VOYA vs. ^GSPC
Compare and contrast key facts about Voya Financial, Inc. (VOYA) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOYA or ^GSPC.
Performance
VOYA vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, VOYA achieves a 13.46% return, which is significantly lower than ^GSPC's 23.56% return. Over the past 10 years, VOYA has underperformed ^GSPC with an annualized return of 7.77%, while ^GSPC has yielded a comparatively higher 11.10% annualized return.
VOYA
13.46%
-2.66%
11.02%
17.67%
8.76%
7.77%
^GSPC
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Key characteristics
| VOYA | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 0.80 | 2.51 |
| Sortino Ratio | 1.29 | 3.36 |
| Omega Ratio | 1.17 | 1.47 |
| Calmar Ratio | 1.22 | 3.62 |
| Martin Ratio | 3.12 | 16.12 |
| Ulcer Index | 5.98% | 1.91% |
| Daily Std Dev | 23.38% | 12.27% |
| Max Drawdown | -52.15% | -56.78% |
| Current Drawdown | -3.08% | -1.80% |
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Correlation
The correlation between VOYA and ^GSPC is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VOYA vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Financial, Inc. (VOYA) and S&P 500 (^GSPC). 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.
Drawdowns
VOYA vs. ^GSPC - Drawdown Comparison
The maximum VOYA drawdown since its inception was -52.15%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VOYA and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
VOYA vs. ^GSPC - Volatility Comparison
Voya Financial, Inc. (VOYA) has a higher volatility of 12.71% compared to S&P 500 (^GSPC) at 4.06%. This indicates that VOYA's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.