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ACDC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACDC and VOO is 0.32, 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

ACDC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFrac Holding Corp. (ACDC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ACDC:

-0.12

VOO:

0.74

Sortino Ratio

ACDC:

0.36

VOO:

1.04

Omega Ratio

ACDC:

1.05

VOO:

1.15

Calmar Ratio

ACDC:

-0.16

VOO:

0.68

Martin Ratio

ACDC:

-0.46

VOO:

2.58

Ulcer Index

ACDC:

29.17%

VOO:

4.93%

Daily Std Dev

ACDC:

84.90%

VOO:

19.54%

Max Drawdown

ACDC:

-84.55%

VOO:

-33.99%

Current Drawdown

ACDC:

-67.57%

VOO:

-3.55%

Returns By Period

In the year-to-date period, ACDC achieves a 7.47% return, which is significantly higher than VOO's 0.90% return.


ACDC

YTD

7.47%

1M

81.70%

6M

-8.05%

1Y

-13.31%

3Y*

-22.97%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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ProFrac Holding Corp.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ACDC vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACDC
The Risk-Adjusted Performance Rank of ACDC is 4343
Overall Rank
The Sharpe Ratio Rank of ACDC is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ACDC is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ACDC is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ACDC is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ACDC is 4141
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACDC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFrac Holding Corp. (ACDC) 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 ACDC Sharpe Ratio is -0.12, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ACDC 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ACDC vs. VOO - Dividend Comparison

ACDC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
ACDC
ProFrac Holding Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ACDC vs. VOO - Drawdown Comparison

The maximum ACDC drawdown since its inception was -84.55%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACDC and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ACDC vs. VOO - Volatility Comparison

ProFrac Holding Corp. (ACDC) has a higher volatility of 28.18% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that ACDC'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.


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