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 -12.69%/yr vs 13.01%/yr for VOO. At a 0.16 correlation, their price movements are largely independent.
Performance
XYF vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, XYF achieves a -12.63% return, which is significantly lower than VOO's 10.45% return.
XYF
- 1D
- -1.39%
- 1M
- -8.25%
- 6M
- -23.43%
- YTD
- -12.63%
- 1Y
- -73.94%
- 3Y*
- 8.41%
- 5Y*
- -12.69%
- 10Y*
- —
VOO
- 1D
- -0.77%
- 1M
- 1.25%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.53%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.16%
XYF vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XYF X Financial | -12.63% | -30.39% | 146.56% | 26.06% | 0.33% | 50.50% | -60.55% | -59.73% | -71.53% |
VOO Vanguard S&P 500 ETF | 10.45% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -13.17% |
Correlation
The correlation between XYF and VOO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year 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 | -2.93 | ||
| Sortino ratioReturn per unit of downside risk | -4.68 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 1.31 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 2.43 | -3.34 |
| Martin ratioReturn relative to average drawdown | -1.25 | 10.60 | -11.85 |
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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 | -81.72% | -8.90% | -72.82% |
Max Drawdown (3Y)Largest decline over 3 years | -82.64% | -18.69% | -63.95% |
Max Drawdown (5Y)Largest decline over 5 years | -86.40% | -24.52% | -61.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -87.09% | -1.11% | -85.98% |
Average DrawdownAverage peak-to-trough decline | -84.05% | -3.68% | -80.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 59.21% | 2.04% | +57.17% |
Volatility
XYF vs. VOO - Volatility Comparison
X Financial (XYF) has a higher volatility of 11.61% compared to Vanguard S&P 500 ETF (VOO) at 4.16%. 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 | 11.61% | 4.16% | +7.45% |
Volatility (6M)Calculated over the trailing 6-month period | 47.76% | 9.97% | +37.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.93% | 12.53% | +49.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.33% | 16.93% | +58.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.12% | 18.00% | +73.12% |
Dividends
XYF vs. VOO - Dividend Comparison
XYF's dividend yield for the trailing twelve months is around 12.14%, 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 | 12.14% | 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 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYF has higher volatility (11.61%) compared to VOO (4.16%). In terms of maximum drawdown, XYF dropped -96.61% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.73 vs -1.20), 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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