Correlation
The correlation between SIG 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.
SIG vs. VOO
Compare and contrast key facts about Signet Jewelers Limited (SIG) 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: SIG or VOO.
Performance
SIG vs. VOO - Performance Comparison
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Key characteristics
SIG:
-0.62
VOO:
0.70
SIG:
-0.61
VOO:
1.05
SIG:
0.92
VOO:
1.15
SIG:
-0.54
VOO:
0.69
SIG:
-1.03
VOO:
2.62
SIG:
32.84%
VOO:
4.93%
SIG:
56.41%
VOO:
19.55%
SIG:
-95.53%
VOO:
-33.99%
SIG:
-46.11%
VOO:
-3.45%
Returns By Period
In the year-to-date period, SIG achieves a -16.27% return, which is significantly lower than VOO's 1.00% return. Over the past 10 years, SIG has underperformed VOO with an annualized return of -4.52%, while VOO has yielded a comparatively higher 12.81% annualized return.
SIG
-16.27%
11.21%
-32.41%
-34.80%
4.83%
46.16%
-4.52%
VOO
1.00%
6.44%
-0.84%
13.62%
14.14%
15.91%
12.81%
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Risk-Adjusted Performance
SIG vs. VOO — Risk-Adjusted Performance Rank
SIG
VOO
SIG vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Signet Jewelers Limited (SIG) 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.
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Dividends
SIG vs. VOO - Dividend Comparison
SIG's dividend yield for the trailing twelve months is around 1.78%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIG Signet Jewelers Limited | 1.78% | 1.36% | 0.83% | 1.15% | 0.41% | 1.36% | 6.81% | 4.47% | 2.10% | 1.06% | 0.68% | 0.52% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
SIG vs. VOO - Drawdown Comparison
The maximum SIG drawdown since its inception was -95.53%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SIG and VOO.
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Volatility
SIG vs. VOO - Volatility Comparison
Signet Jewelers Limited (SIG) has a higher volatility of 13.84% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that SIG'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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