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

Key characteristics


WRKVOO

Correlation

-0.50.00.51.00.5

The correlation between WRK and VOO is 0.54, 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

WRK vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
4.80%
8.62%
WRK
VOO

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Risk-Adjusted Performance

WRK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WestRock Company (WRK) 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.


WRK
Sharpe ratio
The chart of Sharpe ratio for WRK, currently valued at 1.84, compared to the broader market-4.00-2.000.002.001.84
Sortino ratio
The chart of Sortino ratio for WRK, currently valued at 2.81, compared to the broader market-6.00-4.00-2.000.002.004.002.81
Omega ratio
The chart of Omega ratio for WRK, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for WRK, currently valued at 1.04, compared to the broader market0.001.002.003.004.005.001.04
Martin ratio
The chart of Martin ratio for WRK, currently valued at 9.84, compared to the broader market-10.000.0010.0020.009.84
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.26, compared to the broader market-4.00-2.000.002.002.26
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.03, compared to the broader market-6.00-4.00-2.000.002.004.003.03
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.45, compared to the broader market0.001.002.003.004.005.002.45
Martin ratio
The chart of Martin ratio for VOO, currently valued at 12.14, compared to the broader market-10.000.0010.0020.0012.14

WRK vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00AprilMayJuneJulyAugustSeptember
1.84
2.26
WRK
VOO

Dividends

WRK vs. VOO - Dividend Comparison

WRK has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.


TTM20232022202120202019201820172016201520142013
WRK
WestRock Company
1.76%2.72%2.92%2.10%2.45%4.26%4.62%2.58%3.00%2.64%1.17%1.81%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

WRK vs. VOO - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-10.39%
-0.28%
WRK
VOO

Volatility

WRK vs. VOO - Volatility Comparison

The current volatility for WestRock Company (WRK) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that WRK 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.


0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember0
3.92%
WRK
VOO