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

Correlation

The correlation between ACLS and VOO is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ACLS vs. VOO - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,065.60%
602.93%
ACLS
VOO

Key characteristics

Sharpe Ratio

ACLS:

-0.93

VOO:

2.25

Sortino Ratio

ACLS:

-1.40

VOO:

2.98

Omega Ratio

ACLS:

0.84

VOO:

1.42

Calmar Ratio

ACLS:

-0.70

VOO:

3.31

Martin Ratio

ACLS:

-1.60

VOO:

14.77

Ulcer Index

ACLS:

28.84%

VOO:

1.90%

Daily Std Dev

ACLS:

49.32%

VOO:

12.46%

Max Drawdown

ACLS:

-99.34%

VOO:

-33.99%

Current Drawdown

ACLS:

-65.35%

VOO:

-2.47%

Returns By Period

In the year-to-date period, ACLS achieves a -46.43% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, ACLS has outperformed VOO with an annualized return of 21.78%, while VOO has yielded a comparatively lower 13.08% annualized return.


ACLS

YTD

-46.43%

1M

-2.15%

6M

-49.54%

1Y

-48.47%

5Y*

22.91%

10Y*

21.78%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

ACLS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axcelis Technologies, Inc. (ACLS) 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.


Sharpe ratio
The chart of Sharpe ratio for ACLS, currently valued at -0.93, compared to the broader market-4.00-2.000.002.00-0.932.25
The chart of Sortino ratio for ACLS, currently valued at -1.40, compared to the broader market-4.00-2.000.002.004.00-1.402.98
The chart of Omega ratio for ACLS, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.42
The chart of Calmar ratio for ACLS, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.703.31
The chart of Martin ratio for ACLS, currently valued at -1.60, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.6014.77
ACLS
VOO

The current ACLS Sharpe Ratio is -0.93, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of ACLS 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.93
2.25
ACLS
VOO

Dividends

ACLS vs. VOO - Dividend Comparison

ACLS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
ACLS
Axcelis Technologies, Inc.
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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ACLS vs. VOO - Drawdown Comparison

The maximum ACLS drawdown since its inception was -99.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACLS and VOO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-65.35%
-2.47%
ACLS
VOO

Volatility

ACLS vs. VOO - Volatility Comparison

Axcelis Technologies, Inc. (ACLS) has a higher volatility of 11.61% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that ACLS'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.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
11.61%
3.75%
ACLS
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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