SOJC vs. VOO
SOJC (The Southern Company) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, SOJC returned 0.10%/yr vs 13.22%/yr for VOO. At a 0.33 correlation, their price movements are largely independent.
Performance
SOJC vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SOJC achieves a -2.77% return, which is significantly lower than VOO's 11.31% return.
SOJC
- 1D
- -0.20%
- 1M
- -2.44%
- 6M
- -4.50%
- YTD
- -2.77%
- 1Y
- -2.18%
- 3Y*
- -0.60%
- 5Y*
- 0.10%
- 10Y*
- —
VOO
- 1D
- 0.46%
- 1M
- 2.04%
- 6M
- 9.36%
- YTD
- 11.31%
- 1Y
- 22.48%
- 3Y*
- 21.08%
- 5Y*
- 13.22%
- 10Y*
- 15.29%
SOJC vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOJC The Southern Company | -2.77% | 4.36% | -3.12% | 19.50% | -14.70% | 0.92% | 9.06% | 26.89% | -9.22% | 1.56% |
VOO Vanguard S&P 500 ETF | 11.31% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 3.10% |
Correlation
The correlation between SOJC and VOO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2017 | 0.33 |
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Return for Risk
SOJC vs. VOO — Risk / Return Rank
SOJC
VOO
SOJC vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Southern Company (SOJC) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SOJC | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.32 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 2.49 | -2.72 |
| Martin ratioReturn relative to average drawdown | -0.40 | 10.85 | -11.26 |
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Drawdowns
SOJC vs. VOO - Drawdown Comparison
The maximum SOJC drawdown since its inception was -22.06%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SOJC and VOO.
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Drawdown Indicators
| SOJC | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.06% | -33.99% | +11.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.14% | -8.90% | -2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -15.01% | -18.69% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -19.29% | -24.52% | +5.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -11.10% | -0.34% | -10.76% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -3.68% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.49% | 2.04% | +4.45% |
Volatility
SOJC vs. VOO - Volatility Comparison
The current volatility for The Southern Company (SOJC) is 1.96%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.42%. This indicates that SOJC experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOJC | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 4.42% | -2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 5.24% | 9.94% | -4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.36% | 12.48% | -4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.99% | 16.92% | -4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.52% | 17.99% | -5.47% |
Dividends
SOJC vs. VOO - Dividend Comparison
SOJC's dividend yield for the trailing twelve months is around 6.44%, more than VOO's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOJC The Southern Company | 6.44% | 6.07% | 5.97% | 5.48% | 6.18% | 5.01% | 4.82% | 4.99% | 6.16% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.06% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
SOJC and VOO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOO has higher volatility (4.42%) compared to SOJC (1.96%). In terms of maximum drawdown, SOJC dropped -22.06% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.77 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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