PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ADBE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ADBEVOO
YTD Return-15.45%10.42%
1Y Return35.08%34.26%
3Y Return (Ann)2.45%11.43%
5Y Return (Ann)13.65%15.04%
10Y Return (Ann)22.80%13.04%
Sharpe Ratio1.042.94
Daily Std Dev33.73%11.59%
Max Drawdown-79.89%-33.99%
Current Drawdown-26.73%-0.12%

Correlation

0.69
-1.001.00

The correlation between ADBE and VOO is 0.69, 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

ADBE vs. VOO - Performance Comparison

In the year-to-date period, ADBE achieves a -15.45% return, which is significantly lower than VOO's 10.42% return. Over the past 10 years, ADBE has outperformed VOO with an annualized return of 22.80%, while VOO has yielded a comparatively lower 13.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%OctoberNovemberDecember2024FebruaryMarch
1,435.00%
515.91%
ADBE
VOO

Compare stocks, funds, or ETFs


Adobe Inc

Vanguard S&P 500 ETF

Risk-Adjusted Performance

ADBE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ADBE
Adobe Inc
1.04
VOO
Vanguard S&P 500 ETF
2.94

ADBE vs. VOO - Sharpe Ratio Comparison

The current ADBE Sharpe Ratio is 1.04, which is lower than the VOO Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of ADBE and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.04
2.94
ADBE
VOO

Dividends

ADBE vs. VOO - Dividend Comparison

ADBE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.33%.


TTM20232022202120202019201820172016201520142013
ADBE
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
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ADBE vs. VOO - Drawdown Comparison

The maximum ADBE drawdown since its inception was -79.89%, which is greater than VOO's maximum drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for ADBE and VOO


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-26.73%
-0.12%
ADBE
VOO

Volatility

ADBE vs. VOO - Volatility Comparison

Adobe Inc (ADBE) has a higher volatility of 17.36% compared to Vanguard S&P 500 ETF (VOO) at 2.90%. This indicates that ADBE'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%OctoberNovemberDecember2024FebruaryMarch
17.36%
2.90%
ADBE
VOO