AZPN vs. VOO
Compare and contrast key facts about Aspen Technology, Inc. (AZPN) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZPN or VOO.
Performance
AZPN vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, AZPN achieves a 13.20% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, AZPN has outperformed VOO with an annualized return of 20.55%, while VOO has yielded a comparatively lower 13.18% annualized return.
AZPN
13.20%
4.74%
13.45%
35.03%
15.82%
20.55%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| AZPN | VOO | |
|---|---|---|
| Sharpe Ratio | 1.06 | 2.70 |
| Sortino Ratio | 1.81 | 3.60 |
| Omega Ratio | 1.22 | 1.50 |
| Calmar Ratio | 1.10 | 3.90 |
| Martin Ratio | 4.14 | 17.65 |
| Ulcer Index | 8.58% | 1.86% |
| Daily Std Dev | 33.61% | 12.19% |
| Max Drawdown | -98.59% | -33.99% |
| Current Drawdown | -2.74% | -0.86% |
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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.
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.
Dividends
AZPN vs. VOO - Dividend Comparison
AZPN's dividend yield for the trailing twelve months is around 0.21%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.24% | 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.
Volatility
AZPN vs. VOO - Volatility Comparison
Aspen Technology, Inc. (AZPN) has a higher volatility of 4.77% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that AZPN'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.