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

Correlation

The correlation between VGR and VOO is 0.43, 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.


-0.50.00.51.00.4

Performance

VGR vs. VOO - Performance Comparison

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

300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
450.33%
602.93%
VGR
VOO

Key characteristics

Returns By Period


VGR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

VGR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vector Group Ltd. (VGR) 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 VGR, currently valued at 1.35, compared to the broader market-4.00-2.000.002.001.352.25
The chart of Sortino ratio for VGR, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.002.192.98
The chart of Omega ratio for VGR, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.42
The chart of Calmar ratio for VGR, currently valued at 1.39, compared to the broader market0.002.004.006.001.393.31
The chart of Martin ratio for VGR, currently valued at 7.20, compared to the broader market-5.000.005.0010.0015.0020.0025.007.2014.77
VGR
VOO


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.35
2.25
VGR
VOO

Dividends

VGR vs. VOO - Dividend Comparison

VGR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
VGR
Vector Group Ltd.
4.00%7.09%6.75%4.94%6.87%11.66%16.05%6.98%6.87%6.62%7.33%9.54%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VGR vs. VOO - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.13%
-2.47%
VGR
VOO

Volatility

VGR vs. VOO - Volatility Comparison

The current volatility for Vector Group Ltd. (VGR) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that VGR 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.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember0
3.75%
VGR
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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