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

Correlation

The correlation between VLTO 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

VLTO vs. VOO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-9.70%
10.75%
VLTO
VOO

Key characteristics

Sharpe Ratio

VLTO:

1.03

VOO:

1.98

Sortino Ratio

VLTO:

1.53

VOO:

2.65

Omega Ratio

VLTO:

1.19

VOO:

1.36

Calmar Ratio

VLTO:

1.26

VOO:

2.98

Martin Ratio

VLTO:

3.59

VOO:

12.44

Ulcer Index

VLTO:

5.48%

VOO:

2.02%

Daily Std Dev

VLTO:

18.98%

VOO:

12.69%

Max Drawdown

VLTO:

-15.57%

VOO:

-33.99%

Current Drawdown

VLTO:

-13.65%

VOO:

0.00%

Returns By Period

In the year-to-date period, VLTO achieves a -3.79% return, which is significantly lower than VOO's 4.06% return.


VLTO

YTD

-3.79%

1M

-4.45%

6M

-9.70%

1Y

13.60%

5Y*

N/A

10Y*

N/A

VOO

YTD

4.06%

1M

2.87%

6M

10.75%

1Y

23.12%

5Y*

14.36%

10Y*

13.30%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VLTO vs. VOO — Risk-Adjusted Performance Rank

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

VLTO
The Risk-Adjusted Performance Rank of VLTO is 7474
Overall Rank
The Sharpe Ratio Rank of VLTO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VLTO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VLTO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VLTO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VLTO is 7575
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8080
Overall Rank
The Sharpe Ratio Rank of VOO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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.

VLTO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Veralto Corporation (VLTO) 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 VLTO, currently valued at 1.03, compared to the broader market-2.000.002.004.001.031.98
The chart of Sortino ratio for VLTO, currently valued at 1.53, compared to the broader market-6.00-4.00-2.000.002.004.006.001.532.65
The chart of Omega ratio for VLTO, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.36
The chart of Calmar ratio for VLTO, currently valued at 1.26, compared to the broader market0.002.004.006.001.262.98
The chart of Martin ratio for VLTO, currently valued at 3.59, compared to the broader market-10.000.0010.0020.0030.003.5912.44
VLTO
VOO

The current VLTO Sharpe Ratio is 1.03, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VLTO 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 Ratio1.001.502.002.503.003.50Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
1.03
1.98
VLTO
VOO

Dividends

VLTO vs. VOO - Dividend Comparison

VLTO's dividend yield for the trailing twelve months is around 0.39%, less than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
VLTO
Veralto Corporation
0.39%0.37%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VLTO vs. VOO - Drawdown Comparison

The maximum VLTO drawdown since its inception was -15.57%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VLTO and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.65%
0
VLTO
VOO

Volatility

VLTO vs. VOO - Volatility Comparison

Veralto Corporation (VLTO) has a higher volatility of 7.44% compared to Vanguard S&P 500 ETF (VOO) at 3.13%. This indicates that VLTO'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
7.44%
3.13%
VLTO
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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