SBSW vs. VOO
SBSW (Sibanye Stillwater Limited) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SBSW returned -4.31%/yr vs 14.78%/yr for VOO. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
SBSW vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SBSW achieves a -38.26% return, which is significantly lower than VOO's 7.59% return. Over the past 10 years, SBSW has underperformed VOO with an annualized return of -4.31%, while VOO has yielded a comparatively higher 14.78% annualized return.
SBSW
- 1D
- 2.03%
- 1M
- -0.81%
- 6M
- -58.34%
- YTD
- -38.26%
- 1Y
- -3.84%
- 3Y*
- 6.09%
- 5Y*
- -9.72%
- 10Y*
- -4.31%
- ALL TIME*
- 5.83%
VOO
- 1D
- -1.52%
- 1M
- -1.52%
- 6M
- 5.49%
- YTD
- 7.59%
- 1Y
- 16.21%
- 3Y*
- 18.43%
- 5Y*
- 12.29%
- 10Y*
- 14.78%
- ALL TIME*
- 14.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $38.72M | $42.33M | $51.95M | |
| $3.59B | $3.94B | $5.43B |
SBSW vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBSW Sibanye Stillwater Limited | -38.26% | 331.82% | -39.23% | -46.54% | -9.57% | -12.44% | 61.55% | 250.88% | -41.72% | -26.00% |
VOO Vanguard S&P 500 ETF | 7.59% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between SBSW and VOO is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2013 | 0.20 |
Over the past year, SBSW and VOO have become more correlated (0.40) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
SBSW vs. VOO — Risk / Return Rank
SBSW
VOO
SBSW vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sibanye Stillwater Limited (SBSW) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SBSW | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.23 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.83 | -1.89 |
| Martin ratioReturn relative to average drawdown | -0.13 | 7.81 | -7.94 |
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Drawdowns
SBSW vs. VOO - Drawdown Comparison
The maximum SBSW drawdown since its inception was -89.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SBSW and VOO.
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Drawdown Indicators
| SBSW | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.24% | -33.99% | -55.25% |
Max Drawdown (1Y)Largest decline over 1 year | -61.02% | -8.90% | -52.12% |
Max Drawdown (3Y)Largest decline over 3 years | -61.02% | -18.69% | -42.33% |
Max Drawdown (5Y)Largest decline over 5 years | -82.53% | -24.52% | -58.01% |
Max Drawdown (10Y)Largest decline over 10 years | -89.24% | -33.99% | -55.25% |
Current DrawdownCurrent decline from peak | -58.34% | -3.68% | -54.66% |
Average DrawdownAverage peak-to-trough decline | -48.29% | -3.67% | -44.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.82% | 2.08% | +28.74% |
Volatility
SBSW vs. VOO - Volatility Comparison
Sibanye Stillwater Limited (SBSW) has a higher volatility of 14.22% compared to Vanguard S&P 500 ETF (VOO) at 3.14%. This indicates that SBSW'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.
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Volatility by Period
| SBSW | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.22% | 3.14% | +11.08% |
Volatility (6M)Calculated over the trailing 6-month period | 50.81% | 9.95% | +40.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.11% | 12.71% | +55.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.12% | 16.92% | +43.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.12% | 18.01% | +46.11% |
Dividends
SBSW vs. VOO - Dividend Comparison
SBSW's dividend yield for the trailing twelve months is around 3.84%, more than VOO's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBSW Sibanye Stillwater Limited | 3.84% | 0.00% | 0.00% | 6.98% | 7.68% | 13.34% | 0.75% | 0.00% | 0.00% | 2.68% | 5.12% | 3.05% |
VOO Vanguard S&P 500 ETF | 1.10% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
SBSW and VOO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBSW has higher volatility (14.22%) compared to VOO (3.14%). In terms of maximum drawdown, SBSW dropped -89.24% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.28 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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