SDZNY vs. VOO

In the year-to-date period, SDZNY achieves a 25.04% return, which is significantly higher than VOO's 0.90% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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.

The current SDZNY Sharpe Ratio is 1.58, which is higher than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SDZNY and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SDZNY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.

The maximum SDZNY drawdown since its inception was -25.34%, 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.

Sandoz Group AG (SDZNY) has a higher volatility of 6.06% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. 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.