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ADB.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADB.DE and VOO is 0.42, 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.


Performance

ADB.DE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adobe Inc (ADB.DE) 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

ADB.DE:

-1.00

VOO:

0.53

Sortino Ratio

ADB.DE:

-1.27

VOO:

0.88

Omega Ratio

ADB.DE:

0.81

VOO:

1.13

Calmar Ratio

ADB.DE:

-0.66

VOO:

0.55

Martin Ratio

ADB.DE:

-1.55

VOO:

2.09

Ulcer Index

ADB.DE:

21.86%

VOO:

4.96%

Daily Std Dev

ADB.DE:

33.53%

VOO:

19.57%

Max Drawdown

ADB.DE:

-53.87%

VOO:

-33.99%

Current Drawdown

ADB.DE:

-46.88%

VOO:

-2.49%

Returns By Period

In the year-to-date period, ADB.DE achieves a -22.81% return, which is significantly lower than VOO's 2.01% return.


ADB.DE

YTD

-22.81%

1M

-9.26%

6M

-23.49%

1Y

-33.81%

3Y*

-2.08%

5Y*

-3.14%

10Y*

N/A

VOO

YTD

2.01%

1M

2.88%

6M

1.16%

1Y

10.62%

3Y*

18.31%

5Y*

15.72%

10Y*

12.84%

*Annualized

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Adobe Inc

Vanguard S&P 500 ETF

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

Risk-Adjusted Performance

ADB.DE vs. VOO — Risk-Adjusted Performance Rank

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

ADB.DE
The Risk-Adjusted Performance Rank of ADB.DE is 55
Overall Rank
The Sharpe Ratio Rank of ADB.DE is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of ADB.DE is 77
Sortino Ratio Rank
The Omega Ratio Rank of ADB.DE is 55
Omega Ratio Rank
The Calmar Ratio Rank of ADB.DE is 99
Calmar Ratio Rank
The Martin Ratio Rank of ADB.DE is 44
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5555
Overall Rank
The Sharpe Ratio Rank of VOO is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5454
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 5757
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.

ADB.DE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADB.DE) 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 ADB.DE Sharpe Ratio is -1.00, which is lower than the VOO Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of ADB.DE 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

ADB.DE vs. VOO - Dividend Comparison

ADB.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.27%.


TTM20242023202220212020201920182017201620152014
ADB.DE
Adobe 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
1.27%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ADB.DE vs. VOO - Drawdown Comparison

The maximum ADB.DE drawdown since its inception was -53.87%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ADB.DE and VOO.


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

Volatility

ADB.DE vs. VOO - Volatility Comparison

Adobe Inc (ADB.DE) has a higher volatility of 9.05% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that ADB.DE'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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