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

Correlation

The correlation between APITX and VOO is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

APITX vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.97%
10.81%
APITX
VOO

Key characteristics

Sharpe Ratio

APITX:

0.51

VOO:

2.30

Sortino Ratio

APITX:

0.83

VOO:

3.05

Omega Ratio

APITX:

1.10

VOO:

1.43

Calmar Ratio

APITX:

0.29

VOO:

3.39

Martin Ratio

APITX:

2.29

VOO:

15.10

Ulcer Index

APITX:

4.00%

VOO:

1.90%

Daily Std Dev

APITX:

17.83%

VOO:

12.48%

Max Drawdown

APITX:

-71.69%

VOO:

-33.99%

Current Drawdown

APITX:

-22.64%

VOO:

-0.76%

Returns By Period

In the year-to-date period, APITX achieves a 9.14% return, which is significantly lower than VOO's 28.23% return. Over the past 10 years, APITX has underperformed VOO with an annualized return of -0.29%, while VOO has yielded a comparatively higher 13.23% annualized return.


APITX

YTD

9.14%

1M

-5.61%

6M

6.32%

1Y

9.14%

5Y*

0.77%

10Y*

-0.29%

VOO

YTD

28.23%

1M

1.30%

6M

11.10%

1Y

28.67%

5Y*

15.07%

10Y*

13.23%

Compare stocks, funds, or ETFs

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


APITX vs. VOO - Expense Ratio Comparison

APITX has a 2.04% expense ratio, which is higher than VOO's 0.03% expense ratio.


APITX
Yorktown Growth Fund
Expense ratio chart for APITX: current value at 2.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

APITX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yorktown Growth Fund (APITX) 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 APITX, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.000.512.30
The chart of Sortino ratio for APITX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.0010.000.833.05
The chart of Omega ratio for APITX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.43
The chart of Calmar ratio for APITX, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.0012.0014.000.293.39
The chart of Martin ratio for APITX, currently valued at 2.29, compared to the broader market0.0020.0040.0060.002.2915.10
APITX
VOO

The current APITX Sharpe Ratio is 0.51, which is lower than the VOO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of APITX 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
0.51
2.30
APITX
VOO

Dividends

APITX vs. VOO - Dividend Comparison

APITX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


TTM20232022202120202019201820172016201520142013
APITX
Yorktown Growth Fund
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
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

APITX vs. VOO - Drawdown Comparison

The maximum APITX drawdown since its inception was -71.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for APITX and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.64%
-0.76%
APITX
VOO

Volatility

APITX vs. VOO - Volatility Comparison

Yorktown Growth Fund (APITX) has a higher volatility of 4.49% compared to Vanguard S&P 500 ETF (VOO) at 3.90%. This indicates that APITX'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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.49%
3.90%
APITX
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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