STE vs. VOO
STE (STERIS plc) 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, STE returned 13.20%/yr vs 15.61%/yr for VOO. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
STE vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STE achieves a -19.40% return, which is significantly lower than VOO's 8.19% return. Over the past 10 years, STE has underperformed VOO with an annualized return of 13.20%, while VOO has yielded a comparatively higher 15.61% annualized return.
STE
- 1D
- 1.40%
- 1M
- -5.89%
- YTD
- -19.40%
- 6M
- -19.99%
- 1Y
- -13.31%
- 3Y*
- -0.23%
- 5Y*
- 0.87%
- 10Y*
- 13.20%
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
STE vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STE STERIS plc | -19.40% | 24.57% | -5.60% | 20.19% | -23.43% | 29.47% | 25.50% | 44.09% | 23.66% | 31.73% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between STE and VOO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.58 |
Over the past year, the correlation between STE and VOO has dropped to 0.27 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
STE vs. VOO — Risk / Return Rank
STE
VOO
STE vs. VOO - Risk-Adjusted Trends 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.
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.
| STE | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.35 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.67 | -3.20 |
| Martin ratioReturn relative to average drawdown | -1.18 | 11.96 | -13.14 |
Loading charts...
Drawdowns
STE vs. VOO - Drawdown Comparison
The maximum STE drawdown since its inception was -77.22%, 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.
Loading charts...
Drawdown Indicators
| STE | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.22% | -33.99% | -43.23% |
Max Drawdown (1Y)Largest decline over 1 year | -25.37% | -8.90% | -16.47% |
Max Drawdown (3Y)Largest decline over 3 years | -25.37% | -18.69% | -6.68% |
Max Drawdown (5Y)Largest decline over 5 years | -36.18% | -24.52% | -11.66% |
Max Drawdown (10Y)Largest decline over 10 years | -36.18% | -33.99% | -2.19% |
Current DrawdownCurrent decline from peak | -23.94% | -3.14% | -20.80% |
Average DrawdownAverage peak-to-trough decline | -18.32% | -3.68% | -14.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.31% | 1.99% | +9.32% |
Volatility
STE vs. VOO - Volatility Comparison
STERIS plc (STE) has a higher volatility of 5.91% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that STE'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.
Loading charts...
Volatility by Period
| STE | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 4.83% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 18.52% | 9.82% | +8.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.13% | 12.46% | +11.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.86% | 16.91% | +8.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.00% | 18.02% | +6.98% |
Dividends
STE vs. VOO - Dividend Comparison
STE's dividend yield for the trailing twelve months is around 1.24%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STE STERIS plc | 1.24% | 0.95% | 1.06% | 0.90% | 0.97% | 0.68% | 0.81% | 0.93% | 1.22% | 1.35% | 1.57% | 1.27% |
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
STE and VOO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STE has higher volatility (5.91%) compared to VOO (4.83%). In terms of maximum drawdown, STE dropped -77.22% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs -0.55), 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.
Find the right allocation for STE and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer