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

Correlation

The correlation between ADDYY and VOO is 0.51, 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

ADDYY vs. VOO - Performance Comparison

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

450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
479.23%
602.93%
ADDYY
VOO

Key characteristics

Sharpe Ratio

ADDYY:

0.50

VOO:

2.25

Sortino Ratio

ADDYY:

0.90

VOO:

2.98

Omega Ratio

ADDYY:

1.11

VOO:

1.42

Calmar Ratio

ADDYY:

0.29

VOO:

3.31

Martin Ratio

ADDYY:

2.05

VOO:

14.77

Ulcer Index

ADDYY:

7.69%

VOO:

1.90%

Daily Std Dev

ADDYY:

31.42%

VOO:

12.46%

Max Drawdown

ADDYY:

-76.64%

VOO:

-33.99%

Current Drawdown

ADDYY:

-36.51%

VOO:

-2.47%

Returns By Period

In the year-to-date period, ADDYY achieves a 21.14% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, ADDYY has outperformed VOO with an annualized return of 15.60%, while VOO has yielded a comparatively lower 13.08% annualized return.


ADDYY

YTD

21.14%

1M

8.51%

6M

5.52%

1Y

14.64%

5Y*

-4.62%

10Y*

15.60%

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

ADDYY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adidas AG ADR (ADDYY) 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 ADDYY, currently valued at 0.50, compared to the broader market-4.00-2.000.002.000.502.25
The chart of Sortino ratio for ADDYY, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.902.98
The chart of Omega ratio for ADDYY, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.42
The chart of Calmar ratio for ADDYY, currently valued at 0.29, compared to the broader market0.002.004.006.000.293.31
The chart of Martin ratio for ADDYY, currently valued at 2.05, compared to the broader market-5.000.005.0010.0015.0020.0025.002.0514.77
ADDYY
VOO

The current ADDYY Sharpe Ratio is 0.50, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of ADDYY 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.50
2.25
ADDYY
VOO

Dividends

ADDYY vs. VOO - Dividend Comparison

ADDYY's dividend yield for the trailing twelve months is around 0.31%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
ADDYY
Adidas AG ADR
0.31%0.38%2.69%1.23%0.00%1.16%1.55%1.08%5.71%1.64%3.02%1.36%
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

ADDYY vs. VOO - Drawdown Comparison

The maximum ADDYY drawdown since its inception was -76.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ADDYY and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-36.51%
-2.47%
ADDYY
VOO

Volatility

ADDYY vs. VOO - Volatility Comparison

Adidas AG ADR (ADDYY) has a higher volatility of 8.98% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that ADDYY'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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.98%
3.75%
ADDYY
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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