PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SNX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SNXVOO
YTD Return7.19%19.24%
1Y Return14.74%28.44%
3Y Return (Ann)1.00%10.06%
5Y Return (Ann)19.94%15.24%
10Y Return (Ann)15.24%12.92%
Sharpe Ratio0.622.11
Daily Std Dev23.68%12.65%
Max Drawdown-67.27%-33.99%
Current Drawdown-13.81%-0.33%

Correlation

-0.50.00.51.00.6

The correlation between SNX and VOO is 0.63, 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

SNX vs. VOO - Performance Comparison

In the year-to-date period, SNX achieves a 7.19% return, which is significantly lower than VOO's 19.24% return. Over the past 10 years, SNX has outperformed VOO with an annualized return of 15.24%, while VOO has yielded a comparatively lower 12.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%AprilMayJuneJulyAugustSeptember
11.31%
9.52%
SNX
VOO

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SNX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TD SYNNEX Corporation (SNX) 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.


SNX
Sharpe ratio
The chart of Sharpe ratio for SNX, currently valued at 0.62, compared to the broader market-4.00-2.000.002.000.62
Sortino ratio
The chart of Sortino ratio for SNX, currently valued at 0.94, compared to the broader market-6.00-4.00-2.000.002.004.000.94
Omega ratio
The chart of Omega ratio for SNX, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for SNX, currently valued at 0.52, compared to the broader market0.001.002.003.004.005.000.52
Martin ratio
The chart of Martin ratio for SNX, currently valued at 1.94, compared to the broader market-5.000.005.0010.0015.0020.001.94
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.11, compared to the broader market-4.00-2.000.002.002.11
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.85, compared to the broader market-6.00-4.00-2.000.002.004.002.85
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.31, compared to the broader market0.001.002.003.004.005.002.31
Martin ratio
The chart of Martin ratio for VOO, currently valued at 11.43, compared to the broader market-5.000.005.0010.0015.0020.0011.43

SNX vs. VOO - Sharpe Ratio Comparison

The current SNX Sharpe Ratio is 0.62, which is lower than the VOO Sharpe Ratio of 2.11. The chart below compares the 12-month rolling Sharpe Ratio of SNX and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.62
2.11
SNX
VOO

Dividends

SNX vs. VOO - Dividend Comparison

SNX's dividend yield for the trailing twelve months is around 1.36%, more than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
SNX
TD SYNNEX Corporation
1.36%1.30%1.27%0.70%0.25%1.16%1.73%0.77%1.03%0.64%0.16%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SNX vs. VOO - Drawdown Comparison

The maximum SNX drawdown since its inception was -67.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SNX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-13.81%
-0.33%
SNX
VOO

Volatility

SNX vs. VOO - Volatility Comparison

TD SYNNEX Corporation (SNX) has a higher volatility of 6.84% compared to Vanguard S&P 500 ETF (VOO) at 3.93%. This indicates that SNX'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%AprilMayJuneJulyAugustSeptember
6.84%
3.93%
SNX
VOO