VOXX vs. SPLG
Compare and contrast key facts about VOXX International Corporation (VOXX) and SPDR Portfolio S&P 500 ETF (SPLG).
SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOXX or SPLG.
Performance
VOXX vs. SPLG - Performance Comparison
Returns By Period
In the year-to-date period, VOXX achieves a -39.23% return, which is significantly lower than SPLG's 24.49% return. Over the past 10 years, VOXX has underperformed SPLG with an annualized return of -2.62%, while SPLG has yielded a comparatively higher 13.22% annualized return.
VOXX
-39.23%
-17.01%
62.25%
-36.50%
5.36%
-2.62%
SPLG
24.49%
0.58%
11.37%
31.92%
15.34%
13.22%
Key characteristics
| VOXX | SPLG | |
|---|---|---|
| Sharpe Ratio | -0.36 | 2.65 |
| Sortino Ratio | -0.04 | 3.54 |
| Omega Ratio | 0.99 | 1.49 |
| Calmar Ratio | -0.37 | 3.81 |
| Martin Ratio | -0.74 | 17.23 |
| Ulcer Index | 47.82% | 1.86% |
| Daily Std Dev | 98.28% | 12.12% |
| Max Drawdown | -97.39% | -54.50% |
| Current Drawdown | -90.73% | -2.17% |
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Correlation
The correlation between VOXX and SPLG is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
VOXX vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VOXX International Corporation (VOXX) and SPDR Portfolio S&P 500 ETF (SPLG). 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.
Dividends
VOXX vs. SPLG - Dividend Comparison
VOXX has not paid dividends to shareholders, while SPLG's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOXX VOXX International Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLG SPDR Portfolio S&P 500 ETF | 1.25% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
VOXX vs. SPLG - Drawdown Comparison
The maximum VOXX drawdown since its inception was -97.39%, which is greater than SPLG's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for VOXX and SPLG. For additional features, visit the drawdowns tool.
Volatility
VOXX vs. SPLG - Volatility Comparison
VOXX International Corporation (VOXX) has a higher volatility of 13.51% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 4.08%. This indicates that VOXX's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.