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

Performance

ATEN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in A10 Networks, Inc. (ATEN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.12%
12.21%
ATEN
VOO

Returns By Period

In the year-to-date period, ATEN achieves a 27.25% return, which is significantly higher than VOO's 25.52% return. Over the past 10 years, ATEN has outperformed VOO with an annualized return of 15.66%, while VOO has yielded a comparatively lower 13.15% annualized return.


ATEN

YTD

27.25%

1M

13.91%

6M

9.11%

1Y

37.26%

5Y (annualized)

21.42%

10Y (annualized)

15.66%

VOO

YTD

25.52%

1M

1.19%

6M

12.21%

1Y

32.23%

5Y (annualized)

15.58%

10Y (annualized)

13.15%

Key characteristics


ATENVOO
Sharpe Ratio1.192.62
Sortino Ratio1.943.50
Omega Ratio1.261.49
Calmar Ratio1.063.78
Martin Ratio3.3517.12
Ulcer Index11.51%1.86%
Daily Std Dev32.48%12.19%
Max Drawdown-78.29%-33.99%
Current Drawdown-11.66%-1.36%

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Correlation

-0.50.00.51.00.5

The correlation between ATEN and VOO is 0.45, 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.

Risk-Adjusted Performance

ATEN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for A10 Networks, Inc. (ATEN) 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 ATEN, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.192.62
The chart of Sortino ratio for ATEN, currently valued at 1.94, compared to the broader market-4.00-2.000.002.004.001.943.50
The chart of Omega ratio for ATEN, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.49
The chart of Calmar ratio for ATEN, currently valued at 1.06, compared to the broader market0.002.004.006.001.063.78
The chart of Martin ratio for ATEN, currently valued at 3.35, compared to the broader market-10.000.0010.0020.0030.003.3517.12
ATEN
VOO

The current ATEN Sharpe Ratio is 1.19, which is lower than the VOO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of ATEN 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.19
2.62
ATEN
VOO

Dividends

ATEN vs. VOO - Dividend Comparison

ATEN's dividend yield for the trailing twelve months is around 1.46%, more than VOO's 1.25% yield.


TTM20232022202120202019201820172016201520142013
ATEN
A10 Networks, Inc.
1.46%1.82%1.26%0.30%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

ATEN vs. VOO - Drawdown Comparison

The maximum ATEN drawdown since its inception was -78.29%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ATEN and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.66%
-1.36%
ATEN
VOO

Volatility

ATEN vs. VOO - Volatility Comparison

A10 Networks, Inc. (ATEN) has a higher volatility of 7.36% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that ATEN'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%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.36%
4.10%
ATEN
VOO