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

Correlation

The correlation between VOO and BFLY is 0.40, 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

VOO vs. BFLY - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
101.07%
-68.79%
VOO
BFLY

Key characteristics

Sharpe Ratio

VOO:

2.25

BFLY:

2.13

Sortino Ratio

VOO:

2.98

BFLY:

2.95

Omega Ratio

VOO:

1.42

BFLY:

1.33

Calmar Ratio

VOO:

3.31

BFLY:

2.19

Martin Ratio

VOO:

14.77

BFLY:

8.22

Ulcer Index

VOO:

1.90%

BFLY:

25.93%

Daily Std Dev

VOO:

12.46%

BFLY:

100.29%

Max Drawdown

VOO:

-33.99%

BFLY:

-97.40%

Current Drawdown

VOO:

-2.47%

BFLY:

-88.61%

Returns By Period

In the year-to-date period, VOO achieves a 26.02% return, which is significantly lower than BFLY's 186.11% return.


VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

BFLY

YTD

186.11%

1M

-6.93%

6M

232.94%

1Y

200.00%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VOO vs. BFLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Butterfly Network, Inc. (BFLY). 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 VOO, currently valued at 2.25, compared to the broader market0.002.004.002.252.13
The chart of Sortino ratio for VOO, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.0010.002.982.95
The chart of Omega ratio for VOO, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.33
The chart of Calmar ratio for VOO, currently valued at 3.31, compared to the broader market0.005.0010.0015.003.312.19
The chart of Martin ratio for VOO, currently valued at 14.77, compared to the broader market0.0020.0040.0060.0080.00100.0014.778.22
VOO
BFLY

The current VOO Sharpe Ratio is 2.25, which is comparable to the BFLY Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of VOO and BFLY, 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
2.25
2.13
VOO
BFLY

Dividends

VOO vs. BFLY - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 0.91%, while BFLY has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BFLY
Butterfly Network, 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%

Drawdowns

VOO vs. BFLY - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum BFLY drawdown of -97.40%. Use the drawdown chart below to compare losses from any high point for VOO and BFLY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.47%
-88.61%
VOO
BFLY

Volatility

VOO vs. BFLY - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 3.75%, while Butterfly Network, Inc. (BFLY) has a volatility of 20.75%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than BFLY 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%JulyAugustSeptemberOctoberNovemberDecember
3.75%
20.75%
VOO
BFLY
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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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