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VOO vs. DD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VOO vs. DD

Last updated Jun 9, 2026

VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while DD (DuPont de Nemours, Inc.) is a stock. Over the past 5 years, VOO returned 13.49%/yr vs 8.16%/yr for DD. A 0.61 correlation means they provide meaningful diversification when combined.

Performance

VOO vs. DD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VOO achieves a 8.72% return, which is significantly lower than DD's 18.70% return.

VOO

1D
0.25%
1M
0.24%
YTD
8.72%
6M
8.77%
1Y
24.91%
3Y*
21.45%
5Y*
13.49%
10Y*
15.35%

DD

1D
0.30%
1M
-4.49%
YTD
18.70%
6M
17.59%
1Y
69.20%
3Y*
19.86%
5Y*
8.16%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. DD - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VOO
Vanguard S&P 500 ETF		8.72%17.82%24.98%26.32%-18.17%28.79%18.32%19.07%
DD
DuPont de Nemours, Inc.		18.70%28.77%1.04%14.36%-13.36%15.41%13.28%-14.90%

Correlation

The correlation between VOO and DD is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.61

The correlation between VOO and DD has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard S&P 500 ETF

DuPont de Nemours, Inc.

Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. IVV
Often compared with DD:
DD vs. ETNDD vs. PPGDD vs. IPDD vs. PKXDD vs. BASFYDD vs. WLKDD vs. ^GSPC

Return for Risk

VOO vs. DD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VOO
VOO Risk / Return Rank: 6969
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6868
Sortino Ratio Rank
VOO Omega Ratio Rank: 7171
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
DD
DD Risk / Return Rank: 9090
Overall Rank
DD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DD Sortino Ratio Rank: 9090
Sortino Ratio Rank
DD Omega Ratio Rank: 8787
Omega Ratio Rank
DD Calmar Ratio Rank: 8989
Calmar Ratio Rank
DD Martin Ratio Rank: 9191
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. DD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and DuPont de Nemours, Inc. (DD). 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.

VOODDDifference
Sharpe ratioReturn per unit of total volatility
2.08
2.27

-0.20

Sortino ratioReturn per unit of downside risk
2.80
3.18

-0.38

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

2.81

4.02

-1.21

Martin ratioReturn relative to average drawdown

12.97

12.57

+0.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VOO vs. DD - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 2.08, which is comparable to the DD Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of VOO and DD, 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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Sharpe Ratios by Period

VOODDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.27

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.27

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.23

+0.64

Drawdowns

VOO vs. DD - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum DD drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for VOO and DD.

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Drawdown Indicators

VOODDDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-62.03%

+28.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-17.31%

+8.41%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-37.84%

+19.15%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-40.22%

+15.70%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

—

—

Current Drawdown

Current decline from peak

-2.66%

-7.40%

+4.74%

Average Drawdown

Average peak-to-trough decline

-3.69%

-14.58%

+10.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

5.52%

-3.60%

Volatility

VOO vs. DD - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 3.73%, while DuPont de Nemours, Inc. (DD) has a volatility of 9.34%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VOODDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

9.34%

-5.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

22.88%

-13.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

30.67%

-18.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

29.95%

-13.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

33.77%

-15.74%

Dividends

VOO vs. DD - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.05%, less than DD's 103.98% yield.

PositionTTM20252024202320222021202020192018201720162015
DD
DuPont de Nemours, Inc.		103.98%121.72%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.05%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 DD have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DD has higher volatility (9.34%) compared to VOO (3.73%). In terms of maximum drawdown, VOO dropped -33.99% vs DD's -62.03%.

DD currently has the higher Sharpe Ratio (2.27 vs 2.08), 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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