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

Correlation

The correlation between WHR and VOO is 0.57, 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.


-0.50.00.51.00.6

Performance

WHR vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
33.12%
7.93%
WHR
VOO

Key characteristics

Sharpe Ratio

WHR:

0.12

VOO:

2.04

Sortino Ratio

WHR:

0.50

VOO:

2.72

Omega Ratio

WHR:

1.06

VOO:

1.38

Calmar Ratio

WHR:

0.08

VOO:

3.02

Martin Ratio

WHR:

0.34

VOO:

13.60

Ulcer Index

WHR:

14.10%

VOO:

1.88%

Daily Std Dev

WHR:

40.73%

VOO:

12.52%

Max Drawdown

WHR:

-82.49%

VOO:

-33.99%

Current Drawdown

WHR:

-45.25%

VOO:

-3.52%

Returns By Period

In the year-to-date period, WHR achieves a 1.44% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, WHR has underperformed VOO with an annualized return of -1.39%, while VOO has yielded a comparatively higher 13.02% annualized return.


WHR

YTD

1.44%

1M

3.70%

6M

33.85%

1Y

3.07%

5Y*

-0.45%

10Y*

-1.39%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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

WHR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Whirlpool Corporation (WHR) 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 WHR, currently valued at 0.12, compared to the broader market-4.00-2.000.002.000.122.04
The chart of Sortino ratio for WHR, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.502.72
The chart of Omega ratio for WHR, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.38
The chart of Calmar ratio for WHR, currently valued at 0.08, compared to the broader market0.002.004.006.000.083.02
The chart of Martin ratio for WHR, currently valued at 0.34, compared to the broader market0.0010.0020.000.3413.60
WHR
VOO

The current WHR Sharpe Ratio is 0.12, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of WHR 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.12
2.04
WHR
VOO

Dividends

WHR vs. VOO - Dividend Comparison

WHR's dividend yield for the trailing twelve months is around 6.06%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
WHR
Whirlpool Corporation
6.06%5.75%4.95%2.32%2.69%3.22%4.26%2.55%2.15%2.35%1.48%1.51%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

WHR vs. VOO - Drawdown Comparison

The maximum WHR drawdown since its inception was -82.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WHR and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.25%
-3.52%
WHR
VOO

Volatility

WHR vs. VOO - Volatility Comparison

Whirlpool Corporation (WHR) has a higher volatility of 13.92% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that WHR'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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.92%
3.58%
WHR
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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