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SVNDY vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SVNDY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seven & i Holdings Co Ltd ADR (SVNDY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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SVNDY vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVNDY
Seven & i Holdings Co Ltd ADR
-4.23%-7.08%19.44%-7.27%-2.57%23.65%-3.06%-15.48%5.07%9.95%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, SVNDY achieves a -4.23% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, SVNDY has underperformed VOO with an annualized return of 0.40%, while VOO has yielded a comparatively higher 14.14% annualized return.


SVNDY

1D
2.15%
1M
2.37%
YTD
-4.23%
6M
3.60%
1Y
-4.17%
3Y*
-2.27%
5Y*
0.58%
10Y*
0.40%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SVNDY vs. VOO — Risk / Return Rank

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

SVNDY
SVNDY Risk / Return Rank: 3131
Overall Rank
SVNDY Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SVNDY Sortino Ratio Rank: 2828
Sortino Ratio Rank
SVNDY Omega Ratio Rank: 2828
Omega Ratio Rank
SVNDY Calmar Ratio Rank: 3434
Calmar Ratio Rank
SVNDY Martin Ratio Rank: 3535
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SVNDY vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Seven & i Holdings Co Ltd ADR (SVNDY) 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.


SVNDYVOODifference

Sharpe ratio

Return per unit of total volatility

-0.15

1.01

-1.16

Sortino ratio

Return per unit of downside risk

-0.03

1.53

-1.56

Omega ratio

Gain probability vs. loss probability

1.00

1.23

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.20

1.55

-1.75

Martin ratio

Return relative to average drawdown

-0.34

7.31

-7.65

SVNDY vs. VOO - Sharpe Ratio Comparison

The current SVNDY Sharpe Ratio is -0.15, which is lower than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SVNDY 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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Sharpe Ratios by Period


SVNDYVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

1.01

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.71

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.79

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.83

-0.74

Correlation

The correlation between SVNDY and VOO is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SVNDY vs. VOO - Dividend Comparison

SVNDY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021202020192018201720162015
SVNDY
Seven & i Holdings Co Ltd ADR
0.00%0.96%0.82%0.00%0.00%0.00%0.00%0.00%0.00%0.98%2.21%1.33%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

SVNDY vs. VOO - Drawdown Comparison

The maximum SVNDY drawdown since its inception was -40.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SVNDY and VOO.


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Drawdown Indicators


SVNDYVOODifference

Max Drawdown

Largest peak-to-trough decline

-40.59%

-33.99%

-6.60%

Max Drawdown (1Y)

Largest decline over 1 year

-23.05%

-11.98%

-11.07%

Max Drawdown (5Y)

Largest decline over 5 years

-34.45%

-24.52%

-9.93%

Max Drawdown (10Y)

Largest decline over 10 years

-37.10%

-33.99%

-3.11%

Current Drawdown

Current decline from peak

-20.23%

-5.55%

-14.68%

Average Drawdown

Average peak-to-trough decline

-15.25%

-3.72%

-11.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.55%

2.55%

+11.00%

Volatility

SVNDY vs. VOO - Volatility Comparison

Seven & i Holdings Co Ltd ADR (SVNDY) has a higher volatility of 9.05% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that SVNDY'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.


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Volatility by Period


SVNDYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

5.34%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

19.40%

9.47%

+9.93%

Volatility (1Y)

Calculated over the trailing 1-year period

27.05%

18.11%

+8.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.37%

16.82%

+14.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.00%

17.99%

+10.01%