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

Correlation

The correlation between SB and VOO is 0.36, 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

SB vs. VOO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
-32.46%
574.26%
SB
VOO

Key characteristics

Sharpe Ratio

SB:

-0.87

VOO:

0.56

Sortino Ratio

SB:

-1.22

VOO:

0.92

Omega Ratio

SB:

0.86

VOO:

1.13

Calmar Ratio

SB:

-0.46

VOO:

0.58

Martin Ratio

SB:

-1.01

VOO:

2.25

Ulcer Index

SB:

31.18%

VOO:

4.83%

Daily Std Dev

SB:

36.26%

VOO:

19.11%

Max Drawdown

SB:

-97.38%

VOO:

-33.99%

Current Drawdown

SB:

-65.48%

VOO:

-7.55%

Returns By Period

In the year-to-date period, SB achieves a -3.76% return, which is significantly lower than VOO's -3.28% return. Over the past 10 years, SB has underperformed VOO with an annualized return of 0.93%, while VOO has yielded a comparatively higher 12.40% annualized return.


SB

YTD

-3.76%

1M

5.28%

6M

-19.98%

1Y

-35.00%

5Y*

32.62%

10Y*

0.93%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

SB vs. VOO — Risk-Adjusted Performance Rank

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

SB
The Risk-Adjusted Performance Rank of SB is 1616
Overall Rank
The Sharpe Ratio Rank of SB is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of SB is 1010
Sortino Ratio Rank
The Omega Ratio Rank of SB is 1313
Omega Ratio Rank
The Calmar Ratio Rank of SB is 2323
Calmar Ratio Rank
The Martin Ratio Rank of SB is 2828
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

SB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Safe Bulkers, Inc. (SB) 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.


The current SB Sharpe Ratio is -0.87, which is lower than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SB 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.97
0.56
SB
VOO

Dividends

SB vs. VOO - Dividend Comparison

SB's dividend yield for the trailing twelve months is around 5.90%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
SB
Safe Bulkers, Inc.
5.90%5.60%5.09%6.87%0.00%0.00%0.00%0.00%0.00%0.00%4.94%5.63%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SB vs. VOO - Drawdown Comparison

The maximum SB drawdown since its inception was -97.38%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SB and VOO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-63.80%
-7.55%
SB
VOO

Volatility

SB vs. VOO - Volatility Comparison

Safe Bulkers, Inc. (SB) has a higher volatility of 13.38% compared to Vanguard S&P 500 ETF (VOO) at 11.03%. This indicates that SB'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%December2025FebruaryMarchAprilMay
13.38%
11.03%
SB
VOO