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

Correlation

The correlation between AOSL and VOO is 0.48, 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.


-0.50.00.51.00.5

Performance

AOSL vs. VOO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
241.44%
602.93%
AOSL
VOO

Key characteristics

Sharpe Ratio

AOSL:

0.71

VOO:

2.25

Sortino Ratio

AOSL:

1.55

VOO:

2.98

Omega Ratio

AOSL:

1.19

VOO:

1.42

Calmar Ratio

AOSL:

0.75

VOO:

3.31

Martin Ratio

AOSL:

2.70

VOO:

14.77

Ulcer Index

AOSL:

19.56%

VOO:

1.90%

Daily Std Dev

AOSL:

74.52%

VOO:

12.46%

Max Drawdown

AOSL:

-74.90%

VOO:

-33.99%

Current Drawdown

AOSL:

-41.71%

VOO:

-2.47%

Returns By Period

In the year-to-date period, AOSL achieves a 47.01% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, AOSL has outperformed VOO with an annualized return of 15.45%, while VOO has yielded a comparatively lower 13.08% annualized return.


AOSL

YTD

47.01%

1M

26.06%

6M

17.91%

1Y

49.36%

5Y*

22.41%

10Y*

15.45%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

AOSL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha and Omega Semiconductor Limited (AOSL) 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 AOSL, currently valued at 0.71, compared to the broader market-4.00-2.000.002.000.712.25
The chart of Sortino ratio for AOSL, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.552.98
The chart of Omega ratio for AOSL, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.42
The chart of Calmar ratio for AOSL, currently valued at 0.75, compared to the broader market0.002.004.006.000.753.31
The chart of Martin ratio for AOSL, currently valued at 2.70, compared to the broader market-5.000.005.0010.0015.0020.0025.002.7014.77
AOSL
VOO

The current AOSL Sharpe Ratio is 0.71, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of AOSL 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.71
2.25
AOSL
VOO

Dividends

AOSL vs. VOO - Dividend Comparison

AOSL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
AOSL
Alpha and Omega Semiconductor Limited
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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AOSL vs. VOO - Drawdown Comparison

The maximum AOSL drawdown since its inception was -74.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AOSL and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.71%
-2.47%
AOSL
VOO

Volatility

AOSL vs. VOO - Volatility Comparison

Alpha and Omega Semiconductor Limited (AOSL) has a higher volatility of 40.42% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that AOSL'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%JulyAugustSeptemberOctoberNovemberDecember
40.42%
3.75%
AOSL
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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