^NIFTY500 vs. VOO
Compare and contrast key facts about Nifty 500 (^NIFTY500) 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: ^NIFTY500 or VOO.
Key characteristics
| ^NIFTY500 | VOO | |
|---|---|---|
| YTD Return | 20.87% | 23.75% |
| 1Y Return | 34.45% | 35.49% |
| 3Y Return (Ann) | 14.28% | 11.02% |
| 5Y Return (Ann) | 20.10% | 16.24% |
| 10Y Return (Ann) | 14.41% | 14.04% |
| Sharpe Ratio | 2.73 | 2.85 |
| Sortino Ratio | 3.23 | 3.80 |
| Omega Ratio | 1.59 | 1.52 |
| Calmar Ratio | 5.78 | 3.05 |
| Martin Ratio | 25.13 | 17.77 |
| Ulcer Index | 1.55% | 2.00% |
| Daily Std Dev | 14.40% | 12.45% |
| Max Drawdown | -68.02% | -33.99% |
| Current Drawdown | -4.13% | -0.34% |
Correlation
The correlation between ^NIFTY500 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
^NIFTY500 vs. VOO - Performance Comparison
In the year-to-date period, ^NIFTY500 achieves a 20.87% return, which is significantly lower than VOO's 23.75% return. Both investments have delivered pretty close results over the past 10 years, with ^NIFTY500 having a 14.41% annualized return and VOO not far behind at 14.04%. 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
^NIFTY500 vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nifty 500 (^NIFTY500) 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
^NIFTY500 vs. VOO - Drawdown Comparison
The maximum ^NIFTY500 drawdown since its inception was -68.02%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^NIFTY500 and VOO. For additional features, visit the drawdowns tool.
Volatility
^NIFTY500 vs. VOO - Volatility Comparison
Nifty 500 (^NIFTY500) has a higher volatility of 4.00% compared to Vanguard S&P 500 ETF (VOO) at 3.00%. This indicates that ^NIFTY500'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.