SDZNY vs. VOO
Compare and contrast key facts about Sandoz Group AG (SDZNY) 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: SDZNY or VOO.
Correlation
The correlation between SDZNY and VOO is 0.11, 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
SDZNY vs. VOO - Performance Comparison
Key characteristics
SDZNY:
1.75
VOO:
1.92
SDZNY:
2.42
VOO:
2.58
SDZNY:
1.30
VOO:
1.35
SDZNY:
2.48
VOO:
2.88
SDZNY:
8.75
VOO:
12.03
SDZNY:
5.41%
VOO:
2.02%
SDZNY:
27.11%
VOO:
12.69%
SDZNY:
-20.68%
VOO:
-33.99%
SDZNY:
-5.99%
VOO:
0.00%
Returns By Period
In the year-to-date period, SDZNY achieves a 15.51% return, which is significantly higher than VOO's 4.36% return.
SDZNY
15.51%
4.84%
6.08%
46.35%
N/A
N/A
VOO
4.36%
2.34%
10.20%
24.11%
14.50%
13.28%
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Risk-Adjusted Performance
SDZNY vs. VOO — Risk-Adjusted Performance Rank
SDZNY
VOO
SDZNY vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sandoz Group AG (SDZNY) 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
SDZNY vs. VOO - Dividend Comparison
SDZNY's dividend yield for the trailing twelve months is around 1.06%, less than VOO's 1.19% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDZNY Sandoz Group AG | 1.06% | 1.23% | 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 | 1.19% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
SDZNY vs. VOO - Drawdown Comparison
The maximum SDZNY drawdown since its inception was -20.68%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SDZNY and VOO. For additional features, visit the drawdowns tool.
Volatility
SDZNY vs. VOO - Volatility Comparison
Sandoz Group AG (SDZNY) has a higher volatility of 9.30% compared to Vanguard S&P 500 ETF (VOO) at 3.12%. This indicates that SDZNY'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.