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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.


-0.50.00.51.00.4

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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-5.76%
12.31%
WF
VOO

Key characteristics

Sharpe Ratio

WF:

0.79

VOO:

1.99

Sortino Ratio

WF:

1.27

VOO:

2.65

Omega Ratio

WF:

1.16

VOO:

1.36

Calmar Ratio

WF:

0.44

VOO:

3.03

Martin Ratio

WF:

2.94

VOO:

12.71

Ulcer Index

WF:

8.02%

VOO:

2.01%

Daily Std Dev

WF:

29.96%

VOO:

12.90%

Max Drawdown

WF:

-89.59%

VOO:

-33.99%

Current Drawdown

WF:

-43.08%

VOO:

-0.86%

Returns By Period

In the year-to-date period, WF achieves a 4.54% return, which is significantly higher than VOO's 3.16% return. Over the past 10 years, WF has underperformed VOO with an annualized return of 8.04%, while VOO has yielded a comparatively higher 13.80% annualized return.


WF

YTD

4.54%

1M

4.14%

6M

-5.77%

1Y

20.04%

5Y*

10.27%

10Y*

8.04%

VOO

YTD

3.16%

1M

1.60%

6M

12.30%

1Y

24.73%

5Y*

14.88%

10Y*

13.80%

*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

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 6969
Overall Rank
The Sharpe Ratio Rank of WF is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of WF is 6666
Sortino Ratio Rank
The Omega Ratio Rank of WF is 6565
Omega Ratio Rank
The Calmar Ratio Rank of WF is 6666
Calmar Ratio Rank
The Martin Ratio Rank of WF is 7373
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8181
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.

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.


Sharpe ratio
The chart of Sharpe ratio for WF, currently valued at 0.79, compared to the broader market-2.000.002.000.791.99
The chart of Sortino ratio for WF, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.272.65
The chart of Omega ratio for WF, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.36
The chart of Calmar ratio for WF, currently valued at 0.81, compared to the broader market0.002.004.006.000.813.03
The chart of Martin ratio for WF, currently valued at 2.94, compared to the broader market-20.00-10.000.0010.0020.002.9412.71
WF
VOO

The current WF Sharpe Ratio is 0.79, which is lower than the VOO Sharpe Ratio of 1.99. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.79
1.99
WF
VOO

Dividends

WF vs. VOO - Dividend Comparison

WF's dividend yield for the trailing twelve months is around 11.22%, more than VOO's 1.21% yield.


TTM20242023202220212020201920182017201620152014
WF
Woori Financial Group Inc.
11.22%11.73%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
1.21%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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.66%
-0.86%
WF
VOO

Volatility

WF vs. VOO - Volatility Comparison

Woori Financial Group Inc. (WF) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.12% and 4.18%, 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%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
4.12%
4.18%
WF
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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