SSREY vs. VOO
SSREY (Swiss Re Ltd) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SSREY returned 14.23%/yr vs 15.17%/yr for VOO. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
SSREY vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SSREY achieves a 5.08% return, which is significantly lower than VOO's 11.72% return. Over the past 10 years, SSREY has underperformed VOO with an annualized return of 14.23%, while VOO has yielded a comparatively higher 15.17% annualized return.
SSREY
- 1D
- 0.06%
- 1M
- 3.27%
- 6M
- 9.85%
- YTD
- 5.08%
- 1Y
- -1.95%
- 3Y*
- 24.83%
- 5Y*
- 19.48%
- 10Y*
- 14.23%
- ALL TIME*
- 15.37%
VOO
- 1D
- 1.42%
- 1M
- 1.69%
- 6M
- 9.53%
- YTD
- 11.72%
- 1Y
- 23.30%
- 3Y*
- 20.85%
- 5Y*
- 13.12%
- 10Y*
- 15.17%
- ALL TIME*
- 14.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
SSREY Swiss Re Ltd | $1.17M | $1.67M | $2.41M |
| $3.97B | $3.80B | $5.49B |
SSREY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSREY Swiss Re Ltd | 5.08% | 20.95% | 36.13% | 27.42% | 1.53% | 10.65% | -8.91% | 29.93% | 3.47% | 10.43% |
VOO Vanguard S&P 500 ETF | 11.72% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between SSREY and VOO is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 27, 2011 | 0.44 |
Over the past year, the correlation between SSREY and VOO has dropped to 0.21 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
SSREY vs. VOO — Risk / Return Rank
SSREY
VOO
SSREY vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Re Ltd (SSREY) 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.
| SSREY | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.33 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 2.63 | -2.72 |
| Martin ratioReturn relative to average drawdown | -0.16 | 11.23 | -11.39 |
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Drawdowns
SSREY vs. VOO - Drawdown Comparison
The maximum SSREY drawdown since its inception was -52.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SSREY and VOO.
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Drawdown Indicators
| SSREY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.86% | -33.99% | -18.87% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -8.90% | -12.85% |
Max Drawdown (3Y)Largest decline over 3 years | -21.75% | -18.69% | -3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -33.09% | -24.52% | -8.57% |
Max Drawdown (10Y)Largest decline over 10 years | -52.86% | -33.99% | -18.87% |
Current DrawdownCurrent decline from peak | -8.96% | 0.00% | -8.96% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -3.67% | -3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.32% | 2.08% | +10.24% |
Volatility
SSREY vs. VOO - Volatility Comparison
Swiss Re Ltd (SSREY) has a higher volatility of 5.85% compared to Vanguard S&P 500 ETF (VOO) at 3.81%. This indicates that SSREY'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.
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Volatility by Period
| SSREY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 3.81% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 17.01% | 10.18% | +6.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.50% | 12.80% | +10.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.74% | 16.95% | +5.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 18.02% | +6.14% |
Dividends
SSREY vs. VOO - Dividend Comparison
SSREY's dividend yield for the trailing twelve months is around 4.80%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSREY Swiss Re Ltd | 4.80% | 4.39% | 4.71% | 5.69% | 6.68% | 5.56% | 6.37% | 4.99% | 5.77% | 10.83% | 8.65% | 7.74% |
VOO Vanguard S&P 500 ETF | 1.05% | 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
SSREY and VOO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSREY has higher volatility (5.85%) compared to VOO (3.81%). In terms of maximum drawdown, SSREY dropped -52.86% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.83 vs -0.08), 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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