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

Correlation

The correlation between ALNY and VOO is 0.41, 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

ALNY vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
17.98%
12.35%
ALNY
VOO

Key characteristics

Sharpe Ratio

ALNY:

0.92

VOO:

2.12

Sortino Ratio

ALNY:

2.01

VOO:

2.82

Omega Ratio

ALNY:

1.26

VOO:

1.39

Calmar Ratio

ALNY:

1.16

VOO:

3.21

Martin Ratio

ALNY:

3.31

VOO:

13.50

Ulcer Index

ALNY:

14.17%

VOO:

2.01%

Daily Std Dev

ALNY:

51.14%

VOO:

12.80%

Max Drawdown

ALNY:

-83.58%

VOO:

-33.99%

Current Drawdown

ALNY:

-7.25%

VOO:

-0.30%

Returns By Period

In the year-to-date period, ALNY achieves a 18.47% return, which is significantly higher than VOO's 3.75% return. Over the past 10 years, ALNY has underperformed VOO with an annualized return of 11.90%, while VOO has yielded a comparatively higher 13.84% annualized return.


ALNY

YTD

18.47%

1M

14.95%

6M

18.70%

1Y

55.19%

5Y*

19.02%

10Y*

11.90%

VOO

YTD

3.75%

1M

1.12%

6M

12.44%

1Y

26.35%

5Y*

15.29%

10Y*

13.84%

*Annualized

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Risk-Adjusted Performance

ALNY vs. VOO — Risk-Adjusted Performance Rank

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

ALNY
The Risk-Adjusted Performance Rank of ALNY is 7979
Overall Rank
The Sharpe Ratio Rank of ALNY is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ALNY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ALNY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ALNY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ALNY is 7474
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

ALNY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alnylam Pharmaceuticals, Inc. (ALNY) 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 ALNY, currently valued at 0.92, compared to the broader market-2.000.002.004.000.922.12
The chart of Sortino ratio for ALNY, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.006.002.012.82
The chart of Omega ratio for ALNY, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.39
The chart of Calmar ratio for ALNY, currently valued at 1.16, compared to the broader market0.002.004.006.001.163.21
The chart of Martin ratio for ALNY, currently valued at 3.31, compared to the broader market0.0010.0020.0030.003.3113.50
ALNY
VOO

The current ALNY Sharpe Ratio is 0.92, which is lower than the VOO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ALNY 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.92
2.12
ALNY
VOO

Dividends

ALNY vs. VOO - Dividend Comparison

ALNY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
ALNY
Alnylam Pharmaceuticals, 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
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ALNY vs. VOO - Drawdown Comparison

The maximum ALNY drawdown since its inception was -83.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ALNY and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.25%
-0.30%
ALNY
VOO

Volatility

ALNY vs. VOO - Volatility Comparison

Alnylam Pharmaceuticals, Inc. (ALNY) has a higher volatility of 14.85% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that ALNY'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%AugustSeptemberOctoberNovemberDecember2025
14.85%
3.99%
ALNY
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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