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

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.


-0.50.00.51.00.4

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-16.06%
16.41%
AGYS
VOO

Key characteristics

Sharpe Ratio

AGYS:

0.04

VOO:

1.99

Sortino Ratio

AGYS:

0.37

VOO:

2.67

Omega Ratio

AGYS:

1.05

VOO:

1.36

Calmar Ratio

AGYS:

0.04

VOO:

3.02

Martin Ratio

AGYS:

0.17

VOO:

12.64

Ulcer Index

AGYS:

10.56%

VOO:

2.02%

Daily Std Dev

AGYS:

47.52%

VOO:

12.75%

Max Drawdown

AGYS:

-90.96%

VOO:

-33.99%

Current Drawdown

AGYS:

-39.91%

VOO:

-1.96%

Returns By Period

In the year-to-date period, AGYS achieves a -35.34% return, which is significantly lower than VOO's 2.02% return. Over the past 10 years, AGYS has outperformed VOO with an annualized return of 23.10%, while VOO has yielded a comparatively lower 13.34% annualized return.


AGYS

YTD

-35.34%

1M

-36.09%

6M

-16.06%

1Y

3.19%

5Y*

19.24%

10Y*

23.10%

VOO

YTD

2.02%

1M

0.97%

6M

16.41%

1Y

22.60%

5Y*

14.26%

10Y*

13.34%

*Annualized

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Risk-Adjusted Performance

AGYS vs. VOO — Risk-Adjusted Performance Rank

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

AGYS
The Risk-Adjusted Performance Rank of AGYS is 4646
Overall Rank
The Sharpe Ratio Rank of AGYS is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of AGYS is 4343
Sortino Ratio Rank
The Omega Ratio Rank of AGYS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of AGYS is 4848
Calmar Ratio Rank
The Martin Ratio Rank of AGYS is 4848
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8181
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGYS vs. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for AGYS, currently valued at 0.04, compared to the broader market-2.000.002.000.041.99
The chart of Sortino ratio for AGYS, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.372.67
The chart of Omega ratio for AGYS, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.36
The chart of Calmar ratio for AGYS, currently valued at 0.04, compared to the broader market0.002.004.006.000.043.02
The chart of Martin ratio for AGYS, currently valued at 0.17, compared to the broader market-10.000.0010.0020.000.1712.64
AGYS
VOO

The current AGYS Sharpe Ratio is 0.04, which is lower than the VOO Sharpe Ratio of 1.99. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.04
1.99
AGYS
VOO

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 1.22%.


TTM20242023202220212020201920182017201620152014
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
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-39.91%
-1.96%
AGYS
VOO

Volatility

AGYS vs. VOO - Volatility Comparison

Agilysys, Inc. (AGYS) has a higher volatility of 26.09% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
26.09%
3.99%
AGYS
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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