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

Correlation

The correlation between WPC 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.


-0.50.00.51.0
Correlation: 0.4

Performance

WPC vs. VOO - Performance Comparison

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

350.00%400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
420.28%
552.28%
WPC
VOO

Key characteristics

Sharpe Ratio

WPC:

0.69

VOO:

0.57

Sortino Ratio

WPC:

1.09

VOO:

0.92

Omega Ratio

WPC:

1.13

VOO:

1.13

Calmar Ratio

WPC:

0.48

VOO:

0.58

Martin Ratio

WPC:

2.01

VOO:

2.42

Ulcer Index

WPC:

7.30%

VOO:

4.51%

Daily Std Dev

WPC:

21.47%

VOO:

19.17%

Max Drawdown

WPC:

-52.45%

VOO:

-33.99%

Current Drawdown

WPC:

-17.94%

VOO:

-10.56%

Returns By Period

In the year-to-date period, WPC achieves a 13.04% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, WPC has underperformed VOO with an annualized return of 5.49%, while VOO has yielded a comparatively higher 12.02% annualized return.


WPC

YTD

13.04%

1M

-0.06%

6M

6.91%

1Y

14.22%

5Y*

7.25%

10Y*

5.49%

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

WPC vs. VOO — Risk-Adjusted Performance Rank

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

WPC
The Risk-Adjusted Performance Rank of WPC is 7272
Overall Rank
The Sharpe Ratio Rank of WPC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of WPC is 6969
Sortino Ratio Rank
The Omega Ratio Rank of WPC is 6666
Omega Ratio Rank
The Calmar Ratio Rank of WPC is 7373
Calmar Ratio Rank
The Martin Ratio Rank of WPC is 7474
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.

WPC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for W. P. Carey Inc. (WPC) 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 WPC, currently valued at 0.69, compared to the broader market-2.00-1.000.001.002.003.00
WPC: 0.69
VOO: 0.57
The chart of Sortino ratio for WPC, currently valued at 1.09, compared to the broader market-6.00-4.00-2.000.002.004.00
WPC: 1.09
VOO: 0.92
The chart of Omega ratio for WPC, currently valued at 1.13, compared to the broader market0.501.001.502.00
WPC: 1.13
VOO: 1.13
The chart of Calmar ratio for WPC, currently valued at 0.48, compared to the broader market0.001.002.003.004.005.00
WPC: 0.48
VOO: 0.58
The chart of Martin ratio for WPC, currently valued at 2.01, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
WPC: 2.01
VOO: 2.42

The current WPC Sharpe Ratio is 0.69, which is comparable to the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of WPC 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.69
0.57
WPC
VOO

Dividends

WPC vs. VOO - Dividend Comparison

WPC's dividend yield for the trailing twelve months is around 5.79%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
WPC
W. P. Carey Inc.
5.79%6.41%6.17%5.43%5.13%5.91%5.17%6.26%5.82%6.65%6.49%5.26%
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

WPC vs. VOO - Drawdown Comparison

The maximum WPC drawdown since its inception was -52.45%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WPC and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.94%
-10.56%
WPC
VOO

Volatility

WPC vs. VOO - Volatility Comparison

The current volatility for W. P. Carey Inc. (WPC) is 10.09%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.97%. This indicates that WPC 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
10.09%
13.97%
WPC
VOO