VMI vs. VOO
Compare and contrast key facts about Valmont Industries, Inc. (VMI) 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: VMI or VOO.
Key characteristics
| VMI | VOO | |
|---|---|---|
| YTD Return | 50.20% | 27.26% |
| 1Y Return | 74.28% | 37.86% |
| 3Y Return (Ann) | 12.11% | 10.35% |
| 5Y Return (Ann) | 20.99% | 16.03% |
| 10Y Return (Ann) | 10.91% | 13.45% |
| Sharpe Ratio | 2.40 | 3.25 |
| Sortino Ratio | 4.27 | 4.31 |
| Omega Ratio | 1.49 | 1.61 |
| Calmar Ratio | 1.88 | 4.74 |
| Martin Ratio | 13.97 | 21.63 |
| Ulcer Index | 5.60% | 1.85% |
| Daily Std Dev | 32.65% | 12.25% |
| Max Drawdown | -67.92% | -33.99% |
| Current Drawdown | -0.26% | 0.00% |
Correlation
The correlation between VMI and VOO is 0.58, 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.
Performance
VMI vs. VOO - Performance Comparison
In the year-to-date period, VMI achieves a 50.20% return, which is significantly higher than VOO's 27.26% return. Over the past 10 years, VMI has underperformed VOO with an annualized return of 10.91%, while VOO has yielded a comparatively higher 13.45% annualized 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
VMI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Valmont Industries, Inc. (VMI) 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
VMI vs. VOO - Dividend Comparison
VMI's dividend yield for the trailing twelve months is around 0.69%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMI Valmont Industries, Inc. | 0.69% | 1.03% | 0.67% | 0.80% | 1.03% | 1.00% | 1.35% | 0.90% | 1.06% | 1.41% | 1.08% | 0.65% |
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
VMI vs. VOO - Drawdown Comparison
The maximum VMI drawdown since its inception was -67.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VMI and VOO. For additional features, visit the drawdowns tool.
Volatility
VMI vs. VOO - Volatility Comparison
Valmont Industries, Inc. (VMI) has a higher volatility of 13.89% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that VMI'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.