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

Correlation

The correlation between WF 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.


Performance

WF vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WF:

0.95

VOO:

0.60

Sortino Ratio

WF:

1.58

VOO:

0.96

Omega Ratio

WF:

1.19

VOO:

1.14

Calmar Ratio

WF:

0.59

VOO:

0.62

Martin Ratio

WF:

3.60

VOO:

2.35

Ulcer Index

WF:

7.73%

VOO:

4.90%

Daily Std Dev

WF:

28.92%

VOO:

19.45%

Max Drawdown

WF:

-89.59%

VOO:

-33.99%

Current Drawdown

WF:

-27.98%

VOO:

-4.58%

Returns By Period

In the year-to-date period, WF achieves a 30.88% return, which is significantly higher than VOO's -0.17% return. Over the past 10 years, WF has underperformed VOO with an annualized return of 8.33%, while VOO has yielded a comparatively higher 12.60% annualized return.


WF

YTD

30.88%

1M

7.20%

6M

13.77%

1Y

27.30%

3Y*

13.76%

5Y*

23.17%

10Y*

8.33%

VOO

YTD

-0.17%

1M

10.68%

6M

-1.11%

1Y

11.53%

3Y*

15.43%

5Y*

16.33%

10Y*

12.60%

*Annualized

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Woori Financial Group Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

WF vs. VOO — Risk-Adjusted Performance Rank

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

WF
The Risk-Adjusted Performance Rank of WF is 7979
Overall Rank
The Sharpe Ratio Rank of WF is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of WF is 7979
Sortino Ratio Rank
The Omega Ratio Rank of WF is 7676
Omega Ratio Rank
The Calmar Ratio Rank of WF is 7575
Calmar Ratio Rank
The Martin Ratio Rank of WF is 8282
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

WF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Woori Financial Group Inc. (WF) 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 current WF Sharpe Ratio is 0.95, which is higher than the VOO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of WF 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.


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Dividends

WF vs. VOO - Dividend Comparison

WF's dividend yield for the trailing twelve months is around 5.52%, more than VOO's 1.30% yield.


TTM20242023202220212020201920182017201620152014
WF
Woori Financial Group Inc.
5.52%12.98%2.71%8.20%1.19%3.49%5.71%0.00%3.73%3.29%5.70%5.01%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

WF vs. VOO - Drawdown Comparison

The maximum WF drawdown since its inception was -89.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WF and VOO. For additional features, visit the drawdowns tool.


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Volatility

WF vs. VOO - Volatility Comparison

Woori Financial Group Inc. (WF) has a higher volatility of 5.65% compared to Vanguard S&P 500 ETF (VOO) at 4.67%. This indicates that WF'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.


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