SAR vs. VOO
Compare and contrast key facts about Saratoga Investment Corp. (SAR) 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: SAR or VOO.
Performance
SAR vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, SAR achieves a 8.73% return, which is significantly lower than VOO's 27.70% return. Over the past 10 years, SAR has outperformed VOO with an annualized return of 15.81%, while VOO has yielded a comparatively lower 13.32% annualized return.
SAR
8.73%
7.69%
15.19%
12.48%
9.47%
15.81%
VOO
27.70%
3.77%
14.14%
34.11%
15.63%
13.32%
Key characteristics
| SAR | VOO | |
|---|---|---|
| Sharpe Ratio | 0.68 | 2.80 |
| Sortino Ratio | 0.97 | 3.71 |
| Omega Ratio | 1.16 | 1.52 |
| Calmar Ratio | 0.90 | 4.04 |
| Martin Ratio | 1.59 | 18.30 |
| Ulcer Index | 7.84% | 1.86% |
| Daily Std Dev | 18.24% | 12.17% |
| Max Drawdown | -90.83% | -33.99% |
| Current Drawdown | -1.73% | 0.00% |
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Correlation
The correlation between SAR and VOO is 0.26, 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
SAR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Investment Corp. (SAR) 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
SAR vs. VOO - Dividend Comparison
SAR's dividend yield for the trailing twelve months is around 11.44%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAR Saratoga Investment Corp. | 11.44% | 10.90% | 11.02% | 6.16% | 6.57% | 6.61% | 10.35% | 10.51% | 9.12% | 14.14% | 1.21% | 16.93% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SAR vs. VOO - Drawdown Comparison
The maximum SAR drawdown since its inception was -90.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SAR and VOO. For additional features, visit the drawdowns tool.
Volatility
SAR vs. VOO - Volatility Comparison
Saratoga Investment Corp. (SAR) has a higher volatility of 5.11% compared to Vanguard S&P 500 ETF (VOO) at 4.01%. This indicates that SAR'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.