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AGYS vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGYS vs. VOO - Performance Comparison

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

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AGYS vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGYS
Agilysys, Inc.
-41.42%-9.77%55.28%7.18%78.00%15.84%51.04%77.20%16.78%18.53%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, AGYS achieves a -41.42% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, AGYS has outperformed VOO with an annualized return of 21.08%, while VOO has yielded a comparatively lower 14.14% annualized return.


AGYS

1D
-2.14%
1M
-5.28%
YTD
-41.42%
6M
-31.27%
1Y
-3.65%
3Y*
-5.50%
5Y*
6.94%
10Y*
21.08%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AGYS vs. VOO — Risk / Return Rank

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

AGYS
AGYS Risk / Return Rank: 3737
Overall Rank
AGYS Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AGYS Sortino Ratio Rank: 3636
Sortino Ratio Rank
AGYS Omega Ratio Rank: 3636
Omega Ratio Rank
AGYS Calmar Ratio Rank: 3838
Calmar Ratio Rank
AGYS Martin Ratio Rank: 3737
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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.

AGYS vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Agilysys, Inc. (AGYS) 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.


AGYSVOODifference

Sharpe ratio

Return per unit of total volatility

-0.07

1.01

-1.08

Sortino ratio

Return per unit of downside risk

0.30

1.53

-1.23

Omega ratio

Gain probability vs. loss probability

1.04

1.23

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.08

1.55

-1.63

Martin ratio

Return relative to average drawdown

-0.19

7.31

-7.50

AGYS vs. VOO - Sharpe Ratio Comparison

The current AGYS Sharpe Ratio is -0.07, which is lower than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of AGYS 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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Sharpe Ratios by Period


AGYSVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

1.01

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.71

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.79

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.83

-0.65

Correlation

The correlation between AGYS and VOO is 0.44, 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.


Dividends

AGYS vs. VOO - Dividend Comparison

AGYS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021202020192018201720162015
AGYS
Agilysys, Inc.
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
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

AGYS vs. VOO - Drawdown Comparison

The maximum AGYS drawdown since its inception was -90.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AGYS and VOO.


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Drawdown Indicators


AGYSVOODifference

Max Drawdown

Largest peak-to-trough decline

-90.96%

-33.99%

-56.97%

Max Drawdown (1Y)

Largest decline over 1 year

-52.14%

-11.98%

-40.16%

Max Drawdown (5Y)

Largest decline over 5 years

-53.61%

-24.52%

-29.09%

Max Drawdown (10Y)

Largest decline over 10 years

-64.72%

-33.99%

-30.73%

Current Drawdown

Current decline from peak

-50.88%

-5.55%

-45.33%

Average Drawdown

Average peak-to-trough decline

-33.28%

-3.72%

-29.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.38%

2.55%

+18.83%

Volatility

AGYS vs. VOO - Volatility Comparison

Agilysys, Inc. (AGYS) has a higher volatility of 9.20% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that AGYS'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


AGYSVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.20%

5.34%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

41.12%

9.47%

+31.65%

Volatility (1Y)

Calculated over the trailing 1-year period

53.83%

18.11%

+35.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.72%

16.82%

+30.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.87%

17.99%

+27.88%