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SSNC vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SSNC vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SS&C Technologies Holdings, Inc. (SSNC) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%JuneJulyAugustSeptemberOctoberNovember
1,013.13%
734.96%
SSNC
VOOG

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

YTD

21.45%

1M

-4.25%

6M

16.03%

1Y

36.11%

5Y (annualized)

5.90%

10Y (annualized)

12.59%

VOOG

YTD

31.46%

1M

1.49%

6M

14.22%

1Y

37.48%

5Y (annualized)

17.18%

10Y (annualized)

14.84%

Key characteristics


SSNCVOOG
Sharpe Ratio1.882.21
Sortino Ratio2.622.88
Omega Ratio1.361.41
Calmar Ratio1.052.78
Martin Ratio11.2011.74
Ulcer Index3.13%3.21%
Daily Std Dev18.66%17.04%
Max Drawdown-48.86%-32.73%
Current Drawdown-9.33%-2.82%

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Correlation

-0.50.00.51.00.6

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.


Sharpe ratio
The chart of Sharpe ratio for SSNC, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.882.21
The chart of Sortino ratio for SSNC, currently valued at 2.62, compared to the broader market-4.00-2.000.002.004.002.622.88
The chart of Omega ratio for SSNC, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.41
The chart of Calmar ratio for SSNC, currently valued at 1.05, compared to the broader market0.002.004.006.001.052.78
The chart of Martin ratio for SSNC, currently valued at 11.20, compared to the broader market0.0010.0020.0030.0011.2011.74
SSNC
VOOG

The current SSNC Sharpe Ratio is 1.88, which is comparable to the VOOG Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SSNC and VOOG, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.88
2.21
SSNC
VOOG

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.


TTM20232022202120202019201820172016201520142013
SSNC
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%
VOOG
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.33%
-2.82%
SSNC
VOOG

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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
8.54%
5.61%
SSNC
VOOG