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

Correlation

The correlation between ADOOY and VOO is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

ADOOY vs. VOO - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
56.42%
8.89%
ADOOY
VOO

Key characteristics

Sharpe Ratio

ADOOY:

1.87

VOO:

2.21

Sortino Ratio

ADOOY:

2.32

VOO:

2.93

Omega Ratio

ADOOY:

1.38

VOO:

1.41

Calmar Ratio

ADOOY:

2.83

VOO:

3.25

Martin Ratio

ADOOY:

14.25

VOO:

14.47

Ulcer Index

ADOOY:

6.52%

VOO:

1.90%

Daily Std Dev

ADOOY:

51.72%

VOO:

12.43%

Max Drawdown

ADOOY:

-87.30%

VOO:

-33.99%

Current Drawdown

ADOOY:

-3.12%

VOO:

-2.87%

Returns By Period

In the year-to-date period, ADOOY achieves a 97.22% return, which is significantly higher than VOO's 25.49% return. Over the past 10 years, ADOOY has outperformed VOO with an annualized return of 69.83%, while VOO has yielded a comparatively lower 13.04% annualized return.


ADOOY

YTD

97.22%

1M

11.62%

6M

56.42%

1Y

82.03%

5Y*

61.91%

10Y*

69.83%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

ADOOY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adaro Energy Tbk PT ADR (ADOOY) 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 ADOOY, currently valued at 1.83, compared to the broader market-4.00-2.000.002.001.832.21
The chart of Sortino ratio for ADOOY, currently valued at 2.31, compared to the broader market-4.00-2.000.002.004.002.312.93
The chart of Omega ratio for ADOOY, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.41
The chart of Calmar ratio for ADOOY, currently valued at 2.73, compared to the broader market0.002.004.006.002.733.25
The chart of Martin ratio for ADOOY, currently valued at 13.66, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.6614.47
ADOOY
VOO

The current ADOOY Sharpe Ratio is 1.87, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ADOOY 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
1.83
2.21
ADOOY
VOO

Dividends

ADOOY vs. VOO - Dividend Comparison

ADOOY's dividend yield for the trailing twelve months is around 9.92%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
ADOOY
Adaro Energy Tbk PT ADR
9.92%20.83%8.43%2.85%11.78%5.61%5.25%3.19%2.49%6.75%2.44%2.81%
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

ADOOY vs. VOO - Drawdown Comparison

The maximum ADOOY drawdown since its inception was -87.30%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ADOOY and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.12%
-2.87%
ADOOY
VOO

Volatility

ADOOY vs. VOO - Volatility Comparison

Adaro Energy Tbk PT ADR (ADOOY) has a higher volatility of 35.92% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that ADOOY'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%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
35.92%
3.64%
ADOOY
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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