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VOD vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VODSPY
YTD Return1.49%10.41%
1Y Return-9.60%34.16%
3Y Return (Ann)-15.93%11.38%
5Y Return (Ann)-7.16%14.99%
10Y Return (Ann)-7.28%12.96%
Sharpe Ratio-0.392.93
Daily Std Dev25.92%11.54%
Max Drawdown-79.25%-55.19%
Current Drawdown-58.84%0.00%

Correlation

0.47
-1.001.00

The correlation between VOD and SPY is 0.47, 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

VOD vs. SPY - Performance Comparison

In the year-to-date period, VOD achieves a 1.49% return, which is significantly lower than SPY's 10.41% return. Over the past 10 years, VOD has underperformed SPY with an annualized return of -7.28%, while SPY has yielded a comparatively higher 12.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%OctoberNovemberDecember2024FebruaryMarch
1,000.72%
2,012.31%
VOD
SPY

Compare stocks, funds, or ETFs


Vodafone Group Plc

SPDR S&P 500 ETF

Risk-Adjusted Performance

VOD vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group Plc (VOD) and SPDR S&P 500 ETF (SPY). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOD
Vodafone Group Plc
-0.39
SPY
SPDR S&P 500 ETF
2.93

VOD vs. SPY - Sharpe Ratio Comparison

The current VOD Sharpe Ratio is -0.39, which is lower than the SPY Sharpe Ratio of 2.93. The chart below compares the 12-month rolling Sharpe Ratio of VOD and SPY.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.39
2.93
VOD
SPY

Dividends

VOD vs. SPY - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 11.16%, more than SPY's 1.28% yield.


TTM20232022202120202019201820172016201520142013
VOD
Vodafone Group Plc
11.16%11.33%9.27%7.06%6.18%4.97%9.20%5.29%9.18%5.42%19.75%4.11%
SPY
SPDR S&P 500 ETF
1.28%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

VOD vs. SPY - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.25%, which is greater than SPY's maximum drawdown of -55.19%. The drawdown chart below compares losses from any high point along the way for VOD and SPY


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-58.84%
0
VOD
SPY

Volatility

VOD vs. SPY - Volatility Comparison

Vodafone Group Plc (VOD) has a higher volatility of 9.60% compared to SPDR S&P 500 ETF (SPY) at 2.75%. This indicates that VOD's price experiences larger fluctuations and is considered to be riskier than SPY 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%OctoberNovemberDecember2024FebruaryMarch
9.60%
2.75%
VOD
SPY