VOO vs. CALM
VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while CALM (Cal-Maine Foods, Inc.) is a stock. Over the past 10 years, VOO returned 14.98%/yr vs 11.14%/yr for CALM. At a 0.29 correlation, their price movements are largely independent.
Performance
VOO vs. CALM - Performance Comparison
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Returns By Period
In the year-to-date period, VOO achieves a 9.44% return, which is significantly lower than CALM's 12.61% return. Over the past 10 years, VOO has outperformed CALM with an annualized return of 14.98%, while CALM has yielded a comparatively lower 11.14% annualized return.
VOO
- 1D
- -0.14%
- 1M
- -0.57%
- 6M
- 7.90%
- YTD
- 9.44%
- 1Y
- 19.65%
- 3Y*
- 19.52%
- 5Y*
- 12.88%
- 10Y*
- 14.98%
- ALL TIME*
- 14.77%
CALM
- 1D
- -0.15%
- 1M
- 13.75%
- 6M
- 14.99%
- YTD
- 12.61%
- 1Y
- -12.17%
- 3Y*
- 32.96%
- 5Y*
- 27.18%
- 10Y*
- 11.14%
- ALL TIME*
- 16.59%
VOO vs. CALM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 9.44% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
CALM Cal-Maine Foods, Inc. | 12.61% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
Correlation
The correlation between VOO and CALM is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.29 |
The correlation between VOO and CALM shifts across timeframes, from -0.01 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VOO vs. CALM — Risk / Return Rank
VOO
CALM
VOO vs. CALM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Cal-Maine Foods, Inc. (CALM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VOO | CALM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.96 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | -0.33 | +2.55 |
| Martin ratioReturn relative to average drawdown | 9.63 | -0.48 | +10.11 |
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Drawdowns
VOO vs. CALM - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum CALM drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for VOO and CALM.
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Drawdown Indicators
| VOO | CALM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -74.08% | +40.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -37.00% | +28.10% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -37.00% | +18.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -37.00% | +12.48% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | -39.12% | +5.13% |
Current DrawdownCurrent decline from peak | -2.01% | -22.07% | +20.06% |
Average DrawdownAverage peak-to-trough decline | -3.67% | -30.30% | +26.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 25.41% | -23.37% |
Volatility
VOO vs. CALM - Volatility Comparison
The current volatility for Vanguard S&P 500 ETF (VOO) is 3.36%, while Cal-Maine Foods, Inc. (CALM) has a volatility of 10.98%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOO | CALM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 10.98% | -7.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 21.51% | -11.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.58% | 34.08% | -21.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 32.84% | -15.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 31.24% | -13.24% |
Dividends
VOO vs. CALM - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.08%, less than CALM's 5.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 5.43% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
VOO Vanguard S&P 500 ETF | 1.08% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
VOO and CALM have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CALM has higher volatility (10.98%) compared to VOO (3.36%). In terms of maximum drawdown, VOO dropped -33.99% vs CALM's -74.08%.
VOO currently has the higher Sharpe Ratio (1.57 vs -0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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