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

Correlation

The correlation between ADI 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

ADI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Analog Devices, Inc. (ADI) 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

ADI:

0.07

VOO:

0.52

Sortino Ratio

ADI:

0.45

VOO:

0.89

Omega Ratio

ADI:

1.06

VOO:

1.13

Calmar Ratio

ADI:

0.11

VOO:

0.57

Martin Ratio

ADI:

0.32

VOO:

2.18

Ulcer Index

ADI:

11.42%

VOO:

4.85%

Daily Std Dev

ADI:

42.32%

VOO:

19.11%

Max Drawdown

ADI:

-82.88%

VOO:

-33.99%

Current Drawdown

ADI:

-14.52%

VOO:

-7.67%

Returns By Period

In the year-to-date period, ADI achieves a -1.90% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, ADI has outperformed VOO with an annualized return of 15.22%, while VOO has yielded a comparatively lower 12.42% annualized return.


ADI

YTD

-1.90%

1M

5.53%

6M

-7.31%

1Y

3.04%

5Y*

15.69%

10Y*

15.22%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

ADI vs. VOO — Risk-Adjusted Performance Rank

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

ADI
The Risk-Adjusted Performance Rank of ADI is 5454
Overall Rank
The Sharpe Ratio Rank of ADI is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ADI is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ADI is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ADI is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ADI is 5656
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

ADI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Analog Devices, Inc. (ADI) 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 ADI Sharpe Ratio is 0.07, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ADI 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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Dividends

ADI vs. VOO - Dividend Comparison

ADI's dividend yield for the trailing twelve months is around 1.81%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
ADI
Analog Devices, Inc.
1.81%1.73%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ADI vs. VOO - Drawdown Comparison

The maximum ADI drawdown since its inception was -82.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ADI and VOO. For additional features, visit the drawdowns tool.


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Volatility

ADI vs. VOO - Volatility Comparison


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