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

Correlation

The correlation between WELL 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.


-0.50.00.51.0
Correlation: 0.4

Performance

WELL vs. VOO - Performance Comparison

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

400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
497.05%
552.28%
WELL
VOO

Key characteristics

Sharpe Ratio

WELL:

3.09

VOO:

0.57

Sortino Ratio

WELL:

3.93

VOO:

0.92

Omega Ratio

WELL:

1.52

VOO:

1.13

Calmar Ratio

WELL:

4.99

VOO:

0.58

Martin Ratio

WELL:

15.56

VOO:

2.42

Ulcer Index

WELL:

4.16%

VOO:

4.51%

Daily Std Dev

WELL:

20.94%

VOO:

19.17%

Max Drawdown

WELL:

-63.33%

VOO:

-33.99%

Current Drawdown

WELL:

-5.81%

VOO:

-10.56%

Returns By Period

In the year-to-date period, WELL achieves a 17.76% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, WELL has underperformed VOO with an annualized return of 11.36%, while VOO has yielded a comparatively higher 12.02% annualized return.


WELL

YTD

17.76%

1M

-0.28%

6M

12.95%

1Y

61.08%

5Y*

31.57%

10Y*

11.36%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

WELL vs. VOO — Risk-Adjusted Performance Rank

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

WELL
The Risk-Adjusted Performance Rank of WELL is 9898
Overall Rank
The Sharpe Ratio Rank of WELL is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of WELL is 9898
Sortino Ratio Rank
The Omega Ratio Rank of WELL is 9797
Omega Ratio Rank
The Calmar Ratio Rank of WELL is 9999
Calmar Ratio Rank
The Martin Ratio Rank of WELL is 9898
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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.

WELL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Welltower Inc. (WELL) 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 WELL, currently valued at 3.09, compared to the broader market-2.00-1.000.001.002.003.00
WELL: 3.09
VOO: 0.57
The chart of Sortino ratio for WELL, currently valued at 3.93, compared to the broader market-6.00-4.00-2.000.002.004.00
WELL: 3.93
VOO: 0.92
The chart of Omega ratio for WELL, currently valued at 1.52, compared to the broader market0.501.001.502.00
WELL: 1.52
VOO: 1.13
The chart of Calmar ratio for WELL, currently valued at 4.99, compared to the broader market0.001.002.003.004.005.00
WELL: 4.99
VOO: 0.58
The chart of Martin ratio for WELL, currently valued at 15.56, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
WELL: 15.56
VOO: 2.42

The current WELL Sharpe Ratio is 3.09, which is higher than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of WELL 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
3.09
0.57
WELL
VOO

Dividends

WELL vs. VOO - Dividend Comparison

WELL's dividend yield for the trailing twelve months is around 1.77%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
WELL
Welltower Inc.
1.77%2.03%2.71%3.72%2.84%4.18%4.26%5.01%5.46%5.14%4.85%4.20%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

WELL vs. VOO - Drawdown Comparison

The maximum WELL drawdown since its inception was -63.33%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WELL and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.81%
-10.56%
WELL
VOO

Volatility

WELL vs. VOO - Volatility Comparison

The current volatility for Welltower Inc. (WELL) is 9.77%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.97%. This indicates that WELL experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.77%
13.97%
WELL
VOO