SNGSP.ME vs. VOO
Compare and contrast key facts about Surgutneftegas Public Joint Stock Company (SNGSP.ME) 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: SNGSP.ME or VOO.
Key characteristics
| SNGSP.ME | VOO | |
|---|---|---|
| YTD Return | 29.62% | 11.78% |
| 1Y Return | 129.69% | 28.27% |
| 3Y Return (Ann) | 32.39% | 10.42% |
| 5Y Return (Ann) | 28.69% | 15.03% |
| 10Y Return (Ann) | 26.41% | 13.05% |
| Sharpe Ratio | 5.72 | 2.56 |
| Daily Std Dev | 26.69% | 11.55% |
| Max Drawdown | -86.79% | -33.99% |
| Current Drawdown | -0.39% | -0.04% |
Correlation
The correlation between SNGSP.ME and VOO is 0.25, 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
SNGSP.ME vs. VOO - Performance Comparison
In the year-to-date period, SNGSP.ME achieves a 29.62% return, which is significantly higher than VOO's 11.78% return. Over the past 10 years, SNGSP.ME has outperformed VOO with an annualized return of 26.41%, while VOO has yielded a comparatively lower 13.05% annualized return. 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
SNGSP.ME vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Surgutneftegas Public Joint Stock Company (SNGSP.ME) 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
SNGSP.ME vs. VOO - Dividend Comparison
SNGSP.ME's dividend yield for the trailing twelve months is around 1.11%, less than VOO's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNGSP.ME Surgutneftegas Public Joint Stock Company | 1.11% | 1.44% | 18.23% | 17.46% | 2.32% | 20.20% | 3.50% | 2.13% | 21.58% | 18.56% | 8.00% | 5.72% |
VOO Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SNGSP.ME vs. VOO - Drawdown Comparison
The maximum SNGSP.ME drawdown since its inception was -86.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SNGSP.ME and VOO. For additional features, visit the drawdowns tool.
Volatility
SNGSP.ME vs. VOO - Volatility Comparison
Surgutneftegas Public Joint Stock Company (SNGSP.ME) has a higher volatility of 5.82% compared to Vanguard S&P 500 ETF (VOO) at 3.18%. This indicates that SNGSP.ME'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.