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

Correlation

The correlation between VNO and VOO is 0.53, 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.


-0.50.00.51.00.5

Performance

VNO vs. VOO - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
65.69%
8.89%
VNO
VOO

Key characteristics

Sharpe Ratio

VNO:

1.06

VOO:

2.21

Sortino Ratio

VNO:

1.61

VOO:

2.93

Omega Ratio

VNO:

1.20

VOO:

1.41

Calmar Ratio

VNO:

0.68

VOO:

3.25

Martin Ratio

VNO:

4.13

VOO:

14.47

Ulcer Index

VNO:

10.54%

VOO:

1.90%

Daily Std Dev

VNO:

41.10%

VOO:

12.43%

Max Drawdown

VNO:

-80.88%

VOO:

-33.99%

Current Drawdown

VNO:

-33.28%

VOO:

-2.87%

Returns By Period

In the year-to-date period, VNO achieves a 51.38% return, which is significantly higher than VOO's 25.49% return. Over the past 10 years, VNO has underperformed VOO with an annualized return of -3.05%, while VOO has yielded a comparatively higher 13.04% annualized return.


VNO

YTD

51.38%

1M

4.15%

6M

66.27%

1Y

43.55%

5Y*

-4.17%

10Y*

-3.05%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

VNO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vornado Realty Trust (VNO) 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 VNO, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.062.21
The chart of Sortino ratio for VNO, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.612.93
The chart of Omega ratio for VNO, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.41
The chart of Calmar ratio for VNO, currently valued at 0.68, compared to the broader market0.002.004.006.000.683.25
The chart of Martin ratio for VNO, currently valued at 4.13, compared to the broader market0.0010.0020.004.1314.47
VNO
VOO

The current VNO Sharpe Ratio is 1.06, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VNO 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.06
2.21
VNO
VOO

Dividends

VNO vs. VOO - Dividend Comparison

VNO's dividend yield for the trailing twelve months is around 1.76%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
VNO
Vornado Realty Trust
1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%3.29%
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

VNO vs. VOO - Drawdown Comparison

The maximum VNO drawdown since its inception was -80.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VNO and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.28%
-2.87%
VNO
VOO

Volatility

VNO vs. VOO - Volatility Comparison

Vornado Realty Trust (VNO) has a higher volatility of 12.84% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that VNO'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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
12.84%
3.64%
VNO
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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