SBLK vs. VOO
Compare and contrast key facts about Star Bulk Carriers Corp. (SBLK) 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: SBLK or VOO.
Performance
SBLK vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, SBLK achieves a -3.38% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, SBLK has underperformed VOO with an annualized return of -2.48%, while VOO has yielded a comparatively higher 13.15% annualized return.
SBLK
-3.38%
-5.72%
-21.12%
5.98%
24.56%
-2.48%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| SBLK | VOO | |
|---|---|---|
| Sharpe Ratio | 0.30 | 2.62 |
| Sortino Ratio | 0.63 | 3.50 |
| Omega Ratio | 1.07 | 1.49 |
| Calmar Ratio | 0.09 | 3.78 |
| Martin Ratio | 0.75 | 17.12 |
| Ulcer Index | 11.80% | 1.86% |
| Daily Std Dev | 29.90% | 12.19% |
| Max Drawdown | -99.74% | -33.99% |
| Current Drawdown | -95.41% | -1.36% |
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Correlation
The correlation between SBLK and VOO is 0.27, 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
SBLK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Star Bulk Carriers Corp. (SBLK) 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
SBLK vs. VOO - Dividend Comparison
SBLK's dividend yield for the trailing twelve months is around 11.18%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBLK Star Bulk Carriers Corp. | 11.18% | 7.38% | 33.80% | 9.93% | 0.57% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SBLK vs. VOO - Drawdown Comparison
The maximum SBLK drawdown since its inception was -99.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SBLK and VOO. For additional features, visit the drawdowns tool.
Volatility
SBLK vs. VOO - Volatility Comparison
Star Bulk Carriers Corp. (SBLK) has a higher volatility of 9.11% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that SBLK'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.