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

Correlation

The correlation between USLM and VOO is 0.40, 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

USLM vs. VOO - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
1,331.26%
569.79%
USLM
VOO

Key characteristics

Sharpe Ratio

USLM:

0.98

VOO:

0.59

Sortino Ratio

USLM:

1.62

VOO:

0.94

Omega Ratio

USLM:

1.20

VOO:

1.14

Calmar Ratio

USLM:

0.94

VOO:

0.60

Martin Ratio

USLM:

1.94

VOO:

2.34

Ulcer Index

USLM:

22.29%

VOO:

4.80%

Daily Std Dev

USLM:

43.87%

VOO:

19.10%

Max Drawdown

USLM:

-77.09%

VOO:

-33.99%

Current Drawdown

USLM:

-38.21%

VOO:

-8.16%

Returns By Period

In the year-to-date period, USLM achieves a -26.71% return, which is significantly lower than VOO's -3.92% return. Over the past 10 years, USLM has outperformed VOO with an annualized return of 24.22%, while VOO has yielded a comparatively lower 12.27% annualized return.


USLM

YTD

-26.71%

1M

14.05%

6M

-29.09%

1Y

31.06%

5Y*

44.10%

10Y*

24.22%

VOO

YTD

-3.92%

1M

11.29%

6M

-4.41%

1Y

9.97%

5Y*

15.75%

10Y*

12.27%

*Annualized

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Risk-Adjusted Performance

USLM vs. VOO — Risk-Adjusted Performance Rank

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

USLM
The Risk-Adjusted Performance Rank of USLM is 7979
Overall Rank
The Sharpe Ratio Rank of USLM is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of USLM is 7979
Sortino Ratio Rank
The Omega Ratio Rank of USLM is 7676
Omega Ratio Rank
The Calmar Ratio Rank of USLM is 8383
Calmar Ratio Rank
The Martin Ratio Rank of USLM is 7373
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

USLM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Lime & Minerals, Inc. (USLM) 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 USLM Sharpe Ratio is 0.98, which is higher than the VOO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of USLM 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 Ratio0.002.004.006.00December2025FebruaryMarchAprilMay
0.71
0.53
USLM
VOO

Dividends

USLM vs. VOO - Dividend Comparison

USLM's dividend yield for the trailing twelve months is around 0.22%, less than VOO's 1.35% yield.


TTM20242023202220212020201920182017201620152014
USLM
United States Lime & Minerals, Inc.
0.22%0.15%0.35%0.57%0.50%0.56%6.52%0.76%0.70%0.66%0.91%0.69%
VOO
Vanguard S&P 500 ETF
1.35%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

USLM vs. VOO - Drawdown Comparison

The maximum USLM drawdown since its inception was -77.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for USLM and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-38.21%
-8.16%
USLM
VOO

Volatility

USLM vs. VOO - Volatility Comparison

United States Lime & Minerals, Inc. (USLM) has a higher volatility of 13.65% compared to Vanguard S&P 500 ETF (VOO) at 11.23%. This indicates that USLM'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%December2025FebruaryMarchAprilMay
13.65%
11.23%
USLM
VOO