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BDSX vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDSX vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, BDSX achieves a 174.56% return, which is significantly higher than VOO's 8.08% return.


BDSX

1D
-2.56%
1M
25.05%
YTD
174.56%
6M
173.75%
1Y
239.21%
3Y*
-7.77%
5Y*
-41.97%
10Y*

VOO

1D
-0.10%
1M
-1.44%
YTD
8.08%
6M
6.78%
1Y
22.23%
3Y*
20.75%
5Y*
13.02%
10Y*
15.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDSX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BDSX
Biodesix, Inc.
174.56%-77.78%-16.85%-20.00%-56.52%-73.76%48.34%
VOO
Vanguard S&P 500 ETF
8.08%17.82%24.98%26.32%-18.17%28.79%11.05%

Correlation

The correlation between BDSX and VOO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2020

0.17

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Biodesix, Inc.

Vanguard S&P 500 ETF

Return for Risk

BDSX vs. VOO — Risk / Return Rank

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

BDSX
BDSX Risk / Return Rank: 8989
Overall Rank
BDSX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BDSX Sortino Ratio Rank: 8989
Sortino Ratio Rank
BDSX Omega Ratio Rank: 8686
Omega Ratio Rank
BDSX Calmar Ratio Rank: 9292
Calmar Ratio Rank
BDSX Martin Ratio Rank: 8989
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 5959
Omega Ratio Rank
VOO Calmar Ratio Rank: 5757
Calmar Ratio Rank
VOO Martin Ratio Rank: 6868
Martin Ratio Rank
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.

BDSX vs. VOO - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BDSXVOODifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.34

1.33

+0.02

Calmar ratioReturn relative to maximum drawdown

4.89

2.51

+2.38

Martin ratioReturn relative to average drawdown

10.18

11.16

-0.99

BDSX vs. VOO - Sharpe Ratio Comparison

The current BDSX Sharpe Ratio is 2.11, which is comparable to the VOO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of BDSX 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.


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Drawdowns

BDSX vs. VOO - Drawdown Comparison

The maximum BDSX drawdown since its inception was -99.30%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BDSX and VOO.


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Drawdown Indicators


BDSXVOODifference

Max Drawdown

Largest peak-to-trough decline

-99.30%

-33.99%

-65.31%

Max Drawdown (1Y)

Largest decline over 1 year

-49.28%

-8.90%

-40.38%

Max Drawdown (3Y)

Largest decline over 3 years

-89.67%

-18.69%

-70.98%

Max Drawdown (5Y)

Largest decline over 5 years

-98.48%

-24.52%

-73.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-97.01%

-3.23%

-93.78%

Average Drawdown

Average peak-to-trough decline

-85.79%

-3.68%

-82.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.62%

2.00%

+21.62%

Volatility

BDSX vs. VOO - Volatility Comparison

Biodesix, Inc. (BDSX) has a higher volatility of 20.75% compared to Vanguard S&P 500 ETF (VOO) at 4.80%. This indicates that BDSX'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.


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Volatility by Period


BDSXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

20.75%

4.80%

+15.95%

Volatility (6M)

Calculated over the trailing 6-month period

81.03%

9.79%

+71.24%

Volatility (1Y)

Calculated over the trailing 1-year period

114.00%

12.43%

+101.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

102.99%

16.91%

+86.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.76%

18.02%

+83.74%

Dividends

BDSX vs. VOO - Dividend Comparison

BDSX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM20252024202320222021202020192018201720162015
BDSX
Biodesix, 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
1.05%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


BDSX and VOO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDSX has higher volatility (20.75%) compared to VOO (4.80%). In terms of maximum drawdown, BDSX dropped -99.30% vs VOO's -33.99%.

BDSX currently has the higher Sharpe Ratio (2.11 vs 1.80), 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.

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