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

Correlation

The correlation between UDR and VOO is 0.47, 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

UDR vs. VOO - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
245.86%
602.93%
UDR
VOO

Key characteristics

Sharpe Ratio

UDR:

1.19

VOO:

2.25

Sortino Ratio

UDR:

1.72

VOO:

2.98

Omega Ratio

UDR:

1.20

VOO:

1.42

Calmar Ratio

UDR:

0.59

VOO:

3.31

Martin Ratio

UDR:

5.43

VOO:

14.77

Ulcer Index

UDR:

4.13%

VOO:

1.90%

Daily Std Dev

UDR:

18.87%

VOO:

12.46%

Max Drawdown

UDR:

-74.67%

VOO:

-33.99%

Current Drawdown

UDR:

-19.79%

VOO:

-2.47%

Returns By Period

In the year-to-date period, UDR achieves a 18.42% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, UDR has underperformed VOO with an annualized return of 6.94%, while VOO has yielded a comparatively higher 13.08% annualized return.


UDR

YTD

18.42%

1M

-3.01%

6M

8.90%

1Y

20.44%

5Y*

2.66%

10Y*

6.94%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

UDR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UDR, Inc. (UDR) 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 UDR, currently valued at 1.19, compared to the broader market-4.00-2.000.002.001.192.25
The chart of Sortino ratio for UDR, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.722.98
The chart of Omega ratio for UDR, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.42
The chart of Calmar ratio for UDR, currently valued at 0.59, compared to the broader market0.002.004.006.000.593.31
The chart of Martin ratio for UDR, currently valued at 5.43, compared to the broader market-5.000.005.0010.0015.0020.0025.005.4314.77
UDR
VOO

The current UDR Sharpe Ratio is 1.19, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of UDR 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.19
2.25
UDR
VOO

Dividends

UDR vs. VOO - Dividend Comparison

UDR's dividend yield for the trailing twelve months is around 3.90%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
UDR
UDR, Inc.
3.90%4.28%3.88%2.42%3.70%2.90%3.23%3.18%3.19%2.91%3.29%3.96%
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

UDR vs. VOO - Drawdown Comparison

The maximum UDR drawdown since its inception was -74.67%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UDR and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.79%
-2.47%
UDR
VOO

Volatility

UDR vs. VOO - Volatility Comparison

UDR, Inc. (UDR) has a higher volatility of 5.67% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that UDR'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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.67%
3.75%
UDR
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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