UNVGY vs. VOO
UNVGY (Universal Music Group N.V) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, UNVGY returned 1.91%/yr vs 20.78%/yr for VOO. At a 0.32 correlation, their price movements are largely independent.
Performance
UNVGY vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UNVGY achieves a -19.15% return, which is significantly lower than VOO's 8.19% return.
UNVGY
- 1D
- 0.19%
- 1M
- -12.09%
- YTD
- -19.15%
- 6M
- -17.91%
- 1Y
- -31.98%
- 3Y*
- 1.91%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
UNVGY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UNVGY Universal Music Group N.V | -19.15% | 4.23% | -8.97% | 22.06% | -11.72% | -10.09% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -18.17% | 1.61% |
Correlation
The correlation between UNVGY and VOO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.32 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UNVGY vs. VOO — Risk / Return Rank
UNVGY
VOO
UNVGY vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Universal Music Group N.V (UNVGY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UNVGY | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.85 | ||
| Sortino ratioReturn per unit of downside risk | -3.88 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.35 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 2.67 | -3.37 |
| Martin ratioReturn relative to average drawdown | -1.29 | 11.96 | -13.25 |
Loading charts...
Drawdowns
UNVGY vs. VOO - Drawdown Comparison
The maximum UNVGY drawdown since its inception was -47.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UNVGY and VOO.
Loading charts...
Drawdown Indicators
| UNVGY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.32% | -33.99% | -13.33% |
Max Drawdown (1Y)Largest decline over 1 year | -45.81% | -8.90% | -36.91% |
Max Drawdown (3Y)Largest decline over 3 years | -45.81% | -18.69% | -27.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -35.59% | -3.14% | -32.45% |
Average DrawdownAverage peak-to-trough decline | -19.92% | -3.68% | -16.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.83% | 1.99% | +22.84% |
Volatility
UNVGY vs. VOO - Volatility Comparison
Universal Music Group N.V (UNVGY) has a higher volatility of 10.20% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that UNVGY'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.
Loading charts...
Volatility by Period
| UNVGY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 4.83% | +5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 28.48% | 9.82% | +18.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.22% | 12.46% | +21.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.56% | 16.91% | +20.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.56% | 18.02% | +19.54% |
Dividends
UNVGY vs. VOO - Dividend Comparison
UNVGY's dividend yield for the trailing twelve months is around 2.90%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UNVGY Universal Music Group N.V | 2.90% | 2.28% | 2.14% | 1.96% | 1.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
UNVGY and VOO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UNVGY has higher volatility (10.20%) compared to VOO (4.83%). In terms of maximum drawdown, UNVGY dropped -47.32% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs -0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for UNVGY and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer