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

Key characteristics


SYFVOO
YTD Return74.33%26.88%
1Y Return125.99%37.59%
3Y Return (Ann)11.94%10.23%
5Y Return (Ann)15.20%15.93%
10Y Return (Ann)10.71%13.41%
Sharpe Ratio3.503.06
Sortino Ratio4.594.08
Omega Ratio1.561.58
Calmar Ratio3.024.43
Martin Ratio26.1720.25
Ulcer Index4.78%1.85%
Daily Std Dev35.77%12.23%
Max Drawdown-66.37%-33.99%
Current Drawdown-3.54%-0.30%

Correlation

-0.50.00.51.00.6

The correlation between SYF and VOO is 0.56, 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

SYF vs. VOO - Performance Comparison

In the year-to-date period, SYF achieves a 74.33% return, which is significantly higher than VOO's 26.88% return. Over the past 10 years, SYF has underperformed VOO with an annualized return of 10.71%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
45.60%
14.84%
SYF
VOO

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Risk-Adjusted Performance

SYF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synchrony Financial (SYF) 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.


SYF
Sharpe ratio
The chart of Sharpe ratio for SYF, currently valued at 3.50, compared to the broader market-4.00-2.000.002.004.003.50
Sortino ratio
The chart of Sortino ratio for SYF, currently valued at 4.58, compared to the broader market-4.00-2.000.002.004.006.004.59
Omega ratio
The chart of Omega ratio for SYF, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for SYF, currently valued at 3.02, compared to the broader market0.002.004.006.003.02
Martin ratio
The chart of Martin ratio for SYF, currently valued at 26.17, compared to the broader market0.0010.0020.0030.0026.17
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.003.06
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.08, compared to the broader market-4.00-2.000.002.004.006.004.08
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market0.501.001.502.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.43, compared to the broader market0.002.004.006.004.43
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.25, compared to the broader market0.0010.0020.0030.0020.25

SYF vs. VOO - Sharpe Ratio Comparison

The current SYF Sharpe Ratio is 3.50, which is comparable to the VOO Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of SYF 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.50
3.06
SYF
VOO

Dividends

SYF vs. VOO - Dividend Comparison

SYF's dividend yield for the trailing twelve months is around 1.54%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
SYF
Synchrony Financial
1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SYF vs. VOO - Drawdown Comparison

The maximum SYF drawdown since its inception was -66.37%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SYF and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.54%
-0.30%
SYF
VOO

Volatility

SYF vs. VOO - Volatility Comparison

Synchrony Financial (SYF) has a higher volatility of 19.80% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that SYF'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%JuneJulyAugustSeptemberOctoberNovember
19.80%
3.89%
SYF
VOO