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

Performance

ATRI vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.17%
11.27%
ATRI
VOO

Returns By Period


ATRI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

24.51%

1M

0.61%

6M

11.38%

1Y

32.00%

5Y (annualized)

15.30%

10Y (annualized)

13.12%

Key characteristics


ATRIVOO

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Correlation

-0.50.00.51.00.3

The correlation between ATRI 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.

Risk-Adjusted Performance

ATRI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atrion Corporation (ATRI) 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 ATRI, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.001.402.64
The chart of Sortino ratio for ATRI, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.923.53
The chart of Omega ratio for ATRI, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.49
The chart of Calmar ratio for ATRI, currently valued at 0.93, compared to the broader market0.002.004.006.000.933.81
The chart of Martin ratio for ATRI, currently valued at 7.27, compared to the broader market0.0010.0020.0030.007.2717.34
ATRI
VOO

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.40
2.64
ATRI
VOO

Dividends

ATRI vs. VOO - Dividend Comparison

ATRI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
ATRI
Atrion Corporation
1.44%2.30%1.47%1.05%1.03%0.77%0.69%0.71%0.77%0.87%0.82%0.81%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ATRI vs. VOO - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-46.77%
-2.16%
ATRI
VOO

Volatility

ATRI vs. VOO - Volatility Comparison

The current volatility for Atrion Corporation (ATRI) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that ATRI experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember0
4.09%
ATRI
VOO