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

Correlation

The correlation between STAG and VOO is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

STAG vs. VOO - Performance Comparison

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

400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
479.06%
439.60%
STAG
VOO

Key characteristics

Sharpe Ratio

STAG:

-0.10

VOO:

0.57

Sortino Ratio

STAG:

0.02

VOO:

0.92

Omega Ratio

STAG:

1.00

VOO:

1.13

Calmar Ratio

STAG:

-0.08

VOO:

0.58

Martin Ratio

STAG:

-0.24

VOO:

2.42

Ulcer Index

STAG:

9.80%

VOO:

4.51%

Daily Std Dev

STAG:

23.47%

VOO:

19.17%

Max Drawdown

STAG:

-45.08%

VOO:

-33.99%

Current Drawdown

STAG:

-20.89%

VOO:

-10.56%

Returns By Period

In the year-to-date period, STAG achieves a -1.03% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, STAG has underperformed VOO with an annualized return of 9.34%, while VOO has yielded a comparatively higher 12.02% annualized return.


STAG

YTD

-1.03%

1M

-4.41%

6M

-10.56%

1Y

-0.73%

5Y*

10.16%

10Y*

9.34%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

STAG vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STAG
The Risk-Adjusted Performance Rank of STAG is 4444
Overall Rank
The Sharpe Ratio Rank of STAG is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of STAG is 3838
Sortino Ratio Rank
The Omega Ratio Rank of STAG is 3838
Omega Ratio Rank
The Calmar Ratio Rank of STAG is 4747
Calmar Ratio Rank
The Martin Ratio Rank of STAG is 4747
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STAG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for STAG Industrial, Inc. (STAG) 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.


The chart of Sharpe ratio for STAG, currently valued at -0.10, compared to the broader market-2.00-1.000.001.002.003.00
STAG: -0.10
VOO: 0.57
The chart of Sortino ratio for STAG, currently valued at 0.02, compared to the broader market-6.00-4.00-2.000.002.004.00
STAG: 0.02
VOO: 0.92
The chart of Omega ratio for STAG, currently valued at 1.00, compared to the broader market0.501.001.502.00
STAG: 1.00
VOO: 1.13
The chart of Calmar ratio for STAG, currently valued at -0.08, compared to the broader market0.001.002.003.004.005.00
STAG: -0.08
VOO: 0.58
The chart of Martin ratio for STAG, currently valued at -0.24, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
STAG: -0.24
VOO: 2.42

The current STAG Sharpe Ratio is -0.10, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of STAG 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.10
0.57
STAG
VOO

Dividends

STAG vs. VOO - Dividend Comparison

STAG's dividend yield for the trailing twelve months is around 4.48%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
STAG
STAG Industrial, Inc.
4.48%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

STAG vs. VOO - Drawdown Comparison

The maximum STAG drawdown since its inception was -45.08%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for STAG and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.89%
-10.56%
STAG
VOO

Volatility

STAG vs. VOO - Volatility Comparison

STAG Industrial, Inc. (STAG) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.80% and 13.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.80%
13.97%
STAG
VOO