Side-by-side comparison

Compare investment strategies

100% SPY Buy and Hold vs VOO S&P 500 Buy and Hold

Every published figureShow 12 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

buy-and-hold, daily rebalance, long-only, passive, s&p 500, single etf, us equities

buy-and-hold, index etf, passive, s&p 500, us large-cap equities

Asset classes / instruments

equities

Risk metrics

Calmar ratio, out-of-sample period (out-of-sample)

0.85

2.22

Maximum drawdown, out-of-sample period (out-of-sample)

-18.76%

-8.90%

Sharpe ratio, out-of-sample period (out-of-sample)

0.96

1.53

Standard deviation, out-of-sample period (out-of-sample)

16.90%

12.32%

Construction

Rebalance frequency

daily

yearly

Returns

Return, out-of-sample period (annualized) (out-of-sample)

16.01%

19.73%

Return, out-of-sample period (cumulative) (out-of-sample)

31.29%

24.53%

Return, trailing 1 month (out-of-sample)

2.37%

2.36%

Return, trailing 1 year (out-of-sample)

17.26%

17.30%

Return, trailing 3 months (out-of-sample)

3.83%

3.87%

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources