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SASR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SASR and VOO is 0.53, 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.


-0.50.00.51.00.5

Performance

SASR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sandy Spring Bancorp, Inc. (SASR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%SeptemberOctoberNovemberDecember2025
248.56%
615.91%
SASR
VOO

Key characteristics

Sharpe Ratio

SASR:

0.95

VOO:

1.88

Sortino Ratio

SASR:

1.67

VOO:

2.52

Omega Ratio

SASR:

1.19

VOO:

1.34

Calmar Ratio

SASR:

0.63

VOO:

2.87

Martin Ratio

SASR:

4.50

VOO:

12.06

Ulcer Index

SASR:

7.97%

VOO:

2.01%

Daily Std Dev

SASR:

37.10%

VOO:

12.80%

Max Drawdown

SASR:

-81.78%

VOO:

-33.99%

Current Drawdown

SASR:

-24.62%

VOO:

-1.31%

Returns By Period

In the year-to-date period, SASR achieves a 0.36% return, which is significantly lower than VOO's 2.69% return. Over the past 10 years, SASR has underperformed VOO with an annualized return of 6.79%, while VOO has yielded a comparatively higher 13.39% annualized return.


SASR

YTD

0.36%

1M

2.64%

6M

20.58%

1Y

49.13%

5Y*

3.41%

10Y*

6.79%

VOO

YTD

2.69%

1M

1.64%

6M

13.66%

1Y

23.41%

5Y*

14.67%

10Y*

13.39%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SASR vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SASR
The Risk-Adjusted Performance Rank of SASR is 7575
Overall Rank
The Sharpe Ratio Rank of SASR is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SASR is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SASR is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SASR is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SASR is 8080
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SASR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sandy Spring Bancorp, Inc. (SASR) 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.


Sharpe ratio
The chart of Sharpe ratio for SASR, currently valued at 0.95, compared to the broader market-2.000.002.000.951.88
The chart of Sortino ratio for SASR, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.672.52
The chart of Omega ratio for SASR, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.34
The chart of Calmar ratio for SASR, currently valued at 0.63, compared to the broader market0.002.004.006.000.632.87
The chart of Martin ratio for SASR, currently valued at 4.50, compared to the broader market0.0010.0020.004.5012.06
SASR
VOO

The current SASR Sharpe Ratio is 0.95, which is lower than the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SASR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025
0.95
1.88
SASR
VOO

Dividends

SASR vs. VOO - Dividend Comparison

SASR's dividend yield for the trailing twelve months is around 4.02%, more than VOO's 1.21% yield.


TTM20242023202220212020201920182017201620152014
SASR
Sandy Spring Bancorp, Inc.
4.02%4.03%4.99%3.86%2.66%3.73%3.12%3.51%2.67%2.45%3.34%2.91%
VOO
Vanguard S&P 500 ETF
1.21%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SASR vs. VOO - Drawdown Comparison

The maximum SASR drawdown since its inception was -81.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SASR and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025
-24.62%
-1.31%
SASR
VOO

Volatility

SASR vs. VOO - Volatility Comparison

Sandy Spring Bancorp, Inc. (SASR) has a higher volatility of 10.19% compared to Vanguard S&P 500 ETF (VOO) at 3.94%. This indicates that SASR'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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025
10.19%
3.94%
SASR
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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