PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ASIX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASIX and VOO is 0.47, 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.


-0.50.00.51.00.5

Performance

ASIX vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
21.24%
3.78%
ASIX
VOO

Key characteristics

Sharpe Ratio

ASIX:

0.42

VOO:

1.88

Sortino Ratio

ASIX:

0.85

VOO:

2.52

Omega Ratio

ASIX:

1.11

VOO:

1.35

Calmar Ratio

ASIX:

0.27

VOO:

2.83

Martin Ratio

ASIX:

1.45

VOO:

11.96

Ulcer Index

ASIX:

11.37%

VOO:

2.00%

Daily Std Dev

ASIX:

38.98%

VOO:

12.70%

Max Drawdown

ASIX:

-81.61%

VOO:

-33.99%

Current Drawdown

ASIX:

-44.33%

VOO:

-3.91%

Returns By Period

In the year-to-date period, ASIX achieves a 5.44% return, which is significantly higher than VOO's -0.66% return.


ASIX

YTD

5.44%

1M

-2.94%

6M

21.24%

1Y

17.97%

5Y*

14.02%

10Y*

N/A

VOO

YTD

-0.66%

1M

-3.35%

6M

3.78%

1Y

23.82%

5Y*

13.79%

10Y*

13.26%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ASIX vs. VOO — Risk-Adjusted Performance Rank

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

ASIX
The Risk-Adjusted Performance Rank of ASIX is 6262
Overall Rank
The Sharpe Ratio Rank of ASIX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ASIX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ASIX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ASIX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ASIX is 6565
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
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.

ASIX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvanSix Inc. (ASIX) 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 ASIX, currently valued at 0.42, compared to the broader market-2.000.002.000.421.88
The chart of Sortino ratio for ASIX, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.852.52
The chart of Omega ratio for ASIX, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.35
The chart of Calmar ratio for ASIX, currently valued at 0.27, compared to the broader market0.002.004.006.000.272.83
The chart of Martin ratio for ASIX, currently valued at 1.45, compared to the broader market0.0010.0020.001.4511.96
ASIX
VOO

The current ASIX Sharpe Ratio is 0.42, which is lower than the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of ASIX 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.42
1.88
ASIX
VOO

Dividends

ASIX vs. VOO - Dividend Comparison

ASIX's dividend yield for the trailing twelve months is around 2.13%, more than VOO's 1.25% yield.


TTM20242023202220212020201920182017201620152014
ASIX
AdvanSix Inc.
2.13%2.25%2.04%1.42%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.25%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ASIX vs. VOO - Drawdown Comparison

The maximum ASIX drawdown since its inception was -81.61%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ASIX and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-44.33%
-3.91%
ASIX
VOO

Volatility

ASIX vs. VOO - Volatility Comparison

AdvanSix Inc. (ASIX) has a higher volatility of 12.71% compared to Vanguard S&P 500 ETF (VOO) at 4.56%. This indicates that ASIX'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%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
12.71%
4.56%
ASIX
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab