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

Correlation

The correlation between ASAN and VOO is 0.50, 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

ASAN vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ASAN:

0.41

VOO:

0.70

Sortino Ratio

ASAN:

1.15

VOO:

1.05

Omega Ratio

ASAN:

1.15

VOO:

1.15

Calmar Ratio

ASAN:

0.28

VOO:

0.69

Martin Ratio

ASAN:

1.00

VOO:

2.62

Ulcer Index

ASAN:

25.86%

VOO:

4.93%

Daily Std Dev

ASAN:

77.55%

VOO:

19.55%

Max Drawdown

ASAN:

-92.17%

VOO:

-33.99%

Current Drawdown

ASAN:

-87.25%

VOO:

-3.45%

Returns By Period

In the year-to-date period, ASAN achieves a -10.26% return, which is significantly lower than VOO's 1.00% return.


ASAN

YTD

-10.26%

1M

13.12%

6M

20.07%

1Y

31.72%

3Y*

-7.25%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.00%

1M

6.44%

6M

-0.84%

1Y

13.62%

3Y*

14.14%

5Y*

15.91%

10Y*

12.81%

*Annualized

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Asana, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ASAN vs. VOO — Risk-Adjusted Performance Rank

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

ASAN
The Risk-Adjusted Performance Rank of ASAN is 6666
Overall Rank
The Sharpe Ratio Rank of ASAN is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ASAN is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ASAN is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ASAN is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ASAN is 6363
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

ASAN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asana, Inc. (ASAN) 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.


The current ASAN Sharpe Ratio is 0.41, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ASAN 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ASAN vs. VOO - Dividend Comparison

ASAN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
ASAN
Asana, 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
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ASAN vs. VOO - Drawdown Comparison

The maximum ASAN drawdown since its inception was -92.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ASAN and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ASAN vs. VOO - Volatility Comparison

Asana, Inc. (ASAN) has a higher volatility of 10.07% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that ASAN'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.


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