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

Correlation

The correlation between SVC and VOO is 0.53, 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

SVC vs. VOO - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-48.93%
8.89%
SVC
VOO

Key characteristics

Sharpe Ratio

SVC:

-1.43

VOO:

2.21

Sortino Ratio

SVC:

-2.62

VOO:

2.93

Omega Ratio

SVC:

0.69

VOO:

1.41

Calmar Ratio

SVC:

-0.76

VOO:

3.25

Martin Ratio

SVC:

-1.76

VOO:

14.47

Ulcer Index

SVC:

38.11%

VOO:

1.90%

Daily Std Dev

SVC:

46.78%

VOO:

12.43%

Max Drawdown

SVC:

-88.67%

VOO:

-33.99%

Current Drawdown

SVC:

-87.87%

VOO:

-2.87%

Returns By Period

In the year-to-date period, SVC achieves a -67.86% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, SVC has underperformed VOO with an annualized return of -17.48%, while VOO has yielded a comparatively higher 13.04% annualized return.


SVC

YTD

-67.86%

1M

-3.67%

6M

-47.90%

1Y

-67.05%

5Y*

-33.20%

10Y*

-17.48%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

SVC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Service Properties Trust (SVC) 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 SVC, currently valued at -1.43, compared to the broader market-4.00-2.000.002.00-1.432.21
The chart of Sortino ratio for SVC, currently valued at -2.62, compared to the broader market-4.00-2.000.002.004.00-2.622.93
The chart of Omega ratio for SVC, currently valued at 0.69, compared to the broader market0.501.001.502.000.691.41
The chart of Calmar ratio for SVC, currently valued at -0.76, compared to the broader market0.002.004.006.00-0.763.25
The chart of Martin ratio for SVC, currently valued at -1.76, compared to the broader market0.0010.0020.00-1.7614.47
SVC
VOO

The current SVC Sharpe Ratio is -1.43, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SVC 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-2.00-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.43
2.21
SVC
VOO

Dividends

SVC vs. VOO - Dividend Comparison

SVC's dividend yield for the trailing twelve months is around 24.45%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
SVC
Service Properties Trust
24.45%9.37%3.16%0.46%4.96%8.84%8.84%6.93%6.40%7.61%6.34%7.05%
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

SVC vs. VOO - Drawdown Comparison

The maximum SVC drawdown since its inception was -88.67%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SVC and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-87.87%
-2.87%
SVC
VOO

Volatility

SVC vs. VOO - Volatility Comparison

Service Properties Trust (SVC) has a higher volatility of 17.01% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that SVC'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%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.01%
3.64%
SVC
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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