PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
APDN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APDN and VOO is 0.09, 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.


-0.50.00.51.00.1

Performance

APDN vs. VOO - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-92.31%
7.47%
APDN
VOO

Key characteristics

Sharpe Ratio

APDN:

-0.44

VOO:

1.76

Sortino Ratio

APDN:

-1.50

VOO:

2.37

Omega Ratio

APDN:

0.80

VOO:

1.32

Calmar Ratio

APDN:

-0.99

VOO:

2.66

Martin Ratio

APDN:

-1.14

VOO:

11.10

Ulcer Index

APDN:

86.79%

VOO:

2.02%

Daily Std Dev

APDN:

227.37%

VOO:

12.79%

Max Drawdown

APDN:

-100.00%

VOO:

-33.99%

Current Drawdown

APDN:

-100.00%

VOO:

-2.11%

Returns By Period

In the year-to-date period, APDN achieves a -23.04% return, which is significantly lower than VOO's 2.40% return. Over the past 10 years, APDN has underperformed VOO with an annualized return of -62.78%, while VOO has yielded a comparatively higher 13.03% annualized return.


APDN

YTD

-23.04%

1M

-11.30%

6M

-93.82%

1Y

-98.81%

5Y*

-70.66%

10Y*

-62.78%

VOO

YTD

2.40%

1M

-1.05%

6M

7.47%

1Y

19.81%

5Y*

14.27%

10Y*

13.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

APDN vs. VOO — Risk-Adjusted Performance Rank

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

APDN
The Risk-Adjusted Performance Rank of APDN is 1010
Overall Rank
The Sharpe Ratio Rank of APDN is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of APDN is 55
Sortino Ratio Rank
The Omega Ratio Rank of APDN is 55
Omega Ratio Rank
The Calmar Ratio Rank of APDN is 11
Calmar Ratio Rank
The Martin Ratio Rank of APDN is 1818
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7777
Overall Rank
The Sharpe Ratio Rank of VOO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7676
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.

APDN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied DNA Sciences, Inc. (APDN) 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 APDN, currently valued at -0.44, compared to the broader market-2.000.002.00-0.441.76
The chart of Sortino ratio for APDN, currently valued at -1.50, compared to the broader market-4.00-2.000.002.004.006.00-1.502.37
The chart of Omega ratio for APDN, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.32
The chart of Calmar ratio for APDN, currently valued at -0.99, compared to the broader market0.002.004.006.00-0.992.66
The chart of Martin ratio for APDN, currently valued at -1.14, compared to the broader market-10.000.0010.0020.0030.00-1.1411.10
APDN
VOO

The current APDN Sharpe Ratio is -0.44, which is lower than the VOO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of APDN 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.44
1.76
APDN
VOO

Dividends

APDN vs. VOO - Dividend Comparison

APDN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
APDN
Applied DNA Sciences, 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
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

APDN vs. VOO - Drawdown Comparison

The maximum APDN drawdown since its inception was -100.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for APDN and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-100.00%
-2.11%
APDN
VOO

Volatility

APDN vs. VOO - Volatility Comparison

Applied DNA Sciences, Inc. (APDN) has a higher volatility of 21.47% compared to Vanguard S&P 500 ETF (VOO) at 3.38%. This indicates that APDN'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%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
21.47%
3.38%
APDN
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab