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

Correlation

The correlation between APPN and VOO is 0.44, 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.


-0.50.00.51.00.4

Performance

APPN vs. VOO - Performance Comparison

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

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
2.30%
10.20%
APPN
VOO

Key characteristics

Sharpe Ratio

APPN:

-0.08

VOO:

1.92

Sortino Ratio

APPN:

0.24

VOO:

2.58

Omega Ratio

APPN:

1.03

VOO:

1.35

Calmar Ratio

APPN:

-0.05

VOO:

2.88

Martin Ratio

APPN:

-0.21

VOO:

12.03

Ulcer Index

APPN:

18.91%

VOO:

2.02%

Daily Std Dev

APPN:

49.25%

VOO:

12.69%

Max Drawdown

APPN:

-88.60%

VOO:

-33.99%

Current Drawdown

APPN:

-86.38%

VOO:

0.00%

Returns By Period

In the year-to-date period, APPN achieves a -2.85% return, which is significantly lower than VOO's 4.36% return.


APPN

YTD

-2.85%

1M

-2.32%

6M

2.30%

1Y

-13.94%

5Y*

-12.61%

10Y*

N/A

VOO

YTD

4.36%

1M

2.34%

6M

10.20%

1Y

24.11%

5Y*

14.50%

10Y*

13.28%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

APPN vs. VOO — Risk-Adjusted Performance Rank

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

APPN
The Risk-Adjusted Performance Rank of APPN is 3939
Overall Rank
The Sharpe Ratio Rank of APPN is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of APPN is 3737
Sortino Ratio Rank
The Omega Ratio Rank of APPN is 3737
Omega Ratio Rank
The Calmar Ratio Rank of APPN is 4141
Calmar Ratio Rank
The Martin Ratio Rank of APPN is 4141
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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.

APPN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Appian Corporation (APPN) 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 APPN, currently valued at -0.08, compared to the broader market-2.000.002.004.00-0.081.92
The chart of Sortino ratio for APPN, currently valued at 0.24, compared to the broader market-6.00-4.00-2.000.002.004.006.000.242.58
The chart of Omega ratio for APPN, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.35
The chart of Calmar ratio for APPN, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.052.88
The chart of Martin ratio for APPN, currently valued at -0.21, compared to the broader market0.0010.0020.0030.00-0.2112.03
APPN
VOO

The current APPN Sharpe Ratio is -0.08, which is lower than the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of APPN 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.08
1.92
APPN
VOO

Dividends

APPN vs. VOO - Dividend Comparison

APPN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
APPN
Appian Corporation
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
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

APPN vs. VOO - Drawdown Comparison

The maximum APPN drawdown since its inception was -88.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for APPN and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-86.38%
0
APPN
VOO

Volatility

APPN vs. VOO - Volatility Comparison

Appian Corporation (APPN) has a higher volatility of 13.33% compared to Vanguard S&P 500 ETF (VOO) at 3.12%. This indicates that APPN'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%25.00%SeptemberOctoberNovemberDecember2025February
13.33%
3.12%
APPN
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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