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

Correlation

The correlation between ANAB and VOO is 0.30, 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.


-0.50.00.51.00.3

Performance

ANAB vs. VOO - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-48.10%
10.08%
ANAB
VOO

Key characteristics

Sharpe Ratio

ANAB:

-0.16

VOO:

1.88

Sortino Ratio

ANAB:

0.40

VOO:

2.53

Omega Ratio

ANAB:

1.06

VOO:

1.35

Calmar Ratio

ANAB:

-0.15

VOO:

2.81

Martin Ratio

ANAB:

-0.43

VOO:

11.78

Ulcer Index

ANAB:

32.00%

VOO:

2.02%

Daily Std Dev

ANAB:

87.55%

VOO:

12.67%

Max Drawdown

ANAB:

-92.08%

VOO:

-33.99%

Current Drawdown

ANAB:

-84.75%

VOO:

0.00%

Returns By Period

In the year-to-date period, ANAB achieves a 48.11% return, which is significantly higher than VOO's 4.61% return.


ANAB

YTD

48.11%

1M

23.72%

6M

-48.09%

1Y

-17.71%

5Y*

3.96%

10Y*

N/A

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*Annualized

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Risk-Adjusted Performance

ANAB vs. VOO — Risk-Adjusted Performance Rank

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

ANAB
The Risk-Adjusted Performance Rank of ANAB is 3939
Overall Rank
The Sharpe Ratio Rank of ANAB is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of ANAB is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ANAB is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ANAB is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ANAB is 3737
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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.

ANAB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AnaptysBio, Inc. (ANAB) 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 ANAB, currently valued at -0.16, compared to the broader market-2.000.002.00-0.161.88
The chart of Sortino ratio for ANAB, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.006.000.402.53
The chart of Omega ratio for ANAB, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.35
The chart of Calmar ratio for ANAB, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.152.81
The chart of Martin ratio for ANAB, currently valued at -0.43, compared to the broader market0.0010.0020.0030.00-0.4311.78
ANAB
VOO

The current ANAB Sharpe Ratio is -0.16, which is lower than the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of ANAB 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.16
1.88
ANAB
VOO

Dividends

ANAB vs. VOO - Dividend Comparison

ANAB has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
ANAB
AnaptysBio, 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
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ANAB vs. VOO - Drawdown Comparison

The maximum ANAB drawdown since its inception was -92.08%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ANAB and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-84.75%
0
ANAB
VOO

Volatility

ANAB vs. VOO - Volatility Comparison

AnaptysBio, Inc. (ANAB) has a higher volatility of 40.59% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. This indicates that ANAB'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%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
40.59%
3.01%
ANAB
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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