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

Correlation

The correlation between UNIT 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

UNIT vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Uniti Group Inc. (UNIT) 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

UNIT:

0.46

VOO:

0.52

Sortino Ratio

UNIT:

0.97

VOO:

0.89

Omega Ratio

UNIT:

1.11

VOO:

1.13

Calmar Ratio

UNIT:

0.27

VOO:

0.57

Martin Ratio

UNIT:

1.69

VOO:

2.18

Ulcer Index

UNIT:

13.25%

VOO:

4.85%

Daily Std Dev

UNIT:

54.37%

VOO:

19.11%

Max Drawdown

UNIT:

-83.50%

VOO:

-33.99%

Current Drawdown

UNIT:

-70.34%

VOO:

-7.67%

Returns By Period

In the year-to-date period, UNIT achieves a -17.82% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, UNIT has underperformed VOO with an annualized return of -8.86%, while VOO has yielded a comparatively higher 12.42% annualized return.


UNIT

YTD

-17.82%

1M

6.10%

6M

-23.39%

1Y

22.72%

5Y*

-1.69%

10Y*

-8.86%

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

UNIT vs. VOO — Risk-Adjusted Performance Rank

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

UNIT
The Risk-Adjusted Performance Rank of UNIT is 6767
Overall Rank
The Sharpe Ratio Rank of UNIT is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of UNIT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of UNIT is 6161
Omega Ratio Rank
The Calmar Ratio Rank of UNIT is 6565
Calmar Ratio Rank
The Martin Ratio Rank of UNIT is 7171
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.

UNIT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Uniti Group Inc. (UNIT) 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 UNIT Sharpe Ratio is 0.46, which is comparable to the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of UNIT 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

UNIT vs. VOO - Dividend Comparison

UNIT's dividend yield for the trailing twelve months is around 3.32%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
UNIT
Uniti Group Inc.
3.32%5.45%10.38%10.85%4.28%5.12%4.51%15.41%13.49%11.81%8.79%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

UNIT vs. VOO - Drawdown Comparison

The maximum UNIT drawdown since its inception was -83.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UNIT and VOO. For additional features, visit the drawdowns tool.


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Volatility

UNIT vs. VOO - Volatility Comparison

Uniti Group Inc. (UNIT) has a higher volatility of 15.08% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that UNIT'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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