PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VNT vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VNT and VOO is 0.59, 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.


-0.50.00.51.00.6

Performance

VNT vs. VOO - Performance Comparison

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

20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
30.81%
81.73%
VNT
VOO

Key characteristics

Sharpe Ratio

VNT:

0.25

VOO:

2.25

Sortino Ratio

VNT:

0.56

VOO:

2.98

Omega Ratio

VNT:

1.07

VOO:

1.42

Calmar Ratio

VNT:

0.23

VOO:

3.31

Martin Ratio

VNT:

0.44

VOO:

14.77

Ulcer Index

VNT:

15.73%

VOO:

1.90%

Daily Std Dev

VNT:

27.65%

VOO:

12.46%

Max Drawdown

VNT:

-54.48%

VOO:

-33.99%

Current Drawdown

VNT:

-19.30%

VOO:

-2.47%

Returns By Period

In the year-to-date period, VNT achieves a 6.01% return, which is significantly lower than VOO's 26.02% return.


VNT

YTD

6.01%

1M

-4.67%

6M

-7.48%

1Y

6.44%

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%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VNT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vontier Corporation (VNT) 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 VNT, currently valued at 0.25, compared to the broader market-4.00-2.000.002.000.252.25
The chart of Sortino ratio for VNT, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.562.98
The chart of Omega ratio for VNT, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.42
The chart of Calmar ratio for VNT, currently valued at 0.23, compared to the broader market0.002.004.006.000.233.31
The chart of Martin ratio for VNT, currently valued at 0.44, compared to the broader market-5.000.005.0010.0015.0020.0025.000.4414.77
VNT
VOO

The current VNT Sharpe Ratio is 0.25, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of VNT 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
0.25
2.25
VNT
VOO

Dividends

VNT vs. VOO - Dividend Comparison

VNT's dividend yield for the trailing twelve months is around 0.27%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
VNT
Vontier Corporation
0.27%0.29%0.52%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

VNT vs. VOO - Drawdown Comparison

The maximum VNT drawdown since its inception was -54.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VNT and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.30%
-2.47%
VNT
VOO

Volatility

VNT vs. VOO - Volatility Comparison

Vontier Corporation (VNT) has a higher volatility of 6.55% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that VNT'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%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.55%
3.75%
VNT
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab