^BSESN vs. VOO
Compare and contrast key facts about S&P BSE SENSEX (^BSESN) 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: ^BSESN or VOO.
Key characteristics
| ^BSESN | VOO | |
|---|---|---|
| YTD Return | 12.44% | 24.24% |
| 1Y Return | 23.76% | 39.06% |
| 3Y Return (Ann) | 9.70% | 10.77% |
| 5Y Return (Ann) | 15.82% | 16.30% |
| 10Y Return (Ann) | 12.03% | 13.75% |
| Sharpe Ratio | 1.68 | 3.06 |
| Sortino Ratio | 2.24 | 4.07 |
| Omega Ratio | 1.34 | 1.56 |
| Calmar Ratio | 3.29 | 3.26 |
| Martin Ratio | 11.60 | 20.25 |
| Ulcer Index | 1.96% | 1.87% |
| Daily Std Dev | 13.55% | 12.36% |
| Max Drawdown | -60.91% | -33.99% |
| Current Drawdown | -5.37% | 0.00% |
Correlation
The correlation between ^BSESN and VOO is 0.23, 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
^BSESN vs. VOO - Performance Comparison
In the year-to-date period, ^BSESN achieves a 12.44% return, which is significantly lower than VOO's 24.24% return. Over the past 10 years, ^BSESN has underperformed VOO with an annualized return of 12.03%, while VOO has yielded a comparatively higher 13.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^BSESN vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) 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.
Drawdowns
^BSESN vs. VOO - Drawdown Comparison
The maximum ^BSESN drawdown since its inception was -60.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^BSESN and VOO. For additional features, visit the drawdowns tool.
Volatility
^BSESN vs. VOO - Volatility Comparison
S&P BSE SENSEX (^BSESN) has a higher volatility of 3.90% compared to Vanguard S&P 500 ETF (VOO) at 2.54%. This indicates that ^BSESN'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.