SSNC vs. VOOG
Compare and contrast key facts about SS&C Technologies Holdings, Inc. (SSNC) and Vanguard S&P 500 Growth ETF (VOOG).
VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth 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: SSNC or VOOG.
Performance
SSNC vs. VOOG - Performance Comparison
Returns By Period
In the year-to-date period, SSNC achieves a 21.45% return, which is significantly lower than VOOG's 31.46% return. Over the past 10 years, SSNC has underperformed VOOG with an annualized return of 12.59%, while VOOG has yielded a comparatively higher 14.84% annualized return.
SSNC
21.45%
-4.25%
16.03%
36.11%
5.90%
12.59%
VOOG
31.46%
1.49%
14.22%
37.48%
17.18%
14.84%
Key characteristics
SSNC | VOOG | |
---|---|---|
Sharpe Ratio | 1.88 | 2.21 |
Sortino Ratio | 2.62 | 2.88 |
Omega Ratio | 1.36 | 1.41 |
Calmar Ratio | 1.05 | 2.78 |
Martin Ratio | 11.20 | 11.74 |
Ulcer Index | 3.13% | 3.21% |
Daily Std Dev | 18.66% | 17.04% |
Max Drawdown | -48.86% | -32.73% |
Current Drawdown | -9.33% | -2.82% |
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Correlation
The correlation between SSNC and VOOG is 0.59, 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.
Risk-Adjusted Performance
SSNC vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SS&C Technologies Holdings, Inc. (SSNC) and Vanguard S&P 500 Growth ETF (VOOG). 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
SSNC vs. VOOG - Dividend Comparison
SSNC's dividend yield for the trailing twelve months is around 1.32%, more than VOOG's 0.61% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
SS&C Technologies Holdings, Inc. | 1.32% | 1.44% | 1.54% | 0.83% | 0.73% | 0.69% | 0.67% | 0.66% | 0.88% | 0.73% | 0.21% | 0.00% |
Vanguard S&P 500 Growth ETF | 0.61% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
SSNC vs. VOOG - Drawdown Comparison
The maximum SSNC drawdown since its inception was -48.86%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for SSNC and VOOG. For additional features, visit the drawdowns tool.
Volatility
SSNC vs. VOOG - Volatility Comparison
SS&C Technologies Holdings, Inc. (SSNC) has a higher volatility of 8.54% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.61%. This indicates that SSNC's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.