TBBK vs. VOO
Compare and contrast key facts about The Bancorp, Inc. (TBBK) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TBBK or VOO.
Performance
TBBK vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, TBBK achieves a 44.40% return, which is significantly higher than VOO's 25.02% return. Over the past 10 years, TBBK has outperformed VOO with an annualized return of 19.88%, while VOO has yielded a comparatively lower 13.11% annualized return.
TBBK
44.40%
-4.35%
65.66%
40.78%
38.97%
19.88%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| TBBK | VOO | |
|---|---|---|
| Sharpe Ratio | 0.98 | 2.67 |
| Sortino Ratio | 1.49 | 3.56 |
| Omega Ratio | 1.20 | 1.50 |
| Calmar Ratio | 1.21 | 3.85 |
| Martin Ratio | 2.50 | 17.51 |
| Ulcer Index | 17.57% | 1.86% |
| Daily Std Dev | 44.86% | 12.23% |
| Max Drawdown | -92.68% | -33.99% |
| Current Drawdown | -5.64% | -1.76% |
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Correlation
The correlation between TBBK and VOO is 0.44, 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.
Risk-Adjusted Performance
TBBK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Bancorp, Inc. (TBBK) 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.
Dividends
TBBK vs. VOO - Dividend Comparison
TBBK has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TBBK The Bancorp, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TBBK vs. VOO - Drawdown Comparison
The maximum TBBK drawdown since its inception was -92.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TBBK and VOO. For additional features, visit the drawdowns tool.
Volatility
TBBK vs. VOO - Volatility Comparison
The Bancorp, Inc. (TBBK) has a higher volatility of 25.83% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that TBBK'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.