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

Key characteristics


AOSLVOO
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-0.342.94
Daily Std Dev44.17%11.59%
Max Drawdown-74.90%-33.99%
Current Drawdown-66.77%-0.12%

Correlation

0.48
-1.001.00

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.


100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
94.65%
515.91%
AOSL
VOO

Compare stocks, funds, or ETFs


Alpha and Omega Semiconductor Limited

Vanguard S&P 500 ETF

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AOSL
Alpha and Omega Semiconductor Limited
-0.34
VOO
Vanguard S&P 500 ETF
2.94

AOSL vs. VOO - Sharpe Ratio Comparison

The current AOSL Sharpe Ratio is -0.34, which is lower than the VOO Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of AOSL and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.34
2.94
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 1.33%.


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
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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-66.77%
-0.12%
AOSL
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.


0.00%5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
13.82%
2.90%
AOSL
VOO