AMKR vs. VOO
Compare and contrast key facts about Amkor Technology, Inc. (AMKR) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMKR or VOO.
Performance
AMKR vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, AMKR achieves a -23.73% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, AMKR has outperformed VOO with an annualized return of 14.52%, while VOO has yielded a comparatively lower 13.12% annualized return.
AMKR
-23.73%
-17.49%
-22.52%
-3.94%
15.07%
14.52%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| AMKR | VOO | |
|---|---|---|
| Sharpe Ratio | -0.02 | 2.64 |
| Sortino Ratio | 0.30 | 3.53 |
| Omega Ratio | 1.04 | 1.49 |
| Calmar Ratio | -0.02 | 3.81 |
| Martin Ratio | -0.05 | 17.34 |
| Ulcer Index | 19.85% | 1.86% |
| Daily Std Dev | 47.61% | 12.20% |
| Max Drawdown | -98.14% | -33.99% |
| Current Drawdown | -59.46% | -2.16% |
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Correlation
The correlation between AMKR and VOO is 0.59, 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.
Risk-Adjusted Performance
AMKR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amkor Technology, Inc. (AMKR) 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.
Dividends
AMKR vs. VOO - Dividend Comparison
AMKR's dividend yield for the trailing twelve months is around 1.25%, which matches VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMKR Amkor Technology, Inc. | 1.25% | 0.91% | 0.94% | 0.69% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
AMKR vs. VOO - Drawdown Comparison
The maximum AMKR drawdown since its inception was -98.14%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMKR and VOO. For additional features, visit the drawdowns tool.
Volatility
AMKR vs. VOO - Volatility Comparison
Amkor Technology, Inc. (AMKR) has a higher volatility of 10.75% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that AMKR'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.