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

Correlation

The correlation between ASTS and VOO is 0.31, 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.


-0.50.00.51.00.3

Performance

ASTS vs. VOO - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
134.19%
109.83%
ASTS
VOO

Key characteristics

Sharpe Ratio

ASTS:

2.23

VOO:

2.25

Sortino Ratio

ASTS:

3.58

VOO:

2.98

Omega Ratio

ASTS:

1.44

VOO:

1.42

Calmar Ratio

ASTS:

3.76

VOO:

3.31

Martin Ratio

ASTS:

8.74

VOO:

14.77

Ulcer Index

ASTS:

39.20%

VOO:

1.90%

Daily Std Dev

ASTS:

153.65%

VOO:

12.46%

Max Drawdown

ASTS:

-91.07%

VOO:

-33.99%

Current Drawdown

ASTS:

-40.73%

VOO:

-2.47%

Returns By Period

In the year-to-date period, ASTS achieves a 279.44% return, which is significantly higher than VOO's 26.02% return.


ASTS

YTD

279.44%

1M

-2.99%

6M

126.98%

1Y

293.80%

5Y*

18.34%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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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.


Sharpe ratio
The chart of Sharpe ratio for ASTS, currently valued at 2.23, compared to the broader market-4.00-2.000.002.002.232.25
The chart of Sortino ratio for ASTS, currently valued at 3.58, compared to the broader market-4.00-2.000.002.004.003.582.98
The chart of Omega ratio for ASTS, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.42
The chart of Calmar ratio for ASTS, currently valued at 3.76, compared to the broader market0.002.004.006.003.763.31
The chart of Martin ratio for ASTS, currently valued at 8.74, compared to the broader market-5.000.005.0010.0015.0020.0025.008.7414.77
ASTS
VOO

The current ASTS Sharpe Ratio is 2.23, which is comparable to the VOO Sharpe Ratio of 2.25. 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 Ratio0.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
2.23
2.25
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 0.91%.


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
0.91%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.73%
-2.47%
ASTS
VOO

Volatility

ASTS vs. VOO - Volatility Comparison

AST SpaceMobile, Inc. (ASTS) has a higher volatility of 17.28% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
17.28%
3.75%
ASTS
VOO
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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.

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