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

Key characteristics


AVTRVOO
YTD Return10.42%10.48%
1Y Return26.18%28.69%
3Y Return (Ann)-7.27%9.60%
5Y Return (Ann)11.73%14.65%
Sharpe Ratio0.792.52
Daily Std Dev29.99%11.57%
Max Drawdown-61.03%-33.99%
Current Drawdown-42.72%-0.06%

Correlation

-0.50.00.51.00.5

The correlation between AVTR and VOO is 0.49, 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

AVTR vs. VOO - Performance Comparison

The year-to-date returns for both investments are quite close, with AVTR having a 10.42% return and VOO slightly higher at 10.48%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%50.00%60.00%70.00%80.00%90.00%100.00%December2024FebruaryMarchAprilMay
80.07%
97.74%
AVTR
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Avantor, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

AVTR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantor, Inc. (AVTR) 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.


AVTR
Sharpe ratio
The chart of Sharpe ratio for AVTR, currently valued at 0.79, compared to the broader market-2.00-1.000.001.002.003.004.000.79
Sortino ratio
The chart of Sortino ratio for AVTR, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.006.001.27
Omega ratio
The chart of Omega ratio for AVTR, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for AVTR, currently valued at 0.39, compared to the broader market0.002.004.006.000.39
Martin ratio
The chart of Martin ratio for AVTR, currently valued at 2.78, compared to the broader market-10.000.0010.0020.0030.002.78
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.48, compared to the broader market-2.00-1.000.001.002.003.004.002.48
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.50, compared to the broader market-4.00-2.000.002.004.006.003.50
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.32, compared to the broader market0.002.004.006.002.32
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.88, compared to the broader market-10.000.0010.0020.0030.009.88

AVTR vs. VOO - Sharpe Ratio Comparison

The current AVTR Sharpe Ratio is 0.79, which is lower than the VOO Sharpe Ratio of 2.52. The chart below compares the 12-month rolling Sharpe Ratio of AVTR and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.79
2.48
AVTR
VOO

Dividends

AVTR vs. VOO - Dividend Comparison

AVTR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.33%.


TTM20232022202120202019201820172016201520142013
AVTR
Avantor, 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
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AVTR vs. VOO - Drawdown Comparison

The maximum AVTR drawdown since its inception was -61.03%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AVTR and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-42.72%
-0.06%
AVTR
VOO

Volatility

AVTR vs. VOO - Volatility Comparison

Avantor, Inc. (AVTR) has a higher volatility of 9.34% compared to Vanguard S&P 500 ETF (VOO) at 3.34%. This indicates that AVTR'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
9.34%
3.34%
AVTR
VOO