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

Correlation

The correlation between BE and VOO is 0.44, 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.


-0.50.00.51.00.4

Performance

BE vs. VOO - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
63.31%
7.92%
BE
VOO

Key characteristics

Sharpe Ratio

BE:

0.63

VOO:

2.04

Sortino Ratio

BE:

1.77

VOO:

2.72

Omega Ratio

BE:

1.20

VOO:

1.38

Calmar Ratio

BE:

0.75

VOO:

3.02

Martin Ratio

BE:

2.14

VOO:

13.60

Ulcer Index

BE:

28.04%

VOO:

1.88%

Daily Std Dev

BE:

94.65%

VOO:

12.52%

Max Drawdown

BE:

-92.54%

VOO:

-33.99%

Current Drawdown

BE:

-46.35%

VOO:

-3.52%

Returns By Period

In the year-to-date period, BE achieves a 54.59% return, which is significantly higher than VOO's 24.65% return.


BE

YTD

54.59%

1M

-3.66%

6M

63.31%

1Y

65.32%

5Y*

28.42%

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

BE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bloom Energy Corporation (BE) 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 BE, currently valued at 0.63, compared to the broader market-4.00-2.000.002.000.631.98
The chart of Sortino ratio for BE, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.001.772.65
The chart of Omega ratio for BE, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.37
The chart of Calmar ratio for BE, currently valued at 0.75, compared to the broader market0.002.004.006.000.752.93
The chart of Martin ratio for BE, currently valued at 2.14, compared to the broader market0.0010.0020.002.1413.12
BE
VOO

The current BE Sharpe Ratio is 0.63, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of BE 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.63
1.98
BE
VOO

Dividends

BE vs. VOO - Dividend Comparison

BE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
BE
Bloom Energy Corporation
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
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BE vs. VOO - Drawdown Comparison

The maximum BE drawdown since its inception was -92.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BE and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-46.35%
-3.52%
BE
VOO

Volatility

BE vs. VOO - Volatility Comparison

Bloom Energy Corporation (BE) has a higher volatility of 20.41% compared to Vanguard S&P 500 ETF (VOO) at 3.56%. This indicates that BE'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%JulyAugustSeptemberOctoberNovemberDecember
20.41%
3.56%
BE
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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