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

Correlation

The correlation between ATHA and VOO is 0.33, 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

ATHA vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ATHA:

-0.71

VOO:

0.70

Sortino Ratio

ATHA:

-0.95

VOO:

1.15

Omega Ratio

ATHA:

0.84

VOO:

1.17

Calmar Ratio

ATHA:

-0.88

VOO:

0.76

Martin Ratio

ATHA:

-1.22

VOO:

2.93

Ulcer Index

ATHA:

71.68%

VOO:

4.86%

Daily Std Dev

ATHA:

123.95%

VOO:

19.43%

Max Drawdown

ATHA:

-99.33%

VOO:

-33.99%

Current Drawdown

ATHA:

-99.21%

VOO:

-4.59%

Returns By Period

In the year-to-date period, ATHA achieves a -53.98% return, which is significantly lower than VOO's -0.19% return.


ATHA

YTD

-53.98%

1M

8.00%

6M

-58.24%

1Y

-87.26%

5Y*

N/A

10Y*

N/A

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

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Risk-Adjusted Performance

ATHA vs. VOO — Risk-Adjusted Performance Rank

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

ATHA
The Risk-Adjusted Performance Rank of ATHA is 1010
Overall Rank
The Sharpe Ratio Rank of ATHA is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of ATHA is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ATHA is 99
Omega Ratio Rank
The Calmar Ratio Rank of ATHA is 22
Calmar Ratio Rank
The Martin Ratio Rank of ATHA is 1515
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7676
Overall Rank
The Sharpe Ratio Rank of VOO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7676
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.

ATHA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Athira Pharma, Inc. (ATHA) 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 ATHA Sharpe Ratio is -0.71, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ATHA 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.


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Dividends

ATHA vs. VOO - Dividend Comparison

ATHA has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
ATHA
Athira Pharma, 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
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ATHA vs. VOO - Drawdown Comparison

The maximum ATHA drawdown since its inception was -99.33%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ATHA and VOO. For additional features, visit the drawdowns tool.


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Volatility

ATHA vs. VOO - Volatility Comparison

Athira Pharma, Inc. (ATHA) has a higher volatility of 27.44% compared to Vanguard S&P 500 ETF (VOO) at 6.36%. This indicates that ATHA'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.


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