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

Correlation

The correlation between STT and VOO is 0.65, 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: 0.7

Performance

STT vs. VOO - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
226.27%
557.08%
STT
VOO

Key characteristics

Sharpe Ratio

STT:

0.78

VOO:

0.54

Sortino Ratio

STT:

1.19

VOO:

0.88

Omega Ratio

STT:

1.18

VOO:

1.13

Calmar Ratio

STT:

0.83

VOO:

0.55

Martin Ratio

STT:

3.02

VOO:

2.27

Ulcer Index

STT:

7.13%

VOO:

4.55%

Daily Std Dev

STT:

27.80%

VOO:

19.19%

Max Drawdown

STT:

-82.26%

VOO:

-33.99%

Current Drawdown

STT:

-13.79%

VOO:

-9.90%

Returns By Period

In the year-to-date period, STT achieves a -9.51% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, STT has underperformed VOO with an annualized return of 4.15%, while VOO has yielded a comparatively higher 12.24% annualized return.


STT

YTD

-9.51%

1M

-1.02%

6M

-1.73%

1Y

23.22%

5Y*

10.42%

10Y*

4.15%

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

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Risk-Adjusted Performance

STT vs. VOO — Risk-Adjusted Performance Rank

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

STT
The Risk-Adjusted Performance Rank of STT is 7777
Overall Rank
The Sharpe Ratio Rank of STT is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of STT is 7272
Sortino Ratio Rank
The Omega Ratio Rank of STT is 7373
Omega Ratio Rank
The Calmar Ratio Rank of STT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of STT is 8080
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

STT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Corporation (STT) 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 STT, currently valued at 0.78, compared to the broader market-2.00-1.000.001.002.003.00
STT: 0.78
VOO: 0.54
The chart of Sortino ratio for STT, currently valued at 1.19, compared to the broader market-6.00-4.00-2.000.002.004.00
STT: 1.19
VOO: 0.88
The chart of Omega ratio for STT, currently valued at 1.18, compared to the broader market0.501.001.502.00
STT: 1.18
VOO: 1.13
The chart of Calmar ratio for STT, currently valued at 0.83, compared to the broader market0.001.002.003.004.005.00
STT: 0.83
VOO: 0.55
The chart of Martin ratio for STT, currently valued at 3.02, compared to the broader market-5.000.005.0010.0015.0020.00
STT: 3.02
VOO: 2.27

The current STT Sharpe Ratio is 0.78, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of STT 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.78
0.54
STT
VOO

Dividends

STT vs. VOO - Dividend Comparison

STT's dividend yield for the trailing twelve months is around 3.40%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
STT
State Street Corporation
3.40%2.18%3.41%3.09%2.34%2.86%2.50%2.82%1.64%1.85%1.99%1.48%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

STT vs. VOO - Drawdown Comparison

The maximum STT drawdown since its inception was -82.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for STT and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.79%
-9.90%
STT
VOO

Volatility

STT vs. VOO - Volatility Comparison

State Street Corporation (STT) has a higher volatility of 17.02% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that STT'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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.02%
13.96%
STT
VOO