AOSL vs. VOO
Compare and contrast key facts about Alpha and Omega Semiconductor Limited (AOSL) 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: AOSL or VOO.
Key characteristics
AOSL | VOO | |
---|---|---|
YTD Return | -16.19% | 10.42% |
1Y Return | -14.75% | 34.26% |
3Y Return (Ann) | -12.23% | 11.43% |
5Y Return (Ann) | 13.70% | 15.04% |
10Y Return (Ann) | 11.77% | 13.04% |
Sharpe Ratio | -0.34 | 2.94 |
Daily Std Dev | 44.17% | 11.59% |
Max Drawdown | -74.90% | -33.99% |
Current Drawdown | -66.77% | -0.12% |
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.
Performance
AOSL vs. VOO - Performance Comparison
In the year-to-date period, AOSL achieves a -16.19% return, which is significantly lower than VOO's 10.42% return. Over the past 10 years, AOSL has underperformed VOO with an annualized return of 11.77%, while VOO has yielded a comparatively higher 13.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Alpha and Omega Semiconductor Limited | -0.34 | ||||
Vanguard S&P 500 ETF | 2.94 |
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 1.33%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard S&P 500 ETF | 1.33% | 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%. The drawdown chart below compares losses from any high point along the way for AOSL and VOO
Volatility
AOSL vs. VOO - Volatility Comparison
Alpha and Omega Semiconductor Limited (AOSL) has a higher volatility of 13.82% compared to Vanguard S&P 500 ETF (VOO) at 2.90%. 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.