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VVR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VVR and VOO is 0.33, 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.


-0.50.00.51.00.3

Performance

VVR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Income Trust (VVR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-1.34%
8.64%
VVR
VOO

Key characteristics

Sharpe Ratio

VVR:

0.82

VOO:

2.21

Sortino Ratio

VVR:

1.17

VOO:

2.92

Omega Ratio

VVR:

1.15

VOO:

1.41

Calmar Ratio

VVR:

1.02

VOO:

3.34

Martin Ratio

VVR:

2.46

VOO:

14.07

Ulcer Index

VVR:

4.47%

VOO:

2.01%

Daily Std Dev

VVR:

13.49%

VOO:

12.80%

Max Drawdown

VVR:

-73.78%

VOO:

-33.99%

Current Drawdown

VVR:

-4.76%

VOO:

-1.36%

Returns By Period

In the year-to-date period, VVR achieves a 1.20% return, which is significantly lower than VOO's 1.98% return. Over the past 10 years, VVR has underperformed VOO with an annualized return of 7.37%, while VOO has yielded a comparatively higher 13.37% annualized return.


VVR

YTD

1.20%

1M

4.10%

6M

-1.80%

1Y

9.93%

5Y*

8.67%

10Y*

7.37%

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*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

VVR vs. VOO — Risk-Adjusted Performance Rank

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

VVR
The Risk-Adjusted Performance Rank of VVR is 7070
Overall Rank
The Sharpe Ratio Rank of VVR is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VVR is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VVR is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VVR is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VVR is 6969
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

VVR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Income Trust (VVR) 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.


Sharpe ratio
The chart of Sharpe ratio for VVR, currently valued at 0.82, compared to the broader market-2.000.002.004.000.822.21
The chart of Sortino ratio for VVR, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.172.92
The chart of Omega ratio for VVR, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.41
The chart of Calmar ratio for VVR, currently valued at 1.02, compared to the broader market0.002.004.006.001.023.34
The chart of Martin ratio for VVR, currently valued at 2.46, compared to the broader market-10.000.0010.0020.0030.002.4614.07
VVR
VOO

The current VVR Sharpe Ratio is 0.82, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VVR 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.82
2.21
VVR
VOO

Dividends

VVR vs. VOO - Dividend Comparison

VVR's dividend yield for the trailing twelve months is around 12.90%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
VVR
Invesco Senior Income Trust
12.90%13.06%11.54%11.46%7.23%6.71%6.22%6.83%6.08%6.49%7.97%7.11%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VVR vs. VOO - Drawdown Comparison

The maximum VVR drawdown since its inception was -73.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VVR and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.76%
-1.36%
VVR
VOO

Volatility

VVR vs. VOO - Volatility Comparison

Invesco Senior Income Trust (VVR) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.80% and 5.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.80%
5.05%
VVR
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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