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

Correlation

The correlation between AZPN and VOO is 0.56, 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.


-0.50.00.51.00.6

Performance

AZPN vs. VOO - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
2,414.52%
602.93%
AZPN
VOO

Key characteristics

Sharpe Ratio

AZPN:

0.58

VOO:

2.25

Sortino Ratio

AZPN:

1.15

VOO:

2.98

Omega Ratio

AZPN:

1.14

VOO:

1.42

Calmar Ratio

AZPN:

0.58

VOO:

3.31

Martin Ratio

AZPN:

2.19

VOO:

14.77

Ulcer Index

AZPN:

8.57%

VOO:

1.90%

Daily Std Dev

AZPN:

32.61%

VOO:

12.46%

Max Drawdown

AZPN:

-98.59%

VOO:

-33.99%

Current Drawdown

AZPN:

-1.86%

VOO:

-2.47%

Returns By Period

In the year-to-date period, AZPN achieves a 14.22% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, AZPN has outperformed VOO with an annualized return of 21.36%, while VOO has yielded a comparatively lower 13.08% annualized return.


AZPN

YTD

14.22%

1M

2.21%

6M

26.27%

1Y

16.29%

5Y*

15.81%

10Y*

21.36%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

AZPN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aspen Technology, Inc. (AZPN) 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 AZPN, currently valued at 0.58, compared to the broader market-4.00-2.000.002.000.582.25
The chart of Sortino ratio for AZPN, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.152.98
The chart of Omega ratio for AZPN, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.42
The chart of Calmar ratio for AZPN, currently valued at 0.58, compared to the broader market0.002.004.006.000.583.31
The chart of Martin ratio for AZPN, currently valued at 2.19, compared to the broader market-5.000.005.0010.0015.0020.0025.002.1914.77
AZPN
VOO

The current AZPN Sharpe Ratio is 0.58, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of AZPN 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.58
2.25
AZPN
VOO

Dividends

AZPN vs. VOO - Dividend Comparison

AZPN's dividend yield for the trailing twelve months is around 0.21%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
AZPN
Aspen Technology, Inc.
0.21%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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AZPN vs. VOO - Drawdown Comparison

The maximum AZPN drawdown since its inception was -98.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AZPN and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.86%
-2.47%
AZPN
VOO

Volatility

AZPN vs. VOO - Volatility Comparison

The current volatility for Aspen Technology, Inc. (AZPN) is 3.41%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that AZPN 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%JulyAugustSeptemberOctoberNovemberDecember
3.41%
3.75%
AZPN
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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