XYF vs. VOO
XYF (X Financial) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, XYF returned -3.84%/yr vs 12.83%/yr for VOO. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
XYF vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, XYF achieves a -6.48% return, which is significantly lower than VOO's 10.16% return.
XYF
- 1D
- -1.59%
- 1M
- 0.00%
- 6M
- 1.69%
- YTD
- -6.48%
- 1Y
- -62.31%
- 3Y*
- 8.30%
- 5Y*
- -3.84%
- 10Y*
- —
- ALL TIME*
- -22.25%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.82B | $3.78B | $5.44B | |
XYF X Financial | $224.36K | $232.29K | $432.19K |
XYF vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XYF X Financial | -6.48% | -30.39% | 146.56% | 26.06% | 0.33% | 50.50% | -60.55% | -59.73% | -71.53% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -13.17% |
Correlation
The correlation between XYF and VOO is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2018 | 0.16 |
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Return for Risk
XYF vs. VOO — Risk / Return Rank
XYF
VOO
XYF vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for X Financial (XYF) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XYF | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.81 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.28 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 2.21 | -3.02 |
| Martin ratioReturn relative to average drawdown | -1.15 | 9.44 | -10.58 |
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Drawdowns
XYF vs. VOO - Drawdown Comparison
The maximum XYF drawdown since its inception was -96.61%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XYF and VOO.
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Drawdown Indicators
| XYF | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.61% | -33.99% | -62.62% |
Max Drawdown (1Y)Largest decline over 1 year | -77.91% | -8.90% | -69.01% |
Max Drawdown (3Y)Largest decline over 3 years | -82.64% | -18.69% | -63.95% |
Max Drawdown (5Y)Largest decline over 5 years | -82.64% | -24.52% | -58.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -86.18% | -1.38% | -84.80% |
Average DrawdownAverage peak-to-trough decline | -84.07% | -3.67% | -80.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.86% | 2.08% | +52.78% |
Volatility
XYF vs. VOO - Volatility Comparison
X Financial (XYF) has a higher volatility of 8.66% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that XYF'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.
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Volatility by Period
| XYF | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.66% | 3.54% | +5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 45.57% | 10.10% | +35.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.37% | 12.82% | +47.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.15% | 16.93% | +57.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.82% | 18.01% | +72.81% |
Dividends
XYF vs. VOO - Dividend Comparison
XYF's dividend yield for the trailing twelve months is around 11.34%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
XYF X Financial | 11.34% | 9.46% | 4.08% | 4.64% | 0.00% | 0.00% | 0.00% | 5.92% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XYF and VOO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYF has higher volatility (8.66%) compared to VOO (3.54%). In terms of maximum drawdown, XYF dropped -96.61% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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