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SKY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SKYVOO
YTD Return4.11%6.62%
1Y Return4.09%25.71%
3Y Return (Ann)19.72%8.15%
5Y Return (Ann)28.89%13.32%
10Y Return (Ann)31.63%12.46%
Sharpe Ratio0.112.13
Daily Std Dev42.46%11.67%
Max Drawdown-93.05%-33.99%
Current Drawdown-9.79%-3.56%

Correlation

-0.50.00.51.00.4

The correlation between SKY and VOO is 0.39, 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

SKY vs. VOO - Performance Comparison

In the year-to-date period, SKY achieves a 4.11% return, which is significantly lower than VOO's 6.62% return. Over the past 10 years, SKY has outperformed VOO with an annualized return of 31.63%, while VOO has yielded a comparatively lower 12.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
294.73%
494.72%
SKY
VOO

Compare stocks, funds, or ETFs

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


Skyline Champion Corporation

Vanguard S&P 500 ETF

Risk-Adjusted Performance

SKY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyline Champion Corporation (SKY) 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.


SKY
Sharpe ratio
The chart of Sharpe ratio for SKY, currently valued at 0.11, compared to the broader market-2.00-1.000.001.002.003.004.000.11
Sortino ratio
The chart of Sortino ratio for SKY, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.006.000.46
Omega ratio
The chart of Omega ratio for SKY, currently valued at 1.06, compared to the broader market0.501.001.501.06
Calmar ratio
The chart of Calmar ratio for SKY, currently valued at 0.13, compared to the broader market0.002.004.006.000.13
Martin ratio
The chart of Martin ratio for SKY, currently valued at 0.35, compared to the broader market-10.000.0010.0020.0030.000.35
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.13, compared to the broader market-2.00-1.000.001.002.003.004.002.13
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.37, compared to the broader market0.501.001.501.37
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.84, compared to the broader market0.002.004.006.001.84
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.57, compared to the broader market-10.000.0010.0020.0030.008.57

SKY vs. VOO - Sharpe Ratio Comparison

The current SKY Sharpe Ratio is 0.11, which is lower than the VOO Sharpe Ratio of 2.13. The chart below compares the 12-month rolling Sharpe Ratio of SKY and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.11
2.13
SKY
VOO

Dividends

SKY vs. VOO - Dividend Comparison

SKY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.38%.


TTM20232022202120202019201820172016201520142013
SKY
Skyline Champion Corporation
0.00%0.00%0.00%0.00%0.00%0.00%4.25%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SKY vs. VOO - Drawdown Comparison

The maximum SKY drawdown since its inception was -93.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SKY and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-9.79%
-3.56%
SKY
VOO

Volatility

SKY vs. VOO - Volatility Comparison

Skyline Champion Corporation (SKY) has a higher volatility of 11.75% compared to Vanguard S&P 500 ETF (VOO) at 4.04%. This indicates that SKY'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.


0.00%5.00%10.00%15.00%December2024FebruaryMarchAprilMay
11.75%
4.04%
SKY
VOO