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

Key characteristics


APDNVOO
YTD Return-30.61%10.42%
1Y Return-61.09%34.26%
3Y Return (Ann)-62.02%11.43%
5Y Return (Ann)-56.90%15.04%
10Y Return (Ann)-48.30%13.04%
Sharpe Ratio-0.692.94
Daily Std Dev88.65%11.59%
Max Drawdown-100.00%-33.99%
Current Drawdown-100.00%-0.12%

Correlation

0.09
-1.001.00

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.

Performance

APDN vs. VOO - Performance Comparison

In the year-to-date period, APDN achieves a -30.61% return, which is significantly lower than VOO's 10.42% return. Over the past 10 years, APDN has underperformed VOO with an annualized return of -48.30%, 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%0.00%100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
-99.55%
515.91%
APDN
VOO

Compare stocks, funds, or ETFs


Applied DNA Sciences, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
APDN
Applied DNA Sciences, Inc.
-0.69
VOO
Vanguard S&P 500 ETF
2.94

APDN vs. VOO - Sharpe Ratio Comparison

The current APDN Sharpe Ratio is -0.69, which is lower than the VOO Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of APDN and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.69
2.94
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 1.33%.


TTM20232022202120202019201820172016201520142013
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
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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%. The drawdown chart below compares losses from any high point along the way for APDN and VOO


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-99.94%
-0.12%
APDN
VOO

Volatility

APDN vs. VOO - Volatility Comparison

Applied DNA Sciences, Inc. (APDN) has a higher volatility of 37.44% compared to Vanguard S&P 500 ETF (VOO) at 2.90%. 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%10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
37.44%
2.90%
APDN
VOO