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VOO vs. PG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and The Procter & Gamble Company (PG). 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 9.44% return, which is significantly higher than PG's 5.59% return. Over the past 10 years, VOO has outperformed PG with an annualized return of 14.98%, while PG has yielded a comparatively lower 8.53% 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%

PG

1D
-0.57%
1M
-0.83%
6M
4.70%
YTD
5.59%
1Y
-1.76%
3Y*
1.56%
5Y*
4.00%
10Y*
8.53%
ALL TIME*
10.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. PG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PG
The Procter & Gamble Company
5.59%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between VOO and PG is -0.07, 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

-0.07

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

0.09

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

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.41

The correlation between VOO and PG shifts across timeframes, from -0.07 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VOO vs. PG — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 6464
Overall Rank
VOO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6363
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 7272
Martin Ratio Rank

PG
PG Risk / Return Rank: 3939
Overall Rank
PG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PG Sortino Ratio Rank: 3434
Sortino Ratio Rank
PG Omega Ratio Rank: 3434
Omega Ratio Rank
PG Calmar Ratio Rank: 4242
Calmar Ratio Rank
PG Martin Ratio Rank: 4242
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. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and The Procter & Gamble Company (PG). 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.


VOOPGDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.28

1.00

+0.28

Calmar ratioReturn relative to maximum drawdown

2.22

-0.11

+2.33

Martin ratioReturn relative to average drawdown

9.63

-0.20

+9.83

VOO vs. PG - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 1.57, which is higher than the PG Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of VOO and PG, 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. PG - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for VOO and PG.


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Drawdown Indicators


VOOPGDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-54.25%

+20.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-15.52%

+6.62%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-21.15%

+2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-23.77%

-0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-23.77%

-10.22%

Current Drawdown

Current decline from peak

-2.01%

-13.57%

+11.56%

Average Drawdown

Average peak-to-trough decline

-3.67%

-12.17%

+8.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

8.87%

-6.83%

Volatility

VOO vs. PG - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 3.36%, while The Procter & Gamble Company (PG) has a volatility of 7.35%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

7.35%

-3.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

15.86%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

19.69%

-7.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

18.08%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

19.17%

-1.17%

Dividends

VOO vs. PG - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.08%, less than PG's 2.15% yield.


PositionTTM20252024202320222021202020192018201720162015
PG
The Procter & Gamble Company
2.15%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%
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 PG have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PG has higher volatility (7.35%) compared to VOO (3.36%). In terms of maximum drawdown, VOO dropped -33.99% vs PG's -54.25%.

VOO currently has the higher Sharpe Ratio (1.57 vs -0.09), 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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