VAL vs. VOO
Compare and contrast key facts about Valaris Limited (VAL) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAL or VOO.
Key characteristics
| VAL | VOO | |
|---|---|---|
| YTD Return | -27.08% | 27.15% |
| 1Y Return | -26.08% | 39.90% |
| 3Y Return (Ann) | 10.01% | 10.28% |
| Sharpe Ratio | -0.65 | 3.15 |
| Sortino Ratio | -0.77 | 4.19 |
| Omega Ratio | 0.91 | 1.59 |
| Calmar Ratio | -0.63 | 4.60 |
| Martin Ratio | -1.45 | 21.00 |
| Ulcer Index | 17.03% | 1.85% |
| Daily Std Dev | 37.81% | 12.34% |
| Max Drawdown | -39.45% | -33.99% |
| Current Drawdown | -37.48% | 0.00% |
Correlation
The correlation between VAL 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.
Performance
VAL vs. VOO - Performance Comparison
In the year-to-date period, VAL achieves a -27.08% return, which is significantly lower than VOO's 27.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VAL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Valaris Limited (VAL) 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.
Dividends
VAL vs. VOO - Dividend Comparison
VAL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VAL Valaris Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VAL vs. VOO - Drawdown Comparison
The maximum VAL drawdown since its inception was -39.45%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VAL and VOO. For additional features, visit the drawdowns tool.
Volatility
VAL vs. VOO - Volatility Comparison
Valaris Limited (VAL) has a higher volatility of 11.95% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that VAL'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.