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BEAM vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BEAM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beam Therapeutics Inc. (BEAM) 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, BEAM achieves a 28.17% return, which is significantly higher than VOO's 9.75% return.


BEAM

1D
4.07%
1M
24.06%
YTD
28.17%
6M
27.26%
1Y
111.99%
3Y*
3.76%
5Y*
-16.23%
10Y*

VOO

1D
-0.29%
1M
0.08%
YTD
9.75%
6M
9.30%
1Y
26.77%
3Y*
21.36%
5Y*
13.58%
10Y*
15.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEAM vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BEAM
Beam Therapeutics Inc.
28.17%11.77%-8.89%-30.40%-50.92%-2.39%240.17%
VOO
Vanguard S&P 500 ETF
9.75%17.82%24.98%26.32%-18.17%28.79%14.44%

Correlation

The correlation between BEAM and VOO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.38

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

0.45

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2020

0.41

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Return for Risk

BEAM vs. VOO — Risk / Return Rank

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

BEAM
BEAM Risk / Return Rank: 8181
Overall Rank
BEAM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BEAM Sortino Ratio Rank: 8282
Sortino Ratio Rank
BEAM Omega Ratio Rank: 7777
Omega Ratio Rank
BEAM Calmar Ratio Rank: 8383
Calmar Ratio Rank
BEAM Martin Ratio Rank: 8080
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6868
Overall Rank
VOO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6767
Sortino Ratio Rank
VOO Omega Ratio Rank: 6969
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7474
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.

BEAM vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beam Therapeutics Inc. (BEAM) 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.


BEAMVOODifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.27

1.39

-0.13

Calmar ratioReturn relative to maximum drawdown

2.95

3.02

-0.07

Martin ratioReturn relative to average drawdown

6.34

13.58

-7.24

BEAM vs. VOO - Sharpe Ratio Comparison

The current BEAM Sharpe Ratio is 1.49, which is lower than the VOO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of BEAM 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

BEAM vs. VOO - Drawdown Comparison

The maximum BEAM drawdown since its inception was -89.12%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BEAM and VOO.


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Drawdown Indicators


BEAMVOODifference

Max Drawdown

Largest peak-to-trough decline

-89.12%

-33.99%

-55.13%

Max Drawdown (1Y)

Largest decline over 1 year

-38.15%

-8.90%

-29.25%

Max Drawdown (3Y)

Largest decline over 3 years

-67.74%

-18.69%

-49.05%

Max Drawdown (5Y)

Largest decline over 5 years

-89.12%

-24.52%

-64.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-73.41%

-1.74%

-71.67%

Average Drawdown

Average peak-to-trough decline

-59.93%

-3.68%

-56.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.72%

1.98%

+15.74%

Volatility

BEAM vs. VOO - Volatility Comparison

Beam Therapeutics Inc. (BEAM) has a higher volatility of 23.00% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. This indicates that BEAM'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


BEAMVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

23.00%

4.60%

+18.40%

Volatility (6M)

Calculated over the trailing 6-month period

53.52%

9.73%

+43.79%

Volatility (1Y)

Calculated over the trailing 1-year period

75.50%

12.39%

+63.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.10%

16.90%

+59.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.82%

18.05%

+62.77%

Dividends

BEAM vs. VOO - Dividend Comparison

BEAM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.04%.


PositionTTM20252024202320222021202020192018201720162015
BEAM
Beam Therapeutics 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
1.04%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


BEAM and VOO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BEAM has higher volatility (23.00%) compared to VOO (4.60%). In terms of maximum drawdown, BEAM dropped -89.12% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.17 vs 1.49), 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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