SFL vs. VOO
Compare and contrast key facts about SFL Corporation Ltd. (SFL) 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: SFL or VOO.
Key characteristics
| SFL | VOO | |
|---|---|---|
| YTD Return | -4.86% | 26.88% |
| 1Y Return | 0.15% | 37.59% |
| 3Y Return (Ann) | 13.26% | 10.23% |
| 5Y Return (Ann) | 2.15% | 15.93% |
| 10Y Return (Ann) | 5.04% | 13.41% |
| Sharpe Ratio | 0.03 | 3.06 |
| Sortino Ratio | 0.22 | 4.08 |
| Omega Ratio | 1.03 | 1.58 |
| Calmar Ratio | 0.03 | 4.43 |
| Martin Ratio | 0.08 | 20.25 |
| Ulcer Index | 11.58% | 1.85% |
| Daily Std Dev | 26.60% | 12.23% |
| Max Drawdown | -85.65% | -33.99% |
| Current Drawdown | -27.86% | -0.30% |
Correlation
The correlation between SFL and VOO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SFL vs. VOO - Performance Comparison
In the year-to-date period, SFL achieves a -4.86% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, SFL has underperformed VOO with an annualized return of 5.04%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SFL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SFL Corporation Ltd. (SFL) 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
SFL vs. VOO - Dividend Comparison
SFL's dividend yield for the trailing twelve months is around 10.43%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFL SFL Corporation Ltd. | 10.43% | 8.60% | 9.54% | 7.73% | 15.92% | 9.63% | 13.30% | 10.32% | 12.12% | 10.50% | 11.54% | 7.14% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SFL vs. VOO - Drawdown Comparison
The maximum SFL drawdown since its inception was -85.65%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SFL and VOO. For additional features, visit the drawdowns tool.
Volatility
SFL vs. VOO - Volatility Comparison
SFL Corporation Ltd. (SFL) has a higher volatility of 4.98% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that SFL'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.