W vs. VOO
Compare and contrast key facts about Wayfair Inc. (W) 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: W or VOO.
Performance
W vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, W achieves a -30.91% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, W has underperformed VOO with an annualized return of 6.38%, while VOO has yielded a comparatively higher 13.18% annualized return.
W
-30.91%
-10.98%
-30.60%
-12.77%
-12.86%
6.38%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| W | VOO | |
|---|---|---|
| Sharpe Ratio | -0.18 | 2.70 |
| Sortino Ratio | 0.20 | 3.60 |
| Omega Ratio | 1.02 | 1.50 |
| Calmar Ratio | -0.13 | 3.90 |
| Martin Ratio | -0.44 | 17.65 |
| Ulcer Index | 26.25% | 1.86% |
| Daily Std Dev | 64.72% | 12.19% |
| Max Drawdown | -91.79% | -33.99% |
| Current Drawdown | -87.66% | -0.86% |
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 W and VOO is 0.40, 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.
Risk-Adjusted Performance
W vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wayfair Inc. (W) 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
W vs. VOO - Dividend Comparison
W has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
W Wayfair Inc. | 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 | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
W vs. VOO - Drawdown Comparison
The maximum W drawdown since its inception was -91.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for W and VOO. For additional features, visit the drawdowns tool.
Volatility
W vs. VOO - Volatility Comparison
Wayfair Inc. (W) has a higher volatility of 17.00% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that W'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.