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

Correlation

The correlation between SMP and VOO is 0.50, 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

SMP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standard Motor Products, Inc. (SMP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SMP:

0.12

VOO:

0.74

Sortino Ratio

SMP:

0.43

VOO:

1.04

Omega Ratio

SMP:

1.05

VOO:

1.15

Calmar Ratio

SMP:

0.05

VOO:

0.68

Martin Ratio

SMP:

0.19

VOO:

2.58

Ulcer Index

SMP:

14.35%

VOO:

4.93%

Daily Std Dev

SMP:

37.55%

VOO:

19.54%

Max Drawdown

SMP:

-93.44%

VOO:

-33.99%

Current Drawdown

SMP:

-37.83%

VOO:

-3.55%

Returns By Period

In the year-to-date period, SMP achieves a -0.17% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, SMP has underperformed VOO with an annualized return of 0.54%, while VOO has yielded a comparatively higher 12.81% annualized return.


SMP

YTD

-0.17%

1M

12.98%

6M

-5.94%

1Y

4.58%

3Y*

-5.71%

5Y*

-3.92%

10Y*

0.54%

VOO

YTD

0.90%

1M

6.28%

6M

-1.46%

1Y

14.27%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Standard Motor Products, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SMP vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SMP
The Risk-Adjusted Performance Rank of SMP is 5151
Overall Rank
The Sharpe Ratio Rank of SMP is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SMP is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SMP is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SMP is 5353
Calmar Ratio Rank
The Martin Ratio Rank of SMP is 5353
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SMP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Standard Motor Products, Inc. (SMP) 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 SMP Sharpe Ratio is 0.12, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SMP 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SMP vs. VOO - Dividend Comparison

SMP's dividend yield for the trailing twelve months is around 3.96%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
SMP
Standard Motor Products, Inc.
3.96%3.74%2.91%3.10%1.91%1.24%1.73%1.73%1.69%1.28%1.58%1.36%
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

SMP vs. VOO - Drawdown Comparison

The maximum SMP drawdown since its inception was -93.44%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SMP and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SMP vs. VOO - Volatility Comparison

Standard Motor Products, Inc. (SMP) has a higher volatility of 7.51% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that SMP'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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