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

Key characteristics


SNAVOO
YTD Return27.65%26.94%
1Y Return34.88%35.06%
3Y Return (Ann)20.95%10.23%
5Y Return (Ann)20.36%15.77%
10Y Return (Ann)12.83%13.41%
Sharpe Ratio1.633.08
Sortino Ratio2.234.09
Omega Ratio1.361.58
Calmar Ratio2.904.46
Martin Ratio6.7720.36
Ulcer Index5.75%1.85%
Daily Std Dev23.86%12.23%
Max Drawdown-65.76%-33.99%
Current Drawdown-0.16%-0.25%

Correlation

-0.50.00.51.00.7

The correlation between SNA and VOO is 0.65, 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

SNA vs. VOO - Performance Comparison

The year-to-date returns for both stocks are quite close, with SNA having a 27.65% return and VOO slightly lower at 26.94%. Both investments have delivered pretty close results over the past 10 years, with SNA having a 12.83% annualized return and VOO not far ahead at 13.41%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
32.28%
13.73%
SNA
VOO

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Risk-Adjusted Performance

SNA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap-on Incorporated (SNA) 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.


SNA
Sharpe ratio
The chart of Sharpe ratio for SNA, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.63
Sortino ratio
The chart of Sortino ratio for SNA, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.006.002.23
Omega ratio
The chart of Omega ratio for SNA, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for SNA, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Martin ratio
The chart of Martin ratio for SNA, currently valued at 6.77, compared to the broader market0.0010.0020.0030.006.77
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.08, compared to the broader market-4.00-2.000.002.004.003.08
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.09, compared to the broader market-4.00-2.000.002.004.006.004.09
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market0.501.001.502.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.46, compared to the broader market0.002.004.006.004.46
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.36, compared to the broader market0.0010.0020.0030.0020.36

SNA vs. VOO - Sharpe Ratio Comparison

The current SNA Sharpe Ratio is 1.63, which is lower than the VOO Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of SNA 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.63
3.08
SNA
VOO

Dividends

SNA vs. VOO - Dividend Comparison

SNA's dividend yield for the trailing twelve months is around 2.06%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
SNA
Snap-on Incorporated
2.06%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%1.35%1.44%
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

SNA vs. VOO - Drawdown Comparison

The maximum SNA drawdown since its inception was -65.76%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SNA and VOO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.16%
-0.25%
SNA
VOO

Volatility

SNA vs. VOO - Volatility Comparison

Snap-on Incorporated (SNA) has a higher volatility of 11.04% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that SNA'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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.04%
3.78%
SNA
VOO