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

Correlation

The correlation between STC and VOO is 0.47, 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.


-0.50.00.51.00.5

Performance

STC vs. VOO - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
810.73%
602.93%
STC
VOO

Key characteristics

Sharpe Ratio

STC:

0.98

VOO:

2.25

Sortino Ratio

STC:

1.53

VOO:

2.98

Omega Ratio

STC:

1.18

VOO:

1.42

Calmar Ratio

STC:

1.14

VOO:

3.31

Martin Ratio

STC:

5.57

VOO:

14.77

Ulcer Index

STC:

4.73%

VOO:

1.90%

Daily Std Dev

STC:

27.02%

VOO:

12.46%

Max Drawdown

STC:

-87.50%

VOO:

-33.99%

Current Drawdown

STC:

-8.69%

VOO:

-2.47%

Returns By Period

In the year-to-date period, STC achieves a 22.64% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, STC has underperformed VOO with an annualized return of 9.81%, while VOO has yielded a comparatively higher 13.08% annualized return.


STC

YTD

22.64%

1M

-4.50%

6M

15.40%

1Y

23.69%

5Y*

14.78%

10Y*

9.81%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

STC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stewart Information Services Corporation (STC) 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.


Sharpe ratio
The chart of Sharpe ratio for STC, currently valued at 0.98, compared to the broader market-4.00-2.000.002.000.982.25
The chart of Sortino ratio for STC, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.001.532.98
The chart of Omega ratio for STC, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.42
The chart of Calmar ratio for STC, currently valued at 1.14, compared to the broader market0.002.004.006.001.143.31
The chart of Martin ratio for STC, currently valued at 5.57, compared to the broader market-5.000.005.0010.0015.0020.0025.005.5714.77
STC
VOO

The current STC Sharpe Ratio is 0.98, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of STC 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.98
2.25
STC
VOO

Dividends

STC vs. VOO - Dividend Comparison

STC's dividend yield for the trailing twelve months is around 2.79%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
STC
Stewart Information Services Corporation
2.79%3.15%3.86%1.71%2.48%2.94%2.90%2.84%2.60%2.14%0.27%0.31%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

STC vs. VOO - Drawdown Comparison

The maximum STC drawdown since its inception was -87.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for STC and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.69%
-2.47%
STC
VOO

Volatility

STC vs. VOO - Volatility Comparison

Stewart Information Services Corporation (STC) has a higher volatility of 8.66% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that STC'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.66%
3.75%
STC
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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