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

Key characteristics


ASTSVOO
YTD Return273.47%25.62%
1Y Return467.25%37.28%
3Y Return (Ann)22.77%9.75%
5Y Return (Ann)18.24%15.74%
Sharpe Ratio2.983.06
Sortino Ratio3.954.08
Omega Ratio1.481.57
Calmar Ratio5.074.46
Martin Ratio12.5120.36
Ulcer Index36.91%1.85%
Daily Std Dev154.70%12.32%
Max Drawdown-91.07%-33.99%
Current Drawdown-41.66%0.00%

Correlation

-0.50.00.51.00.3

The correlation between ASTS and VOO is 0.32, 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.

Performance

ASTS vs. VOO - Performance Comparison

In the year-to-date period, ASTS achieves a 273.47% return, which is significantly higher than VOO's 25.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%JuneJulyAugustSeptemberOctoberNovember
879.18%
15.04%
ASTS
VOO

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

ASTS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AST SpaceMobile, Inc. (ASTS) 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.


ASTS
Sharpe ratio
The chart of Sharpe ratio for ASTS, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.002.98
Sortino ratio
The chart of Sortino ratio for ASTS, currently valued at 3.95, compared to the broader market-4.00-2.000.002.004.003.95
Omega ratio
The chart of Omega ratio for ASTS, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for ASTS, currently valued at 5.07, compared to the broader market0.002.004.006.005.07
Martin ratio
The chart of Martin ratio for ASTS, currently valued at 12.51, compared to the broader market0.0010.0020.0030.0012.51
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.003.06
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.08, compared to the broader market-4.00-2.000.002.004.004.08
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.57, compared to the broader market0.501.001.502.001.57
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.46, compared to the broader market0.002.004.006.004.46
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.36, compared to the broader market0.0010.0020.0030.0020.36

ASTS vs. VOO - Sharpe Ratio Comparison

The current ASTS Sharpe Ratio is 2.98, which is comparable to the VOO Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of ASTS 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-1.000.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
2.98
3.06
ASTS
VOO

Dividends

ASTS vs. VOO - Dividend Comparison

ASTS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.


TTM20232022202120202019201820172016201520142013
ASTS
AST SpaceMobile, 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

ASTS vs. VOO - Drawdown Comparison

The maximum ASTS drawdown since its inception was -91.07%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ASTS and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-41.66%
0
ASTS
VOO

Volatility

ASTS vs. VOO - Volatility Comparison

AST SpaceMobile, Inc. (ASTS) has a higher volatility of 23.87% compared to Vanguard S&P 500 ETF (VOO) at 3.94%. This indicates that ASTS'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%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
23.87%
3.94%
ASTS
VOO