PortfoliosLab logoPortfoliosLab logo
XRO.AX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XRO.AX vs. VOO - Performance Comparison

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

Loading graphics...

XRO.AX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRO.AX
Xero Limited
-34.12%-32.36%50.10%59.81%-50.32%-3.66%83.53%90.39%46.62%68.79%
VOO
Vanguard S&P 500 ETF
-7.70%9.27%37.55%26.42%-12.77%36.35%7.93%31.98%5.74%12.50%
Different Trading Currencies

XRO.AX is traded in AUD, while VOO is traded in USD. To make them comparable, the VOO values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XRO.AX achieves a -34.12% return, which is significantly lower than VOO's -7.70% return. Over the past 10 years, XRO.AX has outperformed VOO with an annualized return of 18.17%, while VOO has yielded a comparatively lower 15.26% annualized return.


XRO.AX

1D
6.55%
1M
-9.65%
YTD
-34.12%
6M
-52.30%
1Y
-51.46%
3Y*
-5.64%
5Y*
-10.51%
10Y*
18.17%

VOO

1D
1.93%
1M
-2.19%
YTD
-7.70%
6M
-6.09%
1Y
6.36%
3Y*
16.97%
5Y*
13.94%
10Y*
15.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XRO.AX vs. VOO — Risk / Return Rank

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

XRO.AX
XRO.AX Risk / Return Rank: 55
Overall Rank
XRO.AX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
XRO.AX Sortino Ratio Rank: 22
Sortino Ratio Rank
XRO.AX Omega Ratio Rank: 22
Omega Ratio Rank
XRO.AX Calmar Ratio Rank: 1212
Calmar Ratio Rank
XRO.AX Martin Ratio Rank: 88
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
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.

XRO.AX vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xero Limited (XRO.AX) 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.


XRO.AXVOODifference

Sharpe ratio

Return per unit of total volatility

-1.34

0.40

-1.74

Sortino ratio

Return per unit of downside risk

-2.10

0.66

-2.76

Omega ratio

Gain probability vs. loss probability

0.73

1.10

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.82

0.68

-1.50

Martin ratio

Return relative to average drawdown

-1.59

1.93

-3.52

XRO.AX vs. VOO - Sharpe Ratio Comparison

The current XRO.AX Sharpe Ratio is -1.34, which is lower than the VOO Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of XRO.AX 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.


Loading graphics...

Sharpe Ratios by Period


XRO.AXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.34

0.40

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.96

-1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.94

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.07

-0.47

Correlation

The correlation between XRO.AX and VOO is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XRO.AX vs. VOO - Dividend Comparison

XRO.AX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
XRO.AX
Xero Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

XRO.AX vs. VOO - Drawdown Comparison

The maximum XRO.AX drawdown since its inception was -71.11%, which is greater than VOO's maximum drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for XRO.AX and VOO.


Loading graphics...

Drawdown Indicators


XRO.AXVOODifference

Max Drawdown

Largest peak-to-trough decline

-71.11%

-33.99%

-37.12%

Max Drawdown (1Y)

Largest decline over 1 year

-63.70%

-11.98%

-51.72%

Max Drawdown (5Y)

Largest decline over 5 years

-63.70%

-24.52%

-39.18%

Max Drawdown (10Y)

Largest decline over 10 years

-63.70%

-33.99%

-29.71%

Current Drawdown

Current decline from peak

-61.32%

-6.29%

-55.03%

Average Drawdown

Average peak-to-trough decline

-27.05%

-3.72%

-23.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.67%

2.52%

+30.15%

Volatility

XRO.AX vs. VOO - Volatility Comparison

Xero Limited (XRO.AX) has a higher volatility of 13.85% compared to Vanguard S&P 500 ETF (VOO) at 4.08%. This indicates that XRO.AX'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.


Loading graphics...

Volatility by Period


XRO.AXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.85%

4.08%

+9.77%

Volatility (6M)

Calculated over the trailing 6-month period

33.60%

7.70%

+25.90%

Volatility (1Y)

Calculated over the trailing 1-year period

38.18%

16.04%

+22.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.79%

14.54%

+23.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.99%

16.36%

+19.63%