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

Correlation

The correlation between UZE and VOO is 0.34, 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.


Performance

UZE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Cellular Corporat (UZE) 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

UZE:

0.74

VOO:

0.70

Sortino Ratio

UZE:

0.94

VOO:

1.05

Omega Ratio

UZE:

1.13

VOO:

1.15

Calmar Ratio

UZE:

0.83

VOO:

0.69

Martin Ratio

UZE:

2.70

VOO:

2.62

Ulcer Index

UZE:

3.07%

VOO:

4.93%

Daily Std Dev

UZE:

12.73%

VOO:

19.55%

Max Drawdown

UZE:

-48.42%

VOO:

-33.99%

Current Drawdown

UZE:

-2.17%

VOO:

-3.45%

Returns By Period

In the year-to-date period, UZE achieves a -0.08% return, which is significantly lower than VOO's 1.00% return.


UZE

YTD

-0.08%

1M

1.15%

6M

-1.86%

1Y

9.39%

3Y*

9.28%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.00%

1M

6.44%

6M

-0.84%

1Y

13.62%

3Y*

14.14%

5Y*

15.91%

10Y*

12.81%

*Annualized

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United States Cellular Corporat

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

UZE vs. VOO — Risk-Adjusted Performance Rank

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

UZE
The Risk-Adjusted Performance Rank of UZE is 7272
Overall Rank
The Sharpe Ratio Rank of UZE is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of UZE is 6363
Sortino Ratio Rank
The Omega Ratio Rank of UZE is 6464
Omega Ratio Rank
The Calmar Ratio Rank of UZE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of UZE is 7777
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

UZE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Cellular Corporat (UZE) 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 UZE Sharpe Ratio is 0.74, which is comparable to the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of UZE 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

UZE vs. VOO - Dividend Comparison

UZE's dividend yield for the trailing twelve months is around 7.81%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
UZE
United States Cellular Corporat
7.81%6.15%7.71%9.42%5.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

UZE vs. VOO - Drawdown Comparison

The maximum UZE drawdown since its inception was -48.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UZE and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

UZE vs. VOO - Volatility Comparison

The current volatility for United States Cellular Corporat (UZE) is 2.88%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.83%. This indicates that UZE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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