SDZNY vs. VOO
SDZNY (Sandoz Group AG) 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, SDZNY returned 70.76% vs 22.23% for VOO. At a 0.19 correlation, their price movements are largely independent.
Performance
SDZNY vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SDZNY achieves a 23.56% return, which is significantly higher than VOO's 8.08% return.
SDZNY
- 1D
- 1.96%
- 1M
- 8.29%
- YTD
- 23.56%
- 6M
- 20.86%
- 1Y
- 70.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -0.10%
- 1M
- -1.44%
- YTD
- 8.08%
- 6M
- 6.78%
- 1Y
- 22.23%
- 3Y*
- 20.75%
- 5Y*
- 13.02%
- 10Y*
- 15.60%
SDZNY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SDZNY Sandoz Group AG | 23.56% | 83.00% | 28.40% | 19.80% |
VOO Vanguard S&P 500 ETF | 8.08% | 17.82% | 24.98% | 13.22% |
Correlation
The correlation between SDZNY and VOO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2023 | 0.19 |
The correlation between SDZNY and VOO shifts across timeframes, from 0.19 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SDZNY vs. VOO — Risk / Return Rank
SDZNY
VOO
SDZNY vs. VOO - Risk-Adjusted Trends 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.
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.
| SDZNY | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 2.51 | +1.22 |
| Martin ratioReturn relative to average drawdown | 9.78 | 11.16 | -1.38 |
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Drawdowns
SDZNY vs. VOO - Drawdown Comparison
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.
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Drawdown Indicators
| SDZNY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.34% | -33.99% | +8.65% |
Max Drawdown (1Y)Largest decline over 1 year | -19.09% | -8.90% | -10.19% |
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 | -3.67% | -3.23% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -3.68% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.26% | 2.00% | +5.26% |
Volatility
SDZNY vs. VOO - Volatility Comparison
Sandoz Group AG (SDZNY) has a higher volatility of 6.58% compared to Vanguard S&P 500 ETF (VOO) at 4.80%. 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.
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Volatility by Period
| SDZNY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 4.80% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 23.34% | 9.79% | +13.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.53% | 12.43% | +19.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.58% | 16.91% | +13.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.58% | 18.02% | +12.56% |
Dividends
SDZNY vs. VOO - Dividend Comparison
SDZNY's dividend yield for the trailing twelve months is around 1.15%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDZNY Sandoz Group AG | 1.15% | 1.00% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 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
SDZNY and VOO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDZNY has higher volatility (6.58%) compared to VOO (4.80%). In terms of maximum drawdown, SDZNY dropped -25.34% vs VOO's -33.99%.
SDZNY currently has the higher Sharpe Ratio (2.26 vs 1.80), 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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