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

Correlation

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.


-0.50.00.51.00.5

Performance

VOD vs. VOO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-25.58%
602.93%
VOD
VOO

Key characteristics

Sharpe Ratio

VOD:

0.28

VOO:

2.25

Sortino Ratio

VOD:

0.56

VOO:

2.98

Omega Ratio

VOD:

1.07

VOO:

1.42

Calmar Ratio

VOD:

0.11

VOO:

3.31

Martin Ratio

VOD:

1.06

VOO:

14.77

Ulcer Index

VOD:

6.81%

VOO:

1.90%

Daily Std Dev

VOD:

25.78%

VOO:

12.46%

Max Drawdown

VOD:

-79.34%

VOO:

-33.99%

Current Drawdown

VOD:

-60.18%

VOO:

-2.47%

Returns By Period

In the year-to-date period, VOD achieves a 4.24% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, VOD has underperformed VOO with an annualized return of -7.07%, while VOO has yielded a comparatively higher 13.08% annualized return.


VOD

YTD

4.24%

1M

-2.42%

6M

-4.68%

1Y

3.88%

5Y*

-8.83%

10Y*

-7.07%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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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.


Sharpe ratio
The chart of Sharpe ratio for VOD, currently valued at 0.28, compared to the broader market-4.00-2.000.002.000.282.25
The chart of Sortino ratio for VOD, 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 VOD, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.42
The chart of Calmar ratio for VOD, currently valued at 0.11, compared to the broader market0.002.004.006.000.113.31
The chart of Martin ratio for VOD, currently valued at 1.06, compared to the broader market-5.000.005.0010.0015.0020.0025.001.0614.77
VOD
VOO

The current VOD Sharpe Ratio is 0.28, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of VOD 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
0.28
2.25
VOD
VOO

Dividends

VOD vs. VOO - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 8.47%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
VOD
Vodafone Group Plc
8.47%11.14%9.27%7.12%6.18%4.97%9.18%5.29%9.16%5.40%19.75%3.34%
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

VOD vs. VOO - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.34%, 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%JulyAugustSeptemberOctoberNovemberDecember
-60.18%
-2.47%
VOD
VOO

Volatility

VOD vs. VOO - Volatility Comparison

Vodafone Group Plc (VOD) has a higher volatility of 6.74% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.74%
3.75%
VOD
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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