VOO vs. NSRGY
VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while NSRGY (Nestlé S.A.) is a stock. Over the past 10 years, VOO returned 15.50%/yr vs 6.67%/yr for NSRGY. At a 0.34 correlation, their price movements are largely independent.
Performance
VOO vs. NSRGY - Performance Comparison
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Returns By Period
In the year-to-date period, VOO achieves a 9.08% return, which is significantly higher than NSRGY's 5.66% return. Over the past 10 years, VOO has outperformed NSRGY with an annualized return of 15.50%, while NSRGY has yielded a comparatively lower 6.67% 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%
NSRGY
- 1D
- -0.20%
- 1M
- 1.56%
- YTD
- 5.66%
- 6M
- 6.71%
- 1Y
- 1.15%
- 3Y*
- -1.88%
- 5Y*
- -1.61%
- 10Y*
- 6.67%
VOO vs. NSRGY - 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% |
NSRGY Nestlé S.A. | 5.66% | 24.80% | -27.05% | 2.88% | -15.94% | 22.32% | 11.63% | 37.26% | -2.74% | 27.45% |
Correlation
The correlation between VOO and NSRGY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.34 |
Over the past year, the correlation between VOO and NSRGY has dropped to 0.11 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
VOO vs. NSRGY — Risk / Return Rank
VOO
NSRGY
VOO vs. NSRGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Nestlé S.A. (NSRGY). 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 | NSRGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.03 | ||
| Sortino ratioReturn per unit of downside risk | +2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.01 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | -0.05 | +2.80 |
| Martin ratioReturn relative to average drawdown | 12.42 | -0.10 | +12.52 |
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Drawdowns
VOO vs. NSRGY - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum NSRGY drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for VOO and NSRGY.
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Drawdown Indicators
| VOO | NSRGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -75.68% | +41.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -15.71% | +6.81% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -32.79% | +14.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -38.24% | +13.72% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | -38.24% | +4.25% |
Current DrawdownCurrent decline from peak | -2.34% | -17.25% | +14.91% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -24.16% | +20.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 9.31% | -7.34% |
Volatility
VOO vs. NSRGY - Volatility Comparison
The current volatility for Vanguard S&P 500 ETF (VOO) is 4.34%, while Nestlé S.A. (NSRGY) has a volatility of 5.46%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than NSRGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOO | NSRGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 5.46% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 15.05% | -5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.27% | 22.89% | -10.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 19.90% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 18.44% | -0.41% |
Dividends
VOO vs. NSRGY - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.05%, less than NSRGY's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 4.00% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
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 NSRGY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NSRGY has higher volatility (5.46%) compared to VOO (4.34%). In terms of maximum drawdown, VOO dropped -33.99% vs NSRGY's -75.68%.
VOO currently has the higher Sharpe Ratio (1.99 vs -0.04), 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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