ASPN vs. VOO
Compare and contrast key facts about Aspen Aerogels, Inc. (ASPN) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASPN or VOO.
Performance
ASPN vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ASPN achieves a -8.11% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, ASPN has underperformed VOO with an annualized return of 6.78%, while VOO has yielded a comparatively higher 13.11% annualized return.
ASPN
-8.11%
-32.87%
-47.10%
36.28%
15.31%
6.78%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| ASPN | VOO | |
|---|---|---|
| Sharpe Ratio | 0.46 | 2.67 |
| Sortino Ratio | 1.61 | 3.56 |
| Omega Ratio | 1.19 | 1.50 |
| Calmar Ratio | 0.52 | 3.85 |
| Martin Ratio | 2.05 | 17.51 |
| Ulcer Index | 21.41% | 1.86% |
| Daily Std Dev | 94.51% | 12.23% |
| Max Drawdown | -91.34% | -33.99% |
| Current Drawdown | -77.22% | -1.76% |
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Correlation
The correlation between ASPN and VOO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
ASPN vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aspen Aerogels, Inc. (ASPN) 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.
Dividends
ASPN vs. VOO - Dividend Comparison
ASPN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASPN Aspen Aerogels, 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 | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ASPN vs. VOO - Drawdown Comparison
The maximum ASPN drawdown since its inception was -91.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ASPN and VOO. For additional features, visit the drawdowns tool.
Volatility
ASPN vs. VOO - Volatility Comparison
Aspen Aerogels, Inc. (ASPN) has a higher volatility of 16.34% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that ASPN'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.