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

Correlation

The correlation between SPG and VOO is 0.53, 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.


-0.50.00.51.00.5

Performance

SPG vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simon Property Group, Inc. (SPG) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
22.69%
13.65%
SPG
VOO

Key characteristics

Sharpe Ratio

SPG:

2.14

VOO:

2.78

Sortino Ratio

SPG:

2.98

VOO:

3.69

Omega Ratio

SPG:

1.37

VOO:

1.52

Calmar Ratio

SPG:

3.41

VOO:

4.01

Martin Ratio

SPG:

12.49

VOO:

18.18

Ulcer Index

SPG:

3.66%

VOO:

1.86%

Daily Std Dev

SPG:

21.44%

VOO:

12.20%

Max Drawdown

SPG:

-77.00%

VOO:

-33.99%

Current Drawdown

SPG:

0.00%

VOO:

-0.52%

Returns By Period

In the year-to-date period, SPG achieves a 34.22% return, which is significantly higher than VOO's 28.53% return. Over the past 10 years, SPG has underperformed VOO with an annualized return of 5.16%, while VOO has yielded a comparatively higher 13.75% annualized return.


SPG

YTD

34.22%

1M

2.90%

6M

22.69%

1Y

44.08%

5Y (annualized)

10.79%

10Y (annualized)

5.16%

VOO

YTD

28.53%

1M

1.08%

6M

13.65%

1Y

33.30%

5Y (annualized)

15.87%

10Y (annualized)

13.75%

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Risk-Adjusted Performance

SPG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simon Property Group, Inc. (SPG) 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.


Sharpe ratio
The chart of Sharpe ratio for SPG, currently valued at 2.14, compared to the broader market-4.00-2.000.002.004.002.142.78
The chart of Sortino ratio for SPG, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.002.983.69
The chart of Omega ratio for SPG, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.52
The chart of Calmar ratio for SPG, currently valued at 3.41, compared to the broader market0.002.004.006.003.414.01
The chart of Martin ratio for SPG, currently valued at 12.49, compared to the broader market-10.000.0010.0020.0030.0012.4918.18
SPG
VOO

The current SPG Sharpe Ratio is 2.14, which is comparable to the VOO Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of SPG 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.14
2.78
SPG
VOO

Dividends

SPG vs. VOO - Dividend Comparison

SPG's dividend yield for the trailing twelve months is around 4.45%, more than VOO's 1.22% yield.


TTM20232022202120202019201820172016201520142013
SPG
Simon Property Group, Inc.
4.45%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%2.74%3.06%
VOO
Vanguard S&P 500 ETF
1.22%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SPG vs. VOO - Drawdown Comparison

The maximum SPG drawdown since its inception was -77.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPG and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.52%
SPG
VOO

Volatility

SPG vs. VOO - Volatility Comparison

Simon Property Group, Inc. (SPG) has a higher volatility of 4.12% compared to Vanguard S&P 500 ETF (VOO) at 2.19%. This indicates that SPG'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%JulyAugustSeptemberOctoberNovemberDecember
4.12%
2.19%
SPG
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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