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

Correlation

The correlation between STE and VOO is 0.60, 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.


Performance

STE vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

STE:

0.06

VOO:

0.52

Sortino Ratio

STE:

0.67

VOO:

0.89

Omega Ratio

STE:

1.08

VOO:

1.13

Calmar Ratio

STE:

0.42

VOO:

0.57

Martin Ratio

STE:

0.82

VOO:

2.18

Ulcer Index

STE:

9.01%

VOO:

4.85%

Daily Std Dev

STE:

22.17%

VOO:

19.11%

Max Drawdown

STE:

-77.21%

VOO:

-33.99%

Current Drawdown

STE:

-7.91%

VOO:

-7.67%

Returns By Period

In the year-to-date period, STE achieves a 10.44% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, STE has outperformed VOO with an annualized return of 13.91%, while VOO has yielded a comparatively lower 12.31% annualized return.


STE

YTD

10.44%

1M

2.42%

6M

3.84%

1Y

-1.15%

5Y*

9.76%

10Y*

13.91%

VOO

YTD

-3.41%

1M

5.73%

6M

-5.06%

1Y

9.79%

5Y*

16.35%

10Y*

12.31%

*Annualized

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Risk-Adjusted Performance

STE vs. VOO — Risk-Adjusted Performance Rank

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

STE
The Risk-Adjusted Performance Rank of STE is 5858
Overall Rank
The Sharpe Ratio Rank of STE is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of STE is 5858
Sortino Ratio Rank
The Omega Ratio Rank of STE is 5454
Omega Ratio Rank
The Calmar Ratio Rank of STE is 6767
Calmar Ratio Rank
The Martin Ratio Rank of STE is 6060
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6969
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.

STE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for STERIS plc (STE) 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 current STE Sharpe Ratio is 0.06, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of STE 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.


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Dividends

STE vs. VOO - Dividend Comparison

STE's dividend yield for the trailing twelve months is around 0.98%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
STE
STERIS plc
0.98%1.06%0.90%0.97%0.68%0.81%0.93%1.22%1.35%1.57%1.27%1.36%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

STE vs. VOO - Drawdown Comparison

The maximum STE drawdown since its inception was -77.21%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for STE and VOO. For additional features, visit the drawdowns tool.


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Volatility

STE vs. VOO - Volatility Comparison

The current volatility for STERIS plc (STE) is 5.39%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. This indicates that STE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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