^HSI vs. VOO
Compare and contrast key facts about Hang Seng Index (^HSI) 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: ^HSI or VOO.
Performance
^HSI vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ^HSI achieves a 14.84% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, ^HSI has underperformed VOO with an annualized return of -1.79%, while VOO has yielded a comparatively higher 13.12% annualized return.
^HSI
14.84%
-5.90%
0.12%
12.16%
-6.45%
-1.79%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| ^HSI | VOO | |
|---|---|---|
| Sharpe Ratio | 0.44 | 2.64 |
| Sortino Ratio | 0.81 | 3.53 |
| Omega Ratio | 1.10 | 1.49 |
| Calmar Ratio | 0.21 | 3.81 |
| Martin Ratio | 1.23 | 17.34 |
| Ulcer Index | 9.29% | 1.86% |
| Daily Std Dev | 25.59% | 12.20% |
| Max Drawdown | -91.54% | -33.99% |
| Current Drawdown | -40.95% | -2.16% |
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Correlation
The correlation between ^HSI and VOO is 0.19, 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.
Risk-Adjusted Performance
^HSI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) 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
^HSI vs. VOO - Drawdown Comparison
The maximum ^HSI drawdown since its inception was -91.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^HSI and VOO. For additional features, visit the drawdowns tool.
Volatility
^HSI vs. VOO - Volatility Comparison
Hang Seng Index (^HSI) has a higher volatility of 6.38% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. This indicates that ^HSI'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.