Correlation
The correlation between SAFT and VOO is 0.43, 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.
SAFT vs. VOO
Compare and contrast key facts about Safety Insurance Group, Inc. (SAFT) 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: SAFT or VOO.
Performance
SAFT vs. VOO - Performance Comparison
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Key characteristics
SAFT:
0.52
VOO:
0.70
SAFT:
0.96
VOO:
1.05
SAFT:
1.12
VOO:
1.15
SAFT:
0.71
VOO:
0.69
SAFT:
1.70
VOO:
2.62
SAFT:
7.52%
VOO:
4.93%
SAFT:
24.40%
VOO:
19.55%
SAFT:
-44.00%
VOO:
-33.99%
SAFT:
-5.91%
VOO:
-3.45%
Returns By Period
In the year-to-date period, SAFT achieves a 1.58% return, which is significantly higher than VOO's 1.00% return. Over the past 10 years, SAFT has underperformed VOO with an annualized return of 8.63%, while VOO has yielded a comparatively higher 12.81% annualized return.
SAFT
1.58%
6.28%
-0.74%
12.68%
0.06%
6.06%
8.63%
VOO
1.00%
6.44%
-0.84%
13.62%
14.14%
15.91%
12.81%
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Risk-Adjusted Performance
SAFT vs. VOO — Risk-Adjusted Performance Rank
SAFT
VOO
SAFT vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Safety Insurance Group, Inc. (SAFT) 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.
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Dividends
SAFT vs. VOO - Dividend Comparison
SAFT's dividend yield for the trailing twelve months is around 4.35%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAFT Safety Insurance Group, Inc. | 4.35% | 4.37% | 4.74% | 4.27% | 4.23% | 4.62% | 3.67% | 3.91% | 3.73% | 3.80% | 4.97% | 4.06% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
SAFT vs. VOO - Drawdown Comparison
The maximum SAFT drawdown since its inception was -44.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SAFT and VOO.
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Volatility
SAFT vs. VOO - Volatility Comparison
Safety Insurance Group, Inc. (SAFT) has a higher volatility of 6.36% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that SAFT'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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