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

Key characteristics


SPHVOO
YTD Return13.83%5.63%
1Y Return38.75%23.68%
3Y Return (Ann)18.48%7.89%
5Y Return (Ann)5.76%13.12%
10Y Return (Ann)1.53%12.38%
Sharpe Ratio1.241.91
Daily Std Dev30.07%11.70%
Max Drawdown-60.60%-33.99%
Current Drawdown-6.79%-4.45%

Correlation

-0.50.00.51.00.3

The correlation between SPH and VOO is 0.26, 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

SPH vs. VOO - Performance Comparison

In the year-to-date period, SPH achieves a 13.83% return, which is significantly higher than VOO's 5.63% return. Over the past 10 years, SPH has underperformed VOO with an annualized return of 1.53%, while VOO has yielded a comparatively higher 12.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
30.09%
489.23%
SPH
VOO

Compare stocks, funds, or ETFs

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


Suburban Propane Partners, L.P.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

SPH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Suburban Propane Partners, L.P. (SPH) 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.


SPH
Sharpe ratio
The chart of Sharpe ratio for SPH, currently valued at 1.24, compared to the broader market-2.00-1.000.001.002.003.004.001.24
Sortino ratio
The chart of Sortino ratio for SPH, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.006.002.00
Omega ratio
The chart of Omega ratio for SPH, currently valued at 1.26, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for SPH, currently valued at 1.39, compared to the broader market0.002.004.006.001.39
Martin ratio
The chart of Martin ratio for SPH, currently valued at 7.74, compared to the broader market-10.000.0010.0020.0030.007.74
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.75, compared to the broader market-4.00-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.65, compared to the broader market0.002.004.006.001.65
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.71, compared to the broader market-10.000.0010.0020.0030.007.71

SPH vs. VOO - Sharpe Ratio Comparison

The current SPH Sharpe Ratio is 1.24, which is lower than the VOO Sharpe Ratio of 1.91. The chart below compares the 12-month rolling Sharpe Ratio of SPH and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.24
1.91
SPH
VOO

Dividends

SPH vs. VOO - Dividend Comparison

SPH's dividend yield for the trailing twelve months is around 4.90%, more than VOO's 1.39% yield.


TTM20232022202120202019201820172016201520142013
SPH
Suburban Propane Partners, L.P.
4.90%7.32%8.56%8.53%12.11%10.98%12.45%13.47%11.81%14.55%8.10%7.46%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SPH vs. VOO - Drawdown Comparison

The maximum SPH drawdown since its inception was -60.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPH and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-6.79%
-4.45%
SPH
VOO

Volatility

SPH vs. VOO - Volatility Comparison

Suburban Propane Partners, L.P. (SPH) has a higher volatility of 8.44% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that SPH'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.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
8.44%
3.89%
SPH
VOO