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

Correlation

The correlation between UNVGY and VOO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

UNVGY vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
19.31%
12.43%
UNVGY
VOO

Key characteristics

Sharpe Ratio

UNVGY:

-0.00

VOO:

1.81

Sortino Ratio

UNVGY:

0.20

VOO:

2.44

Omega Ratio

UNVGY:

1.03

VOO:

1.33

Calmar Ratio

UNVGY:

-0.01

VOO:

2.74

Martin Ratio

UNVGY:

-0.01

VOO:

11.43

Ulcer Index

UNVGY:

14.21%

VOO:

2.02%

Daily Std Dev

UNVGY:

30.05%

VOO:

12.77%

Max Drawdown

UNVGY:

-46.00%

VOO:

-33.99%

Current Drawdown

UNVGY:

-6.99%

VOO:

-0.72%

Returns By Period

In the year-to-date period, UNVGY achieves a 12.85% return, which is significantly higher than VOO's 3.31% return.


UNVGY

YTD

12.85%

1M

16.79%

6M

19.32%

1Y

-0.88%

5Y*

N/A

10Y*

N/A

VOO

YTD

3.31%

1M

4.26%

6M

12.44%

1Y

22.48%

5Y*

14.26%

10Y*

13.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

UNVGY vs. VOO — Risk-Adjusted Performance Rank

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

UNVGY
The Risk-Adjusted Performance Rank of UNVGY is 4242
Overall Rank
The Sharpe Ratio Rank of UNVGY is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of UNVGY is 3737
Sortino Ratio Rank
The Omega Ratio Rank of UNVGY is 3737
Omega Ratio Rank
The Calmar Ratio Rank of UNVGY is 4545
Calmar Ratio Rank
The Martin Ratio Rank of UNVGY is 4545
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7676
Overall Rank
The Sharpe Ratio Rank of VOO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8080
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.

UNVGY vs. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for UNVGY, currently valued at -0.00, compared to the broader market-2.000.002.004.00-0.001.81
The chart of Sortino ratio for UNVGY, currently valued at 0.20, compared to the broader market-6.00-4.00-2.000.002.004.000.202.44
The chart of Omega ratio for UNVGY, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.33
The chart of Calmar ratio for UNVGY, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.012.74
The chart of Martin ratio for UNVGY, currently valued at -0.01, compared to the broader market0.0010.0020.0030.00-0.0111.43
UNVGY
VOO

The current UNVGY Sharpe Ratio is -0.00, which is lower than the VOO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of UNVGY 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.00
1.81
UNVGY
VOO

Dividends

UNVGY vs. VOO - Dividend Comparison

UNVGY's dividend yield for the trailing twelve months is around 1.91%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
UNVGY
Universal Music Group N.V
1.91%2.15%1.89%3.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

UNVGY vs. VOO - Drawdown Comparison

The maximum UNVGY drawdown since its inception was -46.00%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.99%
-0.72%
UNVGY
VOO

Volatility

UNVGY vs. VOO - Volatility Comparison

Universal Music Group N.V (UNVGY) has a higher volatility of 8.82% compared to Vanguard S&P 500 ETF (VOO) at 3.40%. 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
8.82%
3.40%
UNVGY
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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