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

Correlation

The correlation between BRKR and VOO is 0.58, 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.


-0.50.00.51.00.6

Performance

BRKR vs. VOO - Performance Comparison

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

300.00%400.00%500.00%600.00%AugustSeptemberOctoberNovemberDecember2025
362.79%
590.76%
BRKR
VOO

Key characteristics

Sharpe Ratio

BRKR:

-0.39

VOO:

1.92

Sortino Ratio

BRKR:

-0.34

VOO:

2.56

Omega Ratio

BRKR:

0.96

VOO:

1.35

Calmar Ratio

BRKR:

-0.30

VOO:

2.88

Martin Ratio

BRKR:

-0.54

VOO:

12.38

Ulcer Index

BRKR:

27.61%

VOO:

1.96%

Daily Std Dev

BRKR:

37.85%

VOO:

12.70%

Max Drawdown

BRKR:

-94.83%

VOO:

-33.99%

Current Drawdown

BRKR:

-35.37%

VOO:

-4.16%

Returns By Period

In the year-to-date period, BRKR achieves a 3.68% return, which is significantly higher than VOO's -0.91% return. Over the past 10 years, BRKR has underperformed VOO with an annualized return of 12.57%, while VOO has yielded a comparatively higher 13.27% annualized return.


BRKR

YTD

3.68%

1M

3.86%

6M

-5.98%

1Y

-14.43%

5Y*

3.09%

10Y*

12.57%

VOO

YTD

-0.91%

1M

-3.61%

6M

4.42%

1Y

23.50%

5Y*

13.93%

10Y*

13.27%

*Annualized

Compare stocks, funds, or ETFs

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Bruker Corporation

Vanguard S&P 500 ETF

Risk-Adjusted Performance

BRKR vs. VOO — Risk-Adjusted Performance Rank

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

BRKR
The Risk-Adjusted Performance Rank of BRKR is 3030
Overall Rank
The Sharpe Ratio Rank of BRKR is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of BRKR is 2626
Sortino Ratio Rank
The Omega Ratio Rank of BRKR is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BRKR is 3030
Calmar Ratio Rank
The Martin Ratio Rank of BRKR is 3939
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRKR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bruker Corporation (BRKR) 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.


The chart of Sharpe ratio for BRKR, currently valued at -0.39, compared to the broader market-4.00-2.000.002.00-0.391.92
The chart of Sortino ratio for BRKR, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.342.56
The chart of Omega ratio for BRKR, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.35
The chart of Calmar ratio for BRKR, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.302.88
The chart of Martin ratio for BRKR, currently valued at -0.54, compared to the broader market0.0010.0020.00-0.5412.38
BRKR
VOO

The current BRKR Sharpe Ratio is -0.39, which is lower than the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of BRKR 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.39
1.92
BRKR
VOO

Dividends

BRKR vs. VOO - Dividend Comparison

BRKR's dividend yield for the trailing twelve months is around 0.33%, less than VOO's 1.26% yield.


TTM20242023202220212020201920182017201620152014
BRKR
Bruker Corporation
0.33%0.34%0.27%0.29%0.19%0.30%0.31%0.54%0.47%0.76%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BRKR vs. VOO - Drawdown Comparison

The maximum BRKR drawdown since its inception was -94.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BRKR and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-35.37%
-4.16%
BRKR
VOO

Volatility

BRKR vs. VOO - Volatility Comparison

Bruker Corporation (BRKR) has a higher volatility of 7.27% compared to Vanguard S&P 500 ETF (VOO) at 4.64%. This indicates that BRKR'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%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
7.27%
4.64%
BRKR
VOO

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