^GSPTSE vs. VOO

In the year-to-date period, ^GSPTSE achieves a 3.90% return, which is significantly higher than VOO's 0.59% return. Over the past 10 years, ^GSPTSE has underperformed VOO with an annualized return of 5.48%, while VOO has yielded a comparatively higher 12.75% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P TSX Composite Index (Canada) (^GSPTSE) 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 current ^GSPTSE Sharpe Ratio is 1.07, which is higher than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of ^GSPTSE 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.

The maximum ^GSPTSE drawdown since its inception was -49.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^GSPTSE and VOO. For additional features, visit the drawdowns tool.

The current volatility for S&P TSX Composite Index (Canada) (^GSPTSE) is 2.22%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.20%. This indicates that ^GSPTSE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.