VSCO vs. ^GSPC
Compare and contrast key facts about Victoria's Secret & Co. (VSCO) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCO or ^GSPC.
Performance
VSCO vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, VSCO achieves a 37.83% return, which is significantly higher than ^GSPC's 23.56% return.
VSCO
37.83%
33.11%
71.66%
70.38%
N/A
N/A
^GSPC
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Key characteristics
| VSCO | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 1.22 | 2.51 |
| Sortino Ratio | 1.76 | 3.36 |
| Omega Ratio | 1.25 | 1.47 |
| Calmar Ratio | 1.01 | 3.62 |
| Martin Ratio | 2.89 | 16.12 |
| Ulcer Index | 27.66% | 1.91% |
| Daily Std Dev | 65.21% | 12.27% |
| Max Drawdown | -80.87% | -56.78% |
| Current Drawdown | -51.08% | -1.80% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between VSCO and ^GSPC 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. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victoria's Secret & Co. (VSCO) 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
VSCO vs. ^GSPC - Drawdown Comparison
The maximum VSCO drawdown since its inception was -80.87%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VSCO and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
VSCO vs. ^GSPC - Volatility Comparison
Victoria's Secret & Co. (VSCO) has a higher volatility of 12.21% compared to S&P 500 (^GSPC) at 4.06%. This indicates that VSCO'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.