SLV vs VOO: returns, Sharpe ratio and drawdown
Performance
SLV+19.55%VOO+15.26%
Summary
SLV vs VOO
Over the past year, SLV returned +19.55% against +15.26% for VOO. Over five years, SLV averaged +19.95% a year, compared with +11.69% for VOO. VOO had the higher Sharpe ratio over the past year (0.82 vs 0.55), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.19% for VOO and -52.28% for SLV.
Current Drawdown
SLV-49.38%VOO-0.69%
Rolling Volatility
SLV+2.31%VOO+0.65%
METRICS
Correlation Matrix
Metrics
Risk Indicators
SLVVOO
Alpha
SLV
15.39%
VOO
-0.03%
Beta
SLV
1.79x
VOO
1.00x
Sharpe
SLV
0.55
VOO
0.82
Sortino
SLV
0.70
VOO
1.19
Omega
SLV
1.10
VOO
1.15
Calmar
SLV
0.37
VOO
1.66
Martin
SLV
1.03
VOO
4.86
Comparisons