard S&P 500 ETF (VOO) at 3.49%. This indicates that SAB.MC'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.