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

Key characteristics


BANDVOO
YTD Return33.10%7.94%
1Y Return73.20%28.21%
3Y Return (Ann)-45.90%8.82%
5Y Return (Ann)-22.66%13.59%
Sharpe Ratio0.812.33
Daily Std Dev78.61%11.70%
Max Drawdown-95.16%-33.99%
Current Drawdown-90.02%-2.36%

Correlation

-0.50.00.51.00.4

The correlation between BAND and VOO is 0.40, 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.

Performance

BAND vs. VOO - Performance Comparison

In the year-to-date period, BAND achieves a 33.10% return, which is significantly higher than VOO's 7.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%December2024FebruaryMarchAprilMay
-9.11%
121.80%
BAND
VOO

Compare stocks, funds, or ETFs

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


Bandwidth Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

BAND vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bandwidth Inc. (BAND) 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.


BAND
Sharpe ratio
The chart of Sharpe ratio for BAND, currently valued at 0.81, compared to the broader market-2.00-1.000.001.002.003.004.000.81
Sortino ratio
The chart of Sortino ratio for BAND, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.006.002.01
Omega ratio
The chart of Omega ratio for BAND, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for BAND, currently valued at 0.67, compared to the broader market0.002.004.006.000.67
Martin ratio
The chart of Martin ratio for BAND, currently valued at 3.68, compared to the broader market-10.000.0010.0020.0030.003.68
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.33, compared to the broader market-2.00-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.33
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market0.501.001.501.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.02, compared to the broader market0.002.004.006.002.02
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.40, compared to the broader market-10.000.0010.0020.0030.009.40

BAND vs. VOO - Sharpe Ratio Comparison

The current BAND Sharpe Ratio is 0.81, which is lower than the VOO Sharpe Ratio of 2.33. The chart below compares the 12-month rolling Sharpe Ratio of BAND and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.81
2.33
BAND
VOO

Dividends

BAND vs. VOO - Dividend Comparison

BAND has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.36%.


TTM20232022202120202019201820172016201520142013
BAND
Bandwidth 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
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BAND vs. VOO - Drawdown Comparison

The maximum BAND drawdown since its inception was -95.16%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BAND and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-90.02%
-2.36%
BAND
VOO

Volatility

BAND vs. VOO - Volatility Comparison

Bandwidth Inc. (BAND) has a higher volatility of 10.53% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that BAND'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.


0.00%10.00%20.00%30.00%40.00%50.00%December2024FebruaryMarchAprilMay
10.53%
4.09%
BAND
VOO