SNA vs. VOO
Compare and contrast key facts about Snap-on Incorporated (SNA) 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: SNA or VOO.
Key characteristics
SNA | VOO | |
---|---|---|
YTD Return | 27.65% | 26.94% |
1Y Return | 34.88% | 35.06% |
3Y Return (Ann) | 20.95% | 10.23% |
5Y Return (Ann) | 20.36% | 15.77% |
10Y Return (Ann) | 12.83% | 13.41% |
Sharpe Ratio | 1.63 | 3.08 |
Sortino Ratio | 2.23 | 4.09 |
Omega Ratio | 1.36 | 1.58 |
Calmar Ratio | 2.90 | 4.46 |
Martin Ratio | 6.77 | 20.36 |
Ulcer Index | 5.75% | 1.85% |
Daily Std Dev | 23.86% | 12.23% |
Max Drawdown | -65.76% | -33.99% |
Current Drawdown | -0.16% | -0.25% |
Correlation
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.
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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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.