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

Correlation

The correlation between UAL 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.


Performance

UAL vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

UAL:

0.85

VOO:

0.52

Sortino Ratio

UAL:

1.56

VOO:

0.89

Omega Ratio

UAL:

1.20

VOO:

1.13

Calmar Ratio

UAL:

0.77

VOO:

0.57

Martin Ratio

UAL:

2.52

VOO:

2.18

Ulcer Index

UAL:

18.53%

VOO:

4.85%

Daily Std Dev

UAL:

55.45%

VOO:

19.11%

Max Drawdown

UAL:

-93.50%

VOO:

-33.99%

Current Drawdown

UAL:

-30.09%

VOO:

-7.67%

Returns By Period

In the year-to-date period, UAL achieves a -20.42% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, UAL has underperformed VOO with an annualized return of 2.36%, while VOO has yielded a comparatively higher 12.42% annualized return.


UAL

YTD

-20.42%

1M

23.14%

6M

-11.70%

1Y

46.57%

5Y*

26.47%

10Y*

2.36%

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

UAL vs. VOO — Risk-Adjusted Performance Rank

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

UAL
The Risk-Adjusted Performance Rank of UAL is 7979
Overall Rank
The Sharpe Ratio Rank of UAL is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of UAL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of UAL is 7777
Omega Ratio Rank
The Calmar Ratio Rank of UAL is 7979
Calmar Ratio Rank
The Martin Ratio Rank of UAL is 7676
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
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.

UAL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Airlines Holdings, Inc. (UAL) 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 current UAL Sharpe Ratio is 0.85, which is higher than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of UAL 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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Dividends

UAL vs. VOO - Dividend Comparison

UAL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
UAL
United Airlines Holdings, 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
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

UAL vs. VOO - Drawdown Comparison

The maximum UAL drawdown since its inception was -93.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UAL and VOO. For additional features, visit the drawdowns tool.


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Volatility

UAL vs. VOO - Volatility Comparison

United Airlines Holdings, Inc. (UAL) has a higher volatility of 17.03% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that UAL'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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