SDHC vs. VOO
SDHC (Smith Douglas Homes Corp) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past year, SDHC returned -25.82% vs 21.53% for VOO. At a 0.30 correlation, their price movements are largely independent.
Performance
SDHC vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SDHC achieves a -7.81% return, which is significantly lower than VOO's 10.45% return.
SDHC
- 1D
- 0.19%
- 1M
- 14.35%
- 6M
- -20.64%
- YTD
- -7.81%
- 1Y
- -25.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -0.77%
- 1M
- 1.25%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.53%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.16%
SDHC vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SDHC Smith Douglas Homes Corp | -7.81% | -34.59% | 9.11% |
VOO Vanguard S&P 500 ETF | 10.45% | 17.82% | 24.65% |
Correlation
The correlation between SDHC and VOO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.30 |
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Return for Risk
SDHC vs. VOO — Risk / Return Rank
SDHC
VOO
SDHC vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Smith Douglas Homes Corp (SDHC) 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.
| SDHC | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.31 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 2.43 | -2.93 |
| Martin ratioReturn relative to average drawdown | -0.89 | 10.60 | -11.49 |
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Drawdowns
SDHC vs. VOO - Drawdown Comparison
The maximum SDHC drawdown since its inception was -71.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SDHC and VOO.
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Drawdown Indicators
| SDHC | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.98% | -33.99% | -37.99% |
Max Drawdown (1Y)Largest decline over 1 year | -52.01% | -8.90% | -43.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -60.04% | -1.11% | -58.93% |
Average DrawdownAverage peak-to-trough decline | -36.66% | -3.68% | -32.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.92% | 2.04% | +26.88% |
Volatility
SDHC vs. VOO - Volatility Comparison
Smith Douglas Homes Corp (SDHC) has a higher volatility of 13.59% compared to Vanguard S&P 500 ETF (VOO) at 4.16%. This indicates that SDHC'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
| SDHC | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.59% | 4.16% | +9.43% |
Volatility (6M)Calculated over the trailing 6-month period | 43.02% | 9.97% | +33.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.60% | 12.53% | +47.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.35% | 16.93% | +37.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.35% | 18.00% | +36.35% |
Dividends
SDHC vs. VOO - Dividend Comparison
SDHC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDHC Smith Douglas Homes Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.07% | 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
SDHC and VOO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDHC has higher volatility (13.59%) compared to VOO (4.16%). In terms of maximum drawdown, SDHC dropped -71.98% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.73 vs -0.44), 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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