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.
Performance
SBS vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, SBS achieves a 14.37% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, SBS has underperformed VOO with an annualized return of 10.28%, while VOO has yielded a comparatively higher 13.15% annualized return.
SBS
14.37%
5.62%
18.08%
31.76%
8.05%
10.28%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| SBS | VOO | |
|---|---|---|
| Sharpe Ratio | 1.15 | 2.62 |
| Sortino Ratio | 1.75 | 3.50 |
| Omega Ratio | 1.20 | 1.49 |
| Calmar Ratio | 1.55 | 3.78 |
| Martin Ratio | 3.83 | 17.12 |
| Ulcer Index | 8.18% | 1.86% |
| Daily Std Dev | 27.35% | 12.19% |
| Max Drawdown | -76.35% | -33.99% |
| Current Drawdown | -6.20% | -1.36% |
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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.
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 1.64%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 1.64% | 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 | 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
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 8.43% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. 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.