VOO vs. GWW
VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while GWW (W.W. Grainger, Inc.) is a stock. Over the past 10 years, VOO returned 15.50%/yr vs 21.41%/yr for GWW. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
VOO vs. GWW - Performance Comparison
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Returns By Period
In the year-to-date period, VOO achieves a 9.08% return, which is significantly lower than GWW's 30.92% return. Over the past 10 years, VOO has underperformed GWW with an annualized return of 15.50%, while GWW has yielded a comparatively higher 21.41% annualized return.
VOO
- 1D
- 0.55%
- 1M
- -0.84%
- YTD
- 9.08%
- 6M
- 9.44%
- 1Y
- 25.76%
- 3Y*
- 20.95%
- 5Y*
- 13.43%
- 10Y*
- 15.50%
GWW
- 1D
- 0.15%
- 1M
- 2.47%
- YTD
- 30.92%
- 6M
- 29.19%
- 1Y
- 24.72%
- 3Y*
- 22.36%
- 5Y*
- 24.71%
- 10Y*
- 21.41%
VOO vs. GWW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 9.08% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
GWW W.W. Grainger, Inc. | 30.92% | -3.41% | 28.21% | 50.53% | 8.75% | 28.80% | 22.85% | 22.25% | 21.69% | 4.35% |
Correlation
The correlation between VOO and GWW is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.57 |
Over the past year, the correlation between VOO and GWW has dropped to 0.35 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
VOO vs. GWW — Risk / Return Rank
VOO
GWW
VOO vs. GWW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and W.W. Grainger, Inc. (GWW). 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 | GWW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.19 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.64 | +1.11 |
| Martin ratioReturn relative to average drawdown | 12.42 | 3.20 | +9.22 |
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Drawdowns
VOO vs. GWW - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum GWW drawdown of -56.73%. Use the drawdown chart below to compare losses from any high point for VOO and GWW.
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Drawdown Indicators
| VOO | GWW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -56.73% | +22.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -13.92% | +5.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -24.50% | +5.81% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -24.50% | -0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | -41.60% | +7.61% |
Current DrawdownCurrent decline from peak | -2.34% | -1.05% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -11.01% | +7.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 7.61% | -5.64% |
Volatility
VOO vs. GWW - Volatility Comparison
The current volatility for Vanguard S&P 500 ETF (VOO) is 4.34%, while W.W. Grainger, Inc. (GWW) has a volatility of 4.85%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than GWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOO | GWW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 4.85% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 17.85% | -8.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.27% | 24.78% | -12.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 24.68% | -7.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 28.52% | -10.49% |
Dividends
VOO vs. GWW - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.05%, more than GWW's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWW W.W. Grainger, Inc. | 0.70% | 0.88% | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% |
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 GWW have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GWW has higher volatility (4.85%) compared to VOO (4.34%). In terms of maximum drawdown, VOO dropped -33.99% vs GWW's -56.73%.
VOO currently has the higher Sharpe Ratio (1.99 vs 0.92), 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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