SBS vs. VOO
Compare and contrast key facts about Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) 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: SBS or VOO.
Correlation
The correlation between SBS and VOO is 0.35, 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
SBS vs. VOO - Performance Comparison
Key characteristics
SBS:
-0.04
VOO:
2.25
SBS:
0.15
VOO:
2.98
SBS:
1.02
VOO:
1.42
SBS:
-0.05
VOO:
3.31
SBS:
-0.13
VOO:
14.77
SBS:
9.48%
VOO:
1.90%
SBS:
29.30%
VOO:
12.46%
SBS:
-76.35%
VOO:
-33.99%
SBS:
-21.33%
VOO:
-2.47%
Returns By Period
In the year-to-date period, SBS achieves a -4.08% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, SBS has underperformed VOO with an annualized return of 11.16%, while VOO has yielded a comparatively higher 13.08% annualized return.
SBS
-4.08%
-16.13%
4.14%
-3.64%
2.07%
11.16%
VOO
26.02%
-0.11%
9.35%
26.45%
14.79%
13.08%
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Risk-Adjusted Performance
SBS vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) 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
SBS vs. VOO - Dividend Comparison
SBS's dividend yield for the trailing twelve months is around 1.96%, more than VOO's 0.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 1.96% | 1.66% | 1.88% | 0.97% | 2.93% | 1.99% | 3.85% | 3.67% | 0.69% | 2.48% | 4.86% | 6.46% |
VOO Vanguard S&P 500 ETF | 0.91% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SBS vs. VOO - Drawdown Comparison
The maximum SBS drawdown since its inception was -76.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SBS and VOO. For additional features, visit the drawdowns tool.
Volatility
SBS vs. VOO - Volatility Comparison
Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) has a higher volatility of 12.94% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that SBS'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.