ATS vs. VOO

Last updated Jun 4, 2026

ATS (ATS Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ATS returned 13.52%/yr vs 15.56%/yr for VOO. At a 0.31 correlation, their price movements are largely independent.

Performance

ATS vs. VOO - Performance Comparison

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

Returns By Period

In the year-to-date period, ATS achieves a 4.76% return, which is significantly lower than VOO's 10.91% return. Over the past 10 years, ATS has underperformed VOO with an annualized return of 13.52%, while VOO has yielded a comparatively higher 15.56% annualized return.

ATS

• 1D: -3.38%
• 1M: -10.15%
• YTD: 4.76%
• 6M: 12.48%
• 1Y: -2.99%
• 3Y*: -13.66%
• 5Y*: 2.54%
• 10Y*: 13.52%

VOO

• 1D: -0.70%
• 1M: 5.04%
• YTD: 10.91%
• 6M: 10.93%
• 1Y: 28.04%
• 3Y*: 22.44%
• 5Y*: 13.90%
• 10Y*: 15.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ATS vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ATS ATS Corporation	4.76%	-9.65%	-29.23%	39.27%	-22.16%	128.07%	5.58%	55.37%	-10.46%	27.39%
VOO Vanguard S&P 500 ETF	10.91%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between ATS and VOO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.31

Over the past year, ATS and VOO have become more correlated (0.51) than their long-term average of 0.31, meaning their price movements have been converging.

Return for Risk

ATS vs. VOO — Risk / Return Rank

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

ATS

ATS Risk / Return Rank: 36
ATS Sharpe Ratio Rank: 38
ATS Sortino Ratio Rank: 34
ATS Omega Ratio Rank: 34
ATS Calmar Ratio Rank: 37
ATS Martin Ratio Rank: 37

VOO

VOO Risk / Return Rank: 70
VOO Sharpe Ratio Rank: 71
VOO Sortino Ratio Rank: 70
VOO Omega Ratio Rank: 70
VOO Calmar Ratio Rank: 62
VOO Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ATS vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ATS Corporation (ATS) 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.

	ATS	VOO	Difference
Sharpe ratio Return per unit of total volatility	-0.07	2.39	-2.46
Sortino ratio Return per unit of downside risk	0.18	3.25	-3.08
Omega ratio Gain probability vs. loss probability	1.02	1.43	-0.41
Calmar ratio Return relative to maximum drawdown	-0.12	3.16	-3.28
Martin ratio Return relative to average drawdown	-0.23	14.73	-14.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ATS vs. VOO - Sharpe Ratio Comparison

The current ATS Sharpe Ratio is -0.07, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of ATS and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ATS	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.07	2.39	-2.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	0.83	-0.77
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	0.87	-0.50
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.89	-0.53

Drawdowns

ATS vs. VOO - Drawdown Comparison

The maximum ATS drawdown since its inception was -56.76%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ATS and VOO.

Drawdown Indicators

	ATS	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-56.76%	-33.99%	-22.77%
Max Drawdown (1Y) Largest decline over 1 year	-25.80%	-8.90%	-16.90%
Max Drawdown (3Y) Largest decline over 3 years	-56.76%	-18.69%	-38.07%
Max Drawdown (5Y) Largest decline over 5 years	-56.76%	-24.52%	-32.24%
Max Drawdown (10Y) Largest decline over 10 years	-56.76%	-33.99%	-22.77%
Current Drawdown Current decline from peak	-40.80%	-0.70%	-40.10%
Average Drawdown Average peak-to-trough decline	-19.90%	-3.69%	-16.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.78%	1.91%	+10.87%

Volatility

ATS vs. VOO - Volatility Comparison

ATS Corporation (ATS) has a higher volatility of 19.42% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that ATS'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.

Volatility by Period

	ATS	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.42%	2.84%	+16.58%
Volatility (6M) Calculated over the trailing 6-month period	32.82%	8.90%	+23.92%
Volatility (1Y) Calculated over the trailing 1-year period	40.56%	11.80%	+28.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.36%	16.81%	+23.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.64%	18.01%	+20.63%

Dividends

ATS vs. VOO - Dividend Comparison

ATS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.03%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ATS ATS Corporation	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	1.03%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both ATS and VOO in my portfolio?

ATS and VOO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ATS or VOO?

ATS has higher volatility (19.42%) compared to VOO (2.84%). In terms of maximum drawdown, ATS dropped -56.76% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (2.39 vs -0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.