YORW vs. VOO
Compare and contrast key facts about The York Water Company (YORW) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YORW or VOO.
Key characteristics
| YORW | VOO | |
|---|---|---|
| YTD Return | -4.27% | 6.62% |
| 1Y Return | -10.34% | 25.71% |
| 3Y Return (Ann) | -8.88% | 8.15% |
| 5Y Return (Ann) | 3.43% | 13.32% |
| 10Y Return (Ann) | 8.61% | 12.46% |
| Sharpe Ratio | -0.47 | 2.13 |
| Daily Std Dev | 21.51% | 11.67% |
| Max Drawdown | -46.68% | -33.99% |
| Current Drawdown | -27.42% | -3.56% |
Correlation
The correlation between YORW and VOO is 0.39, 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.
Performance
YORW vs. VOO - Performance Comparison
In the year-to-date period, YORW achieves a -4.27% return, which is significantly lower than VOO's 6.62% return. Over the past 10 years, YORW has underperformed VOO with an annualized return of 8.61%, while VOO has yielded a comparatively higher 12.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
YORW vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The York Water Company (YORW) 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.
Dividends
YORW vs. VOO - Dividend Comparison
YORW's dividend yield for the trailing twelve months is around 2.25%, more than VOO's 1.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YORW The York Water Company | 2.25% | 2.12% | 1.75% | 1.52% | 1.56% | 1.52% | 2.10% | 1.91% | 1.64% | 2.42% | 2.49% | 2.67% |
VOO Vanguard S&P 500 ETF | 1.38% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
YORW vs. VOO - Drawdown Comparison
The maximum YORW drawdown since its inception was -46.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for YORW and VOO. For additional features, visit the drawdowns tool.
Volatility
YORW vs. VOO - Volatility Comparison
The York Water Company (YORW) has a higher volatility of 5.73% compared to Vanguard S&P 500 ETF (VOO) at 4.04%. This indicates that YORW'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.