PortfoliosLab logo
ATGE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ATGE and VOO is 0.44, 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.


Performance

ATGE vs. VOO - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

ATGE:

2.41

VOO:

0.74

Sortino Ratio

ATGE:

3.27

VOO:

1.15

Omega Ratio

ATGE:

1.44

VOO:

1.17

Calmar Ratio

ATGE:

5.40

VOO:

0.77

Martin Ratio

ATGE:

16.89

VOO:

2.94

Ulcer Index

ATGE:

5.88%

VOO:

4.87%

Daily Std Dev

ATGE:

40.21%

VOO:

19.40%

Max Drawdown

ATGE:

-77.26%

VOO:

-33.99%

Current Drawdown

ATGE:

-6.39%

VOO:

-3.97%

Returns By Period

In the year-to-date period, ATGE achieves a 40.40% return, which is significantly higher than VOO's 0.46% return. Over the past 10 years, ATGE has outperformed VOO with an annualized return of 15.26%, while VOO has yielded a comparatively lower 12.74% annualized return.


ATGE

YTD

40.40%

1M

22.90%

6M

42.90%

1Y

95.93%

5Y*

32.10%

10Y*

15.26%

VOO

YTD

0.46%

1M

9.97%

6M

-1.04%

1Y

14.18%

5Y*

17.41%

10Y*

12.74%

*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

ATGE vs. VOO — Risk-Adjusted Performance Rank

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

ATGE
The Risk-Adjusted Performance Rank of ATGE is 9797
Overall Rank
The Sharpe Ratio Rank of ATGE is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ATGE is 9696
Sortino Ratio Rank
The Omega Ratio Rank of ATGE is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ATGE is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ATGE is 9898
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6969
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7070
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.

ATGE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adtalem Global Education Inc. (ATGE) 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.


The current ATGE Sharpe Ratio is 2.41, which is higher than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ATGE 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.


Loading data...

Dividends

ATGE vs. VOO - Dividend Comparison

ATGE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
ATGE
Adtalem Global Education Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.15%1.42%0.74%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ATGE vs. VOO - Drawdown Comparison

The maximum ATGE drawdown since its inception was -77.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ATGE and VOO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ATGE vs. VOO - Volatility Comparison

Adtalem Global Education Inc. (ATGE) has a higher volatility of 21.15% compared to Vanguard S&P 500 ETF (VOO) at 6.22%. This indicates that ATGE'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.


Loading data...