VSCO vs. VOO
Compare and contrast key facts about Victoria's Secret & Co. (VSCO) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCO or VOO.
Performance
VSCO vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VSCO achieves a 37.83% return, which is significantly higher than VOO's 25.02% return.
VSCO
37.83%
33.11%
71.66%
70.38%
N/A
N/A
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| VSCO | VOO | |
|---|---|---|
| Sharpe Ratio | 1.22 | 2.67 |
| Sortino Ratio | 1.76 | 3.56 |
| Omega Ratio | 1.25 | 1.50 |
| Calmar Ratio | 1.01 | 3.85 |
| Martin Ratio | 2.89 | 17.51 |
| Ulcer Index | 27.66% | 1.86% |
| Daily Std Dev | 65.21% | 12.23% |
| Max Drawdown | -80.87% | -33.99% |
| Current Drawdown | -51.08% | -1.76% |
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Correlation
The correlation between VSCO and VOO is 0.42, 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
VSCO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victoria's Secret & Co. (VSCO) and Vanguard S&P 500 ETF (VOO). 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
VSCO vs. VOO - Dividend Comparison
VSCO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCO Victoria's Secret & Co. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VSCO vs. VOO - Drawdown Comparison
The maximum VSCO drawdown since its inception was -80.87%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VSCO and VOO. For additional features, visit the drawdowns tool.
Volatility
VSCO vs. VOO - Volatility Comparison
Victoria's Secret & Co. (VSCO) has a higher volatility of 12.21% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that VSCO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.