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ASIC vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASIC vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, ASIC achieves a 2.71% return, which is significantly lower than VOO's 8.19% return.


ASIC

1D
0.65%
1M
4.50%
YTD
2.71%
6M
1.84%
1Y
-4.43%
3Y*
5Y*
10Y*

VOO

1D
-1.42%
1M
-1.34%
YTD
8.19%
6M
7.24%
1Y
23.69%
3Y*
20.78%
5Y*
13.13%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASIC vs. VOO - Yearly Performance Comparison


2026 (YTD)2025
ASIC
Ategrity Specialty Holdings LLC
2.71%-11.16%
VOO
Vanguard S&P 500 ETF
8.19%14.12%

Correlation

The correlation between ASIC and VOO is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2025

0.07

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Return for Risk

ASIC vs. VOO — Risk / Return Rank

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

ASIC
ASIC Risk / Return Rank: 3838
Overall Rank
ASIC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ASIC Sortino Ratio Rank: 3737
Sortino Ratio Rank
ASIC Omega Ratio Rank: 3636
Omega Ratio Rank
ASIC Calmar Ratio Rank: 3838
Calmar Ratio Rank
ASIC Martin Ratio Rank: 3838
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 5959
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5656
Sortino Ratio Rank
VOO Omega Ratio Rank: 5858
Omega Ratio Rank
VOO Calmar Ratio Rank: 5656
Calmar Ratio Rank
VOO Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASIC vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ategrity Specialty Holdings LLC (ASIC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ASICVOODifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-2.39

Omega ratioGain probability vs. loss probability

1.02

1.35

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.15

2.67

-2.82

Martin ratioReturn relative to average drawdown

-0.28

11.96

-12.24

ASIC vs. VOO - Sharpe Ratio Comparison

The current ASIC Sharpe Ratio is -0.09, which is lower than the VOO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ASIC and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASIC vs. VOO - Drawdown Comparison

The maximum ASIC drawdown since its inception was -33.63%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ASIC and VOO.


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Drawdown Indicators


ASICVOODifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-33.99%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-29.91%

-8.90%

-21.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-12.56%

-3.14%

-9.42%

Average Drawdown

Average peak-to-trough decline

-18.87%

-3.68%

-15.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.16%

1.99%

+14.17%

Volatility

ASIC vs. VOO - Volatility Comparison

Ategrity Specialty Holdings LLC (ASIC) has a higher volatility of 8.71% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that ASIC'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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Volatility by Period


ASICVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.71%

4.83%

+3.88%

Volatility (6M)

Calculated over the trailing 6-month period

33.34%

9.82%

+23.52%

Volatility (1Y)

Calculated over the trailing 1-year period

47.54%

12.46%

+35.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.34%

16.91%

+30.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.34%

18.02%

+29.32%

Dividends

ASIC vs. VOO - Dividend Comparison

ASIC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM20252024202320222021202020192018201720162015
ASIC
Ategrity Specialty Holdings LLC
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
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


ASIC and VOO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASIC has higher volatility (8.71%) compared to VOO (4.83%). In terms of maximum drawdown, ASIC dropped -33.63% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (1.91 vs -0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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