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VOO vs. CSW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. CSW - Performance Comparison

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

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Returns By Period

In the year-to-date period, VOO achieves a 10.99% return, which is significantly higher than CSW's -6.92% return.


VOO

1D
1.74%
1M
2.12%
YTD
10.99%
6M
11.51%
1Y
27.95%
3Y*
21.25%
5Y*
13.93%
10Y*
15.72%

CSW

1D
0.22%
1M
6.52%
YTD
-6.92%
6M
-13.70%
1Y
-5.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. CSW - Yearly Performance Comparison


2026 (YTD)2025
VOO
Vanguard S&P 500 ETF
10.99%14.89%
CSW
CSW Industrials Inc
-6.92%-4.50%

Correlation

The correlation between VOO and CSW is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2025

0.42

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Return for Risk

VOO vs. CSW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VOO
VOO Risk / Return Rank: 7878
Overall Rank
VOO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7878
Sortino Ratio Rank
VOO Omega Ratio Rank: 7979
Omega Ratio Rank
VOO Calmar Ratio Rank: 6969
Calmar Ratio Rank
VOO Martin Ratio Rank: 8181
Martin Ratio Rank

CSW
CSW Risk / Return Rank: 3535
Overall Rank
CSW Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CSW Sortino Ratio Rank: 3333
Sortino Ratio Rank
CSW Omega Ratio Rank: 3333
Omega Ratio Rank
CSW Calmar Ratio Rank: 3535
Calmar Ratio Rank
CSW Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VOO vs. CSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and CSW Industrials Inc (CSW). 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.


VOOCSWDifference
Sharpe ratioReturn per unit of total volatility

+2.41

Sortino ratioReturn per unit of downside risk

+2.97

Omega ratioGain probability vs. loss probability

1.42

1.01

+0.40

Calmar ratioReturn relative to maximum drawdown

3.15

-0.21

+3.37

Martin ratioReturn relative to average drawdown

14.25

-0.35

+14.60

VOO vs. CSW - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 2.28, which is higher than the CSW Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of VOO and CSW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VOO vs. CSW - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, which is greater than CSW's maximum drawdown of -25.35%. Use the drawdown chart below to compare losses from any high point for VOO and CSW.


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Drawdown Indicators


VOOCSWDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-25.35%

-8.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-24.56%

+15.66%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-0.63%

-18.49%

+17.86%

Average Drawdown

Average peak-to-trough decline

-3.68%

-13.88%

+10.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

14.93%

-12.96%

Volatility

VOO vs. CSW - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 4.61%, while CSW Industrials Inc (CSW) has a volatility of 12.20%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than CSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOCSWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

12.20%

-7.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

30.57%

-20.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

40.35%

-28.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

40.29%

-23.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

40.29%

-22.24%

Dividends

VOO vs. CSW - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.03%, more than CSW's 0.41% yield.


PositionTTM20252024202320222021202020192018201720162015
CSW
CSW Industrials Inc
0.41%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.03%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 CSW have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSW has higher volatility (12.20%) compared to VOO (4.61%). In terms of maximum drawdown, VOO dropped -33.99% vs CSW's -25.35%.

VOO currently has the higher Sharpe Ratio (2.28 vs -0.13), 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.

Portfolio Optimizer

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