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

Key characteristics


VODVOO
YTD Return20.24%20.86%
1Y Return17.43%35.00%
3Y Return (Ann)-5.98%11.15%
5Y Return (Ann)-5.60%16.29%
10Y Return (Ann)-4.96%13.30%
Sharpe Ratio0.652.80
Daily Std Dev25.25%12.51%
Max Drawdown-79.25%-33.99%
Current Drawdown-51.24%-0.93%

Correlation

-0.50.00.51.00.5

The correlation between VOD and VOO 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. VOO - Performance Comparison

The year-to-date returns for both investments are quite close, with VOD having a 20.24% return and VOO slightly higher at 20.86%. Over the past 10 years, VOD has underperformed VOO with an annualized return of -4.96%, while VOO has yielded a comparatively higher 13.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%MayJuneJulyAugustSeptemberOctober
17.81%
10.34%
VOD
VOO

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

VOD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group Plc (VOD) 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.


VOD
Sharpe ratio
The chart of Sharpe ratio for VOD, currently valued at 0.65, compared to the broader market-4.00-2.000.002.000.65
Sortino ratio
The chart of Sortino ratio for VOD, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.08
Omega ratio
The chart of Omega ratio for VOD, currently valued at 1.13, compared to the broader market0.501.001.501.13
Calmar ratio
The chart of Calmar ratio for VOD, currently valued at 0.26, compared to the broader market0.001.002.003.004.005.006.000.26
Martin ratio
The chart of Martin ratio for VOD, currently valued at 3.13, compared to the broader market-10.000.0010.0020.003.13
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.80, compared to the broader market-4.00-2.000.002.002.80
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.73, compared to the broader market-4.00-2.000.002.004.003.73
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.51, compared to the broader market0.501.001.501.51
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 3.01, compared to the broader market0.001.002.003.004.005.006.003.01
Martin ratio
The chart of Martin ratio for VOO, currently valued at 17.45, compared to the broader market-10.000.0010.0020.0017.45

VOD vs. VOO - Sharpe Ratio Comparison

The current VOD Sharpe Ratio is 0.65, which is lower than the VOO Sharpe Ratio of 2.80. The chart below compares the 12-month rolling Sharpe Ratio of VOD and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
0.65
2.80
VOD
VOO

Dividends

VOD vs. VOO - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 9.63%, more than VOO's 1.29% yield.


TTM20232022202120202019201820172016201520142013
VOD
Vodafone Group Plc
9.63%11.33%9.27%7.06%6.18%4.97%9.20%5.29%9.18%5.42%19.75%4.11%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VOD vs. VOO - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.25%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VOD and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-51.24%
-0.93%
VOD
VOO

Volatility

VOD vs. VOO - Volatility Comparison

Vodafone Group Plc (VOD) has a higher volatility of 5.75% compared to Vanguard S&P 500 ETF (VOO) at 3.98%. This indicates that VOD'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%MayJuneJulyAugustSeptemberOctober
5.75%
3.98%
VOD
VOO