PortfoliosLab logo
VSCO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.4

Performance

VSCO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victoria's Secret & Co. (VSCO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%December2025FebruaryMarchAprilMay
-53.91%
37.84%
VSCO
VOO

Key characteristics

Sharpe Ratio

VSCO:

0.16

VOO:

0.75

Sortino Ratio

VSCO:

0.73

VOO:

1.15

Omega Ratio

VSCO:

1.09

VOO:

1.17

Calmar Ratio

VSCO:

0.14

VOO:

0.77

Martin Ratio

VSCO:

0.37

VOO:

3.04

Ulcer Index

VSCO:

30.28%

VOO:

4.72%

Daily Std Dev

VSCO:

69.00%

VOO:

19.15%

Max Drawdown

VSCO:

-80.87%

VOO:

-33.99%

Current Drawdown

VSCO:

-73.80%

VOO:

-7.30%

Returns By Period

In the year-to-date period, VSCO achieves a -52.70% return, which is significantly lower than VOO's -3.02% return.


VSCO

YTD

-52.70%

1M

31.74%

6M

-37.83%

1Y

11.62%

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.02%

1M

5.37%

6M

-0.14%

1Y

12.28%

5Y*

16.67%

10Y*

12.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VSCO vs. VOO — Risk-Adjusted Performance Rank

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

VSCO
The Risk-Adjusted Performance Rank of VSCO is 5656
Overall Rank
The Sharpe Ratio Rank of VSCO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCO is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VSCO is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VSCO is 5757
Calmar Ratio Rank
The Martin Ratio Rank of VSCO is 5656
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VSCO, currently valued at 0.16, compared to the broader market-2.00-1.000.001.002.003.00
VSCO: 0.16
VOO: 0.75
The chart of Sortino ratio for VSCO, currently valued at 0.73, compared to the broader market-6.00-4.00-2.000.002.004.00
VSCO: 0.73
VOO: 1.15
The chart of Omega ratio for VSCO, currently valued at 1.09, compared to the broader market0.501.001.502.00
VSCO: 1.09
VOO: 1.17
The chart of Calmar ratio for VSCO, currently valued at 0.14, compared to the broader market0.001.002.003.004.005.00
VSCO: 0.14
VOO: 0.77
The chart of Martin ratio for VSCO, currently valued at 0.37, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
VSCO: 0.37
VOO: 3.04

The current VSCO Sharpe Ratio is 0.16, which is lower than the VOO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of VSCO and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.16
0.75
VSCO
VOO

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 1.34%.


TTM20242023202220212020201920182017201620152014
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
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-73.80%
-7.30%
VSCO
VOO

Volatility

VSCO vs. VOO - Volatility Comparison

Victoria's Secret & Co. (VSCO) has a higher volatility of 38.63% compared to Vanguard S&P 500 ETF (VOO) at 13.90%. 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.


0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
38.63%
13.90%
VSCO
VOO