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

Correlation

The correlation between VLVLY and VOO is 0.42, 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

VLVLY vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
19.18%
9.70%
VLVLY
VOO

Key characteristics

Sharpe Ratio

VLVLY:

1.08

VOO:

1.98

Sortino Ratio

VLVLY:

1.59

VOO:

2.65

Omega Ratio

VLVLY:

1.21

VOO:

1.36

Calmar Ratio

VLVLY:

1.95

VOO:

2.98

Martin Ratio

VLVLY:

3.53

VOO:

12.44

Ulcer Index

VLVLY:

8.54%

VOO:

2.02%

Daily Std Dev

VLVLY:

27.96%

VOO:

12.69%

Max Drawdown

VLVLY:

-49.44%

VOO:

-33.99%

Current Drawdown

VLVLY:

0.00%

VOO:

0.00%

Returns By Period

In the year-to-date period, VLVLY achieves a 26.09% return, which is significantly higher than VOO's 4.06% return.


VLVLY

YTD

26.09%

1M

18.81%

6M

19.18%

1Y

25.99%

5Y*

20.50%

10Y*

N/A

VOO

YTD

4.06%

1M

2.04%

6M

9.70%

1Y

23.75%

5Y*

14.34%

10Y*

13.25%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VLVLY vs. VOO — Risk-Adjusted Performance Rank

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

VLVLY
The Risk-Adjusted Performance Rank of VLVLY is 7676
Overall Rank
The Sharpe Ratio Rank of VLVLY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VLVLY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VLVLY is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VLVLY is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VLVLY is 7474
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
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.

VLVLY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Volvo AB ADR (VLVLY) 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 VLVLY, currently valued at 1.08, compared to the broader market-2.000.002.004.001.081.98
The chart of Sortino ratio for VLVLY, currently valued at 1.59, compared to the broader market-6.00-4.00-2.000.002.004.006.001.592.65
The chart of Omega ratio for VLVLY, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.36
The chart of Calmar ratio for VLVLY, currently valued at 1.95, compared to the broader market0.002.004.006.001.952.98
The chart of Martin ratio for VLVLY, currently valued at 3.53, compared to the broader market-10.000.0010.0020.0030.003.5312.44
VLVLY
VOO

The current VLVLY Sharpe Ratio is 1.08, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VLVLY 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.08
1.98
VLVLY
VOO

Dividends

VLVLY vs. VOO - Dividend Comparison

VLVLY's dividend yield for the trailing twelve months is around 5.66%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
VLVLY
Volvo AB ADR
5.66%7.13%5.03%7.63%12.71%2.24%6.44%4.10%1.86%3.04%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

VLVLY vs. VOO - Drawdown Comparison

The maximum VLVLY drawdown since its inception was -49.44%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VLVLY and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February00
VLVLY
VOO

Volatility

VLVLY vs. VOO - Volatility Comparison

Volvo AB ADR (VLVLY) has a higher volatility of 9.32% compared to Vanguard S&P 500 ETF (VOO) at 3.13%. This indicates that VLVLY'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%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.32%
3.13%
VLVLY
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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