^OEX vs. VOO

In the year-to-date period, ^OEX achieves a -1.66% return, which is significantly lower than VOO's -0.22% return. Over the past 10 years, ^OEX has underperformed VOO with an annualized return of 11.77%, while VOO has yielded a comparatively higher 12.59% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^OEX) 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 ^OEX Sharpe Ratio is 0.58, which is comparable to the VOO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of ^OEX 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 ^OEX drawdown since its inception was -61.31%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^OEX and VOO. For additional features, visit the drawdowns tool.

S&P 100 Index (^OEX) has a higher volatility of 5.06% compared to Vanguard S&P 500 ETF (VOO) at 4.80%. This indicates that ^OEX'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.