VOO vs VTI comparison¶

VOO vs VTI performance comment¶

Market Performance Metrics Overview¶

Metric	Data1	Data2
High	449.19	242.87
Low	428.64	232.40
Close	445.99	240.98
Start Price	434.01	235.63
Gain %	2.76%	2.27%
Annualized Gain %	41.98%	34.53%
Annualized Volatility %	10.01%	10.45%
Max Drawdown %	-1.06%	-1.21%
Sharpe Ratio	4.62	3.66

The selected metrics provide an overview of the market performance for both data sets. The start price indicates the initial value of the market ticker, and the gain percentage represents the overall increase in value over the 60-day period. Annualized gain and volatility percentages offer insights into the long-term potential and risk of the market. The maximum drawdown percentage reflects the largest drop from peak to trough, providing a measure of downside risk.

Insights and Commentary¶

Gain %: Both markets experienced positive gains over the 60-day period, with Data1 showing a slightly higher gain percentage of 2.76% compared to Data2's 2.27%.
Annualized Gain %: Data1 also outperformed Data2 in terms of annualized gain, with a percentage of 41.98% compared to 34.53%. This indicates that Data1 has the potential for higher long-term returns.
Annualized Volatility %: Data1 exhibited slightly lower volatility at 10.01% compared to Data2's 10.45%. This suggests that Data1 may have been less risky during the observed period.
Max Drawdown %: Both markets experienced minimal drawdowns, with Data1 showing a slightly lower maximum drawdown of -1.06% compared to Data2's -1.21%. This indicates that Data1 may have been more resilient during periods of market decline.
Sharpe Ratio: Data1 also demonstrated a higher Sharpe ratio of 4.62 compared to Data2's 3.66, which suggests that Data1 provided superior risk-adjusted returns.

Overall, based on the provided metrics, it appears that Data1 (VOO) outperformed Data2 (VTI) in terms of gain percentage, annualized gain, volatility, drawdown, and Sharpe ratio. This indicates that Data1 may have offered better returns with lower risk during the observed 60-day period. However, further analysis and consideration of other factors would be necessary to make comprehensive investment decisions.

VOO YTD Return (Daily)¶

Comment on YTD Total Returns Results of VOO¶

Year-to-Date Performance¶

The YTD Open for VOO in the current year was 433.91, with the YTD High reaching 449.19 and the YTD Low at 428.64. The YTD Close was 445.99, representing a YTD Gain % of 2.76. The YTD Annualized Gain % stands at 41.98, while the YTD Annualized Volatility % is at 10.01. The YTD Max Drawdown % is -1.06, indicating a relatively low level of risk.

Last Year Performance¶

In the previous year, the Last Year Annualized Gain % was 26.81, with a Last Year Annualized Volatility % of 13.05. The Last Year Max Drawdown % was at -9.97, suggesting a higher level of risk compared to the current year.

Historical Performance¶

Excluding the current year, the Historical Annualized Volatility was at 17.32%, while the Historical Annualized Gain was 14.44%. The Max Drawdown in the historical data, excluding the current year, was at -33.99%, indicating the largest loss historically experienced.

Sharpe Ratios¶

The YTD Sharpe Ratio is quite high at 4.62, indicating good risk-adjusted returns for the current year. The Average Sharpe Ratio for All Years (Excluding Last) is considerably lower at 0.83, suggesting a higher level of risk compared to the current year.

Current Market Condition¶

The Current last close is at 445.99, with the Current MA 200 at 402.05, the Current MA 50 at 427.06, and the Current MA 5 at 443.43. The Current average annualized volatility is at 9.25, and the Average annualized volatility a month ago was slightly higher at 9.49. The current closing price of 445.99 is above both the MA 200 and MA 50, indicating a bullish trend. However, it is slightly below the MA 5, suggesting a short-term bearish sentiment. This could indicate a potential correction in the short term, but the overall trend remains positive. This data suggests that the VOO performance in the current year has been relatively stable with low risk, as indicated by the high Sharpe Ratio and low Max Drawdown. However, it is essential to keep an eye on the moving averages and monitor short-term price movements to make informed investment decisions.

VOO Annual Dividends¶

Year	Annual Dividend	Dividend Yield
2023	$6.36	1.45%
2022	$5.95	1.7%
2021	$5.44	1.3%
2020	$5.3	1.56%
2019	$5.57	1.88%

VOO Montly Dividends¶

Year	Mar	Jun	Sep	Dec
2023	$1.49	$1.58	$1.49	$1.8
2022	$1.37	$1.43	$1.47	$1.67
2021	$1.26	$1.33	$1.31	$1.53
2020	$1.18	$1.43	$1.31	$1.38
2019	$1.46	$1.39	$1.3	$1.43
2018	$1.08	$1.16	$1.21	$1.29
2017	$1.0	$1.01	$1.18	$1.18
2016	$1.01	$0.95	$0.88	$1.3
2015	$0.98	$0.9	$0.95	$1.09
2014	$0.78	$0.81	$0.88	$1.03
2013	$0.34	$0.37	$0.39	$0.91
2012	$0.28	$0.32	$0.34	$0.47
2011	$0.27	$0.28	$0.29	$0.34
2010	0.0	0.0	$0.28	$0.26

Published: 2024-01-25

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