PortfoliosLab logo
XRX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XRX and VOO is 0.58, 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: 0.6

Performance

XRX vs. VOO - Performance Comparison

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

0.00%200.00%400.00%600.00%NovemberDecember2025FebruaryMarchApril
-63.19%
557.08%
XRX
VOO

Key characteristics

Sharpe Ratio

XRX:

-1.32

VOO:

0.54

Sortino Ratio

XRX:

-2.47

VOO:

0.88

Omega Ratio

XRX:

0.69

VOO:

1.13

Calmar Ratio

XRX:

-0.72

VOO:

0.55

Martin Ratio

XRX:

-1.90

VOO:

2.27

Ulcer Index

XRX:

35.87%

VOO:

4.55%

Daily Std Dev

XRX:

51.58%

VOO:

19.19%

Max Drawdown

XRX:

-94.91%

VOO:

-33.99%

Current Drawdown

XRX:

-94.03%

VOO:

-9.90%

Returns By Period

In the year-to-date period, XRX achieves a -48.08% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, XRX has underperformed VOO with an annualized return of -12.64%, while VOO has yielded a comparatively higher 12.07% annualized return.


XRX

YTD

-48.08%

1M

-17.27%

6M

-54.74%

1Y

-66.80%

5Y*

-20.01%

10Y*

-12.64%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

XRX vs. VOO — Risk-Adjusted Performance Rank

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

XRX
The Risk-Adjusted Performance Rank of XRX is 33
Overall Rank
The Sharpe Ratio Rank of XRX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of XRX is 11
Sortino Ratio Rank
The Omega Ratio Rank of XRX is 22
Omega Ratio Rank
The Calmar Ratio Rank of XRX is 88
Calmar Ratio Rank
The Martin Ratio Rank of XRX is 22
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

XRX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xerox Holdings Corporation (XRX) 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 XRX, currently valued at -1.32, compared to the broader market-2.00-1.000.001.002.003.00
XRX: -1.32
VOO: 0.54
The chart of Sortino ratio for XRX, currently valued at -2.47, compared to the broader market-6.00-4.00-2.000.002.004.00
XRX: -2.47
VOO: 0.88
The chart of Omega ratio for XRX, currently valued at 0.69, compared to the broader market0.501.001.502.00
XRX: 0.69
VOO: 1.13
The chart of Calmar ratio for XRX, currently valued at -0.78, compared to the broader market0.001.002.003.004.005.00
XRX: -0.78
VOO: 0.55
The chart of Martin ratio for XRX, currently valued at -1.90, compared to the broader market-5.000.005.0010.0015.0020.00
XRX: -1.90
VOO: 2.27

The current XRX Sharpe Ratio is -1.32, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of XRX 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-2.00-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-1.32
0.54
XRX
VOO

Dividends

XRX vs. VOO - Dividend Comparison

XRX's dividend yield for the trailing twelve months is around 20.49%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
XRX
Xerox Holdings Corporation
20.49%11.86%5.46%6.85%4.42%4.31%2.71%5.06%13.65%3.55%2.63%1.80%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

XRX vs. VOO - Drawdown Comparison

The maximum XRX drawdown since its inception was -94.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XRX and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-84.69%
-9.90%
XRX
VOO

Volatility

XRX vs. VOO - Volatility Comparison

Xerox Holdings Corporation (XRX) has a higher volatility of 30.05% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that XRX'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
30.05%
13.96%
XRX
VOO