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

Correlation

The correlation between WU and VOO is 0.55, 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

WU vs. VOO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
15.85%
602.93%
WU
VOO

Key characteristics

Sharpe Ratio

WU:

-0.22

VOO:

2.25

Sortino Ratio

WU:

-0.16

VOO:

2.98

Omega Ratio

WU:

0.98

VOO:

1.42

Calmar Ratio

WU:

-0.10

VOO:

3.31

Martin Ratio

WU:

-0.45

VOO:

14.77

Ulcer Index

WU:

11.05%

VOO:

1.90%

Daily Std Dev

WU:

22.28%

VOO:

12.46%

Max Drawdown

WU:

-63.10%

VOO:

-33.99%

Current Drawdown

WU:

-49.85%

VOO:

-2.47%

Returns By Period

In the year-to-date period, WU achieves a -4.92% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, WU has underperformed VOO with an annualized return of -0.66%, while VOO has yielded a comparatively higher 13.08% annualized return.


WU

YTD

-4.92%

1M

-1.38%

6M

-11.45%

1Y

-4.28%

5Y*

-12.19%

10Y*

-0.66%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

WU vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Western Union Company (WU) 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 WU, currently valued at -0.22, compared to the broader market-4.00-2.000.002.00-0.222.25
The chart of Sortino ratio for WU, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.162.98
The chart of Omega ratio for WU, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.42
The chart of Calmar ratio for WU, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.103.31
The chart of Martin ratio for WU, currently valued at -0.45, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.4514.77
WU
VOO

The current WU Sharpe Ratio is -0.22, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of WU 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
2.25
WU
VOO

Dividends

WU vs. VOO - Dividend Comparison

WU's dividend yield for the trailing twelve months is around 6.58%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
WU
The Western Union Company
6.58%7.89%6.83%5.27%4.10%2.99%4.45%3.68%2.95%3.46%2.79%2.90%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

WU vs. VOO - Drawdown Comparison

The maximum WU drawdown since its inception was -63.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WU and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.85%
-2.47%
WU
VOO

Volatility

WU vs. VOO - Volatility Comparison

The Western Union Company (WU) has a higher volatility of 7.06% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that WU'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.06%
3.75%
WU
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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