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

Correlation

The correlation between SBAC and VOO is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

SBAC vs. VOO - Performance Comparison

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

450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
530.28%
557.08%
SBAC
VOO

Key characteristics

Sharpe Ratio

SBAC:

0.52

VOO:

0.54

Sortino Ratio

SBAC:

0.92

VOO:

0.88

Omega Ratio

SBAC:

1.12

VOO:

1.13

Calmar Ratio

SBAC:

0.28

VOO:

0.55

Martin Ratio

SBAC:

1.39

VOO:

2.27

Ulcer Index

SBAC:

10.20%

VOO:

4.55%

Daily Std Dev

SBAC:

27.09%

VOO:

19.19%

Max Drawdown

SBAC:

-99.65%

VOO:

-33.99%

Current Drawdown

SBAC:

-40.15%

VOO:

-9.90%

Returns By Period

In the year-to-date period, SBAC achieves a 9.54% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, SBAC has underperformed VOO with an annualized return of 7.35%, while VOO has yielded a comparatively higher 12.12% annualized return.


SBAC

YTD

9.54%

1M

2.64%

6M

-7.26%

1Y

15.36%

5Y*

-5.27%

10Y*

7.35%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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Risk-Adjusted Performance

SBAC vs. VOO — Risk-Adjusted Performance Rank

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

SBAC
The Risk-Adjusted Performance Rank of SBAC is 6767
Overall Rank
The Sharpe Ratio Rank of SBAC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SBAC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SBAC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SBAC is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SBAC is 6969
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 6565
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.

SBAC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SBA Communications Corporation (SBAC) 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 chart of Sharpe ratio for SBAC, currently valued at 0.52, compared to the broader market-2.00-1.000.001.002.003.00
SBAC: 0.52
VOO: 0.54
The chart of Sortino ratio for SBAC, currently valued at 0.92, compared to the broader market-6.00-4.00-2.000.002.004.00
SBAC: 0.92
VOO: 0.88
The chart of Omega ratio for SBAC, currently valued at 1.12, compared to the broader market0.501.001.502.00
SBAC: 1.12
VOO: 1.13
The chart of Calmar ratio for SBAC, currently valued at 0.28, compared to the broader market0.001.002.003.004.005.00
SBAC: 0.28
VOO: 0.55
The chart of Martin ratio for SBAC, currently valued at 1.39, compared to the broader market-5.000.005.0010.0015.0020.00
SBAC: 1.39
VOO: 2.27

The current SBAC Sharpe Ratio is 0.52, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SBAC 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.52
0.54
SBAC
VOO

Dividends

SBAC vs. VOO - Dividend Comparison

SBAC's dividend yield for the trailing twelve months is around 1.82%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
SBAC
SBA Communications Corporation
1.82%1.92%1.34%1.01%0.60%0.66%0.31%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SBAC vs. VOO - Drawdown Comparison

The maximum SBAC drawdown since its inception was -99.65%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SBAC and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.15%
-9.90%
SBAC
VOO

Volatility

SBAC vs. VOO - Volatility Comparison

The current volatility for SBA Communications Corporation (SBAC) is 10.68%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that SBAC experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.68%
13.96%
SBAC
VOO