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VALU vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VALU vs. VOO

Last updated Jun 4, 2026

VALU (Value Line, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, VALU returned 10.59%/yr vs 15.56%/yr for VOO. At a 0.21 correlation, their price movements are largely independent.

Performance

VALU vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, VALU achieves a -15.19% return, which is significantly lower than VOO's 10.91% return. Over the past 10 years, VALU has underperformed VOO with an annualized return of 10.59%, while VOO has yielded a comparatively higher 15.56% annualized return.

VALU

1D
-1.99%
1M
-7.25%
YTD
-15.19%
6M
-15.56%
1Y
-13.42%
3Y*
-9.56%
5Y*
3.83%
10Y*
10.59%

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VALU vs. VOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VALU
Value Line, Inc.		-15.19%-24.86%11.27%-1.94%10.35%45.98%17.42%15.09%40.56%3.28%
VOO
Vanguard S&P 500 ETF		10.91%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between VALU and VOO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.21

Compare stocks, funds, or ETFs

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

Value Line, Inc.

Vanguard S&P 500 ETF

Often compared with VALU:
VALU vs. MCOVALU vs. SPGIVALU vs. MORNVALU vs. MSCIVALU vs. CBOEVALU vs. CMEVALU vs. NDAQ
Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. IVV

Return for Risk

VALU vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VALU
VALU Risk / Return Rank: 1414
Overall Rank
VALU Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VALU Sortino Ratio Rank: 1818
Sortino Ratio Rank
VALU Omega Ratio Rank: 2020
Omega Ratio Rank
VALU Calmar Ratio Rank: 1313
Calmar Ratio Rank
VALU Martin Ratio Rank: 11
Martin Ratio Rank
VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VALU vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Value Line, Inc. (VALU) 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.

VALUVOODifference
Sharpe ratioReturn per unit of total volatility
-0.48
2.39

-2.87

Sortino ratioReturn per unit of downside risk
-0.54
3.25

-3.80

Omega ratioGain probability vs. loss probability

0.94

1.43

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.75

3.16

-3.92

Martin ratioReturn relative to average drawdown

-1.96

14.73

-16.68

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VALU vs. VOO - Sharpe Ratio Comparison

The current VALU Sharpe Ratio is -0.48, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of VALU and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VALUVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

2.39

-2.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.83

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.87

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.89

-0.75

Drawdowns

VALU vs. VOO - Drawdown Comparison

The maximum VALU drawdown since its inception was -77.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VALU and VOO.

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Drawdown Indicators

VALUVOODifference

Max Drawdown

Largest peak-to-trough decline

-77.54%

-33.99%

-43.55%

Max Drawdown (1Y)

Largest decline over 1 year

-17.84%

-8.90%

-8.94%

Max Drawdown (3Y)

Largest decline over 3 years

-43.43%

-18.69%

-24.74%

Max Drawdown (5Y)

Largest decline over 5 years

-67.15%

-24.52%

-42.63%

Max Drawdown (10Y)

Largest decline over 10 years

-67.15%

-33.99%

-33.16%

Current Drawdown

Current decline from peak

-64.79%

-0.70%

-64.09%

Average Drawdown

Average peak-to-trough decline

-33.07%

-3.69%

-29.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.87%

1.91%

+4.96%

Volatility

VALU vs. VOO - Volatility Comparison

Value Line, Inc. (VALU) has a higher volatility of 6.80% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that VALU'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.

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Volatility by Period

VALUVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

2.84%

+3.96%

Volatility (6M)

Calculated over the trailing 6-month period

17.75%

8.90%

+8.85%

Volatility (1Y)

Calculated over the trailing 1-year period

27.86%

11.80%

+16.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.86%

16.81%

+44.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.75%

18.01%

+39.74%

Dividends

VALU vs. VOO - Dividend Comparison

VALU's dividend yield for the trailing twelve months is around 4.14%, more than VOO's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
VALU
Value Line, Inc.		4.14%3.32%2.23%2.24%1.91%1.86%2.52%2.73%3.65%3.67%3.44%4.37%
VOO
Vanguard S&P 500 ETF		1.03%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

VALU and VOO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VALU has higher volatility (6.80%) compared to VOO (2.84%). In terms of maximum drawdown, VALU dropped -77.54% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.39 vs -0.48), 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.

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