ADT vs. VOO
ADT (ADT Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, ADT returned -7.48%/yr vs 13.13%/yr for VOO. At a 0.47 correlation, their price movements are largely independent.
Performance
ADT vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, ADT achieves a -17.35% return, which is significantly lower than VOO's 8.19% return.
ADT
- 1D
- -0.46%
- 1M
- -5.10%
- YTD
- -17.35%
- 6M
- -17.24%
- 1Y
- -18.47%
- 3Y*
- 6.87%
- 5Y*
- -7.48%
- 10Y*
- —
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
ADT vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ADT ADT Inc. | -17.35% | 20.02% | 4.53% | -23.14% | 9.80% | 8.86% | 1.02% | 45.94% | -51.68% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -8.71% |
Correlation
The correlation between ADT and VOO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2018 | 0.47 |
The correlation between ADT and VOO has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.
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Return for Risk
ADT vs. VOO — Risk / Return Rank
ADT
VOO
ADT vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ADT Inc. (ADT) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADT | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.38 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.35 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 2.67 | -3.36 |
| Martin ratioReturn relative to average drawdown | -1.39 | 11.96 | -13.35 |
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Drawdowns
ADT vs. VOO - Drawdown Comparison
The maximum ADT drawdown since its inception was -67.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ADT and VOO.
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Drawdown Indicators
| ADT | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.19% | -33.99% | -33.20% |
Max Drawdown (1Y)Largest decline over 1 year | -26.80% | -8.90% | -17.90% |
Max Drawdown (3Y)Largest decline over 3 years | -26.80% | -18.69% | -8.11% |
Max Drawdown (5Y)Largest decline over 5 years | -52.17% | -24.52% | -27.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -44.08% | -3.14% | -40.94% |
Average DrawdownAverage peak-to-trough decline | -38.93% | -3.68% | -35.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.31% | 1.99% | +11.32% |
Volatility
ADT vs. VOO - Volatility Comparison
ADT Inc. (ADT) has a higher volatility of 6.18% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that ADT'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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Volatility by Period
| ADT | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 4.83% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 21.68% | 9.82% | +11.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.72% | 12.46% | +14.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.62% | 16.91% | +20.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.10% | 18.02% | +30.08% |
Dividends
ADT vs. VOO - Dividend Comparison
ADT's dividend yield for the trailing twelve months is around 3.35%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADT ADT Inc. | 3.35% | 2.73% | 3.18% | 2.05% | 1.54% | 1.66% | 1.78% | 10.59% | 2.33% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
ADT and VOO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADT has higher volatility (6.18%) compared to VOO (4.83%). In terms of maximum drawdown, ADT dropped -67.19% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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