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AKRN.ME vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AKRN.MEVOO
YTD Return-6.96%26.13%
1Y Return-7.49%33.91%
3Y Return (Ann)20.01%9.98%
5Y Return (Ann)34.04%15.61%
10Y Return (Ann)36.49%13.33%
Sharpe Ratio-0.832.82
Sortino Ratio-1.093.76
Omega Ratio0.861.53
Calmar Ratio-0.174.05
Martin Ratio-0.6518.48
Ulcer Index11.31%1.85%
Daily Std Dev8.76%12.12%
Max Drawdown-92.42%-33.99%
Current Drawdown-34.25%-0.88%

Correlation

-0.50.00.51.00.2

The correlation between AKRN.ME and VOO is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

AKRN.ME vs. VOO - Performance Comparison

In the year-to-date period, AKRN.ME achieves a -6.96% return, which is significantly lower than VOO's 26.13% return. Over the past 10 years, AKRN.ME has outperformed VOO with an annualized return of 36.49%, while VOO has yielded a comparatively lower 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-4.63%
13.01%
AKRN.ME
VOO

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Risk-Adjusted Performance

AKRN.ME vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Acron (AKRN.ME) 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.


AKRN.ME
Sharpe ratio
The chart of Sharpe ratio for AKRN.ME, currently valued at -0.75, compared to the broader market-4.00-2.000.002.004.00-0.75
Sortino ratio
The chart of Sortino ratio for AKRN.ME, currently valued at -0.98, compared to the broader market-4.00-2.000.002.004.006.00-0.98
Omega ratio
The chart of Omega ratio for AKRN.ME, currently valued at 0.88, compared to the broader market0.501.001.502.000.88
Calmar ratio
The chart of Calmar ratio for AKRN.ME, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29
Martin ratio
The chart of Martin ratio for AKRN.ME, currently valued at -1.06, compared to the broader market0.0010.0020.0030.00-1.06
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.002.58
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.48, compared to the broader market-4.00-2.000.002.004.006.003.48
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 3.69, compared to the broader market0.002.004.006.003.69
Martin ratio
The chart of Martin ratio for VOO, currently valued at 16.71, compared to the broader market0.0010.0020.0030.0016.71

AKRN.ME vs. VOO - Sharpe Ratio Comparison

The current AKRN.ME Sharpe Ratio is -0.83, which is lower than the VOO Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of AKRN.ME 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 Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.75
2.58
AKRN.ME
VOO

Dividends

AKRN.ME vs. VOO - Dividend Comparison

AKRN.ME's dividend yield for the trailing twelve months is around 3.13%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
AKRN.ME
Public Joint Stock Company Acron
3.13%1.22%1.32%6.31%7.29%7.64%7.15%8.53%9.37%3.68%8.45%5.69%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AKRN.ME vs. VOO - Drawdown Comparison

The maximum AKRN.ME drawdown since its inception was -92.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AKRN.ME and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-50.31%
-0.88%
AKRN.ME
VOO

Volatility

AKRN.ME vs. VOO - Volatility Comparison

Public Joint Stock Company Acron (AKRN.ME) has a higher volatility of 4.22% compared to Vanguard S&P 500 ETF (VOO) at 3.84%. This indicates that AKRN.ME'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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.22%
3.84%
AKRN.ME
VOO