ADTN vs. VOO
ADTN (ADTRAN, 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 10 years, ADTN returned -5.52%/yr vs 15.14%/yr for VOO. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
ADTN vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, ADTN achieves a -2.07% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, ADTN has underperformed VOO with an annualized return of -5.52%, while VOO has yielded a comparatively higher 15.14% annualized return.
ADTN
- 1D
- 1.07%
- 1M
- -33.04%
- 6M
- -7.70%
- YTD
- -2.07%
- 1Y
- -2.85%
- 3Y*
- -4.01%
- 5Y*
- -16.74%
- 10Y*
- -5.52%
- ALL TIME*
- 2.71%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ADTN ADTRAN, Inc. | $26.58M | $21.90M | $35.88M |
| $3.82B | $3.78B | $5.44B |
ADTN vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADTN ADTRAN, Inc. | -2.07% | 4.32% | 13.49% | -59.88% | -16.28% | 57.43% | 54.41% | -5.22% | -43.14% | -11.96% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between ADTN and VOO is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.48 |
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Return for Risk
ADTN vs. VOO — Risk / Return Rank
ADTN
VOO
ADTN vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ADTRAN, Inc. (ADTN) 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.
| ADTN | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.28 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 2.21 | -2.36 |
| Martin ratioReturn relative to average drawdown | -0.45 | 9.44 | -9.89 |
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Drawdowns
ADTN vs. VOO - Drawdown Comparison
The maximum ADTN drawdown since its inception was -87.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ADTN and VOO.
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Drawdown Indicators
| ADTN | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.92% | -33.99% | -53.93% |
Max Drawdown (1Y)Largest decline over 1 year | -57.06% | -8.90% | -48.16% |
Max Drawdown (3Y)Largest decline over 3 years | -57.06% | -18.69% | -38.37% |
Max Drawdown (5Y)Largest decline over 5 years | -81.99% | -24.52% | -57.47% |
Max Drawdown (10Y)Largest decline over 10 years | -81.99% | -33.99% | -48.00% |
Current DrawdownCurrent decline from peak | -76.53% | -1.38% | -75.15% |
Average DrawdownAverage peak-to-trough decline | -47.98% | -3.67% | -44.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.70% | 2.08% | +16.62% |
Volatility
ADTN vs. VOO - Volatility Comparison
ADTRAN, Inc. (ADTN) has a higher volatility of 21.84% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that ADTN'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
| ADTN | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.84% | 3.54% | +18.30% |
Volatility (6M)Calculated over the trailing 6-month period | 52.86% | 10.10% | +42.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.15% | 12.82% | +56.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.11% | 16.93% | +39.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.95% | 18.01% | +32.94% |
Dividends
ADTN vs. VOO - Dividend Comparison
ADTN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADTN ADTRAN, Inc. | 0.00% | 0.00% | 0.00% | 3.68% | 1.92% | 1.58% | 2.44% | 3.64% | 3.35% | 1.86% | 1.61% | 2.09% |
VOO Vanguard S&P 500 ETF | 1.07% | 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
ADTN 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.
ADTN has higher volatility (21.84%) compared to VOO (3.54%). In terms of maximum drawdown, ADTN dropped -87.92% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.12), 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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