WOR vs. VOO

Last updated Jun 24, 2026

WOR (Worthington Industries, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, WOR returned 12.40%/yr vs 15.61%/yr for VOO. A 0.59 correlation means they provide meaningful diversification when combined.

Performance

WOR vs. VOO - Performance Comparison

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

Returns By Period

In the year-to-date period, WOR achieves a 19.20% return, which is significantly higher than VOO's 8.19% return. Over the past 10 years, WOR has underperformed VOO with an annualized return of 12.40%, while VOO has yielded a comparatively higher 15.61% annualized return.

WOR

• 1D: -0.75%
• 1M: 11.04%
• YTD: 19.20%
• 6M: 16.29%
• 1Y: 4.49%
• 3Y*: 19.45%
• 5Y*: 12.05%
• 10Y*: 12.40%

VOO

• 1D: -1.42%
• 1M: -1.34%
• YTD: 8.19%
• 6M: 7.24%
• 1Y: 23.69%
• 3Y*: 20.78%
• 5Y*: 13.13%
• 10Y*: 15.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WOR vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WOR Worthington Industries, Inc.	19.20%	30.29%	-29.34%	91.65%	-6.90%	8.43%	25.21%	24.08%	-19.30%	-5.48%
VOO Vanguard S&P 500 ETF	8.19%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between WOR and VOO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010	0.59

The correlation between WOR and VOO shifts across timeframes, from 0.45 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WOR vs. VOO — Risk / Return Rank

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

WOR

WOR Risk / Return Rank: 45
WOR Sharpe Ratio Rank: 48
WOR Sortino Ratio Rank: 42
WOR Omega Ratio Rank: 41
WOR Calmar Ratio Rank: 46
WOR Martin Ratio Rank: 46

VOO

VOO Risk / Return Rank: 59
VOO Sharpe Ratio Rank: 59
VOO Sortino Ratio Rank: 56
VOO Omega Ratio Rank: 58
VOO Calmar Ratio Rank: 56
VOO Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WOR vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Worthington Industries, Inc. (WOR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WOR	VOO	Difference
Sharpe ratio: Return per unit of total volatility	0.15	1.91	-1.76
Sortino ratio: Return per unit of downside risk	0.40	2.60	-2.20
Omega ratio: Gain probability vs. loss probability	1.05	1.35	-0.29
Calmar ratio: Return relative to maximum drawdown	0.15	2.67	-2.52
Martin ratio: Return relative to average drawdown	0.28	11.96	-11.68

WOR vs. VOO - Sharpe Ratio Comparison

The current WOR Sharpe Ratio is 0.15, which is lower than the VOO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of WOR and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WOR vs. VOO - Drawdown Comparison

The maximum WOR drawdown since its inception was -70.94%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WOR and VOO.

Drawdown Indicators

	WOR	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-70.94%	-33.99%	-36.95%
Max Drawdown (1Y) Largest decline over 1 year	-29.83%	-8.90%	-20.93%
Max Drawdown (3Y) Largest decline over 3 years	-42.42%	-18.69%	-23.73%
Max Drawdown (5Y) Largest decline over 5 years	-42.42%	-24.52%	-17.90%
Max Drawdown (10Y) Largest decline over 10 years	-64.53%	-33.99%	-30.54%
Current Drawdown Current decline from peak	-8.21%	-3.14%	-5.07%
Average Drawdown Average peak-to-trough decline	-20.22%	-3.68%	-16.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.16%	1.99%	+14.17%

Volatility

WOR vs. VOO - Volatility Comparison

Worthington Industries, Inc. (WOR) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.07% and 4.83%, 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.

Volatility by Period

	WOR	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	4.83%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	19.87%	9.82%	+10.05%
Volatility (1Y) Calculated over the trailing 1-year period	29.17%	12.46%	+16.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.16%	16.91%	+21.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.93%	18.02%	+21.91%

Dividends

WOR vs. VOO - Dividend Comparison

WOR's dividend yield for the trailing twelve months is around 1.25%, more than VOO's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
WOR Worthington Industries, Inc.	1.25%	1.40%	1.65%	49.97%	2.37%	1.99%	1.91%	2.23%	2.53%	1.86%	1.64%	2.46%

Frequently Asked Questions

Can I hold both WOR and VOO in my portfolio?

WOR and VOO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WOR or VOO?

WOR has higher volatility (5.07%) compared to VOO (4.83%). In terms of maximum drawdown, WOR dropped -70.94% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (1.91 vs 0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.