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ADYEY vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ADYEY vs. VOO

Last updated Jun 4, 2026

ADYEY (Adyen NV) 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, ADYEY returned -15.42%/yr vs 13.90%/yr for VOO. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

ADYEY vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, ADYEY achieves a -38.76% return, which is significantly lower than VOO's 10.91% return.

ADYEY

1D
-5.23%
1M
-13.37%
YTD
-38.76%
6M
-38.45%
1Y
-48.50%
3Y*
-16.80%
5Y*
-15.42%
10Y*
—

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADYEY vs. VOO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
ADYEY
Adyen NV		-38.76%8.94%13.82%-6.67%-47.57%13.45%181.82%30.36%
VOO
Vanguard S&P 500 ETF		10.91%17.82%24.98%26.32%-18.17%28.79%18.32%11.46%

Correlation

The correlation between ADYEY and VOO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2019

0.53

The correlation between ADYEY and VOO has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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Adyen NV

Vanguard S&P 500 ETF

Often compared with ADYEY:
ADYEY vs. NVOADYEY vs. VADYEY vs. SPYADYEY vs. URTHADYEY vs. PYPLADYEY vs. SCHGADYEY vs. ^GSPC
Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. IVV

Return for Risk

ADYEY vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ADYEY
ADYEY Risk / Return Rank: 33
Overall Rank
ADYEY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ADYEY Sortino Ratio Rank: 33
Sortino Ratio Rank
ADYEY Omega Ratio Rank: 33
Omega Ratio Rank
ADYEY Calmar Ratio Rank: 33
Calmar Ratio Rank
ADYEY Martin Ratio Rank: 33
Martin Ratio Rank
VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADYEY vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adyen NV (ADYEY) 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.

ADYEYVOODifference
Sharpe ratioReturn per unit of total volatility
-1.22
2.39

-3.61

Sortino ratioReturn per unit of downside risk
-1.79
3.25

-5.05

Omega ratioGain probability vs. loss probability

0.76

1.43

-0.67

Calmar ratioReturn relative to maximum drawdown

-0.95

3.16

-4.12

Martin ratioReturn relative to average drawdown

-1.67

14.73

-16.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADYEY vs. VOO - Sharpe Ratio Comparison

The current ADYEY Sharpe Ratio is -1.22, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of ADYEY and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ADYEYVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.22

2.39

-3.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.83

-1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.87

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.89

-0.75

Drawdowns

ADYEY vs. VOO - Drawdown Comparison

The maximum ADYEY drawdown since its inception was -79.84%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ADYEY and VOO.

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Drawdown Indicators

ADYEYVOODifference

Max Drawdown

Largest peak-to-trough decline

-79.84%

-33.99%

-45.85%

Max Drawdown (1Y)

Largest decline over 1 year

-51.00%

-8.90%

-42.10%

Max Drawdown (3Y)

Largest decline over 3 years

-64.34%

-18.69%

-45.65%

Max Drawdown (5Y)

Largest decline over 5 years

-79.84%

-24.52%

-55.32%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.99%

—

Current Drawdown

Current decline from peak

-70.13%

-0.70%

-69.43%

Average Drawdown

Average peak-to-trough decline

-38.43%

-3.69%

-34.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.07%

1.91%

+27.16%

Volatility

ADYEY vs. VOO - Volatility Comparison

Adyen NV (ADYEY) has a higher volatility of 10.63% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that ADYEY'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

ADYEYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.63%

2.84%

+7.79%

Volatility (6M)

Calculated over the trailing 6-month period

34.17%

8.90%

+25.27%

Volatility (1Y)

Calculated over the trailing 1-year period

39.75%

11.80%

+27.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.24%

16.81%

+35.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.55%

18.01%

+32.54%

Dividends

ADYEY vs. VOO - Dividend Comparison

ADYEY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.03%.

PositionTTM20252024202320222021202020192018201720162015
ADYEY
Adyen NV		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.03%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

ADYEY and VOO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADYEY has higher volatility (10.63%) compared to VOO (2.84%). In terms of maximum drawdown, ADYEY dropped -79.84% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.39 vs -1.22), 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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