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

Correlation

The correlation between CECO and VOO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

CECO vs. VOO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-12.06%
10.75%
CECO
VOO

Key characteristics

Sharpe Ratio

CECO:

0.51

VOO:

1.98

Sortino Ratio

CECO:

0.96

VOO:

2.65

Omega Ratio

CECO:

1.14

VOO:

1.36

Calmar Ratio

CECO:

0.87

VOO:

2.98

Martin Ratio

CECO:

2.44

VOO:

12.44

Ulcer Index

CECO:

10.56%

VOO:

2.02%

Daily Std Dev

CECO:

49.93%

VOO:

12.69%

Max Drawdown

CECO:

-90.63%

VOO:

-33.99%

Current Drawdown

CECO:

-29.67%

VOO:

0.00%

Returns By Period

In the year-to-date period, CECO achieves a -19.72% return, which is significantly lower than VOO's 4.06% return. Over the past 10 years, CECO has underperformed VOO with an annualized return of 5.93%, while VOO has yielded a comparatively higher 13.30% annualized return.


CECO

YTD

-19.72%

1M

-23.75%

6M

-12.07%

1Y

15.19%

5Y*

25.81%

10Y*

5.93%

VOO

YTD

4.06%

1M

2.87%

6M

10.75%

1Y

23.12%

5Y*

14.36%

10Y*

13.30%

*Annualized

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Risk-Adjusted Performance

CECO vs. VOO — Risk-Adjusted Performance Rank

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

CECO
The Risk-Adjusted Performance Rank of CECO is 6464
Overall Rank
The Sharpe Ratio Rank of CECO is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of CECO is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CECO is 5858
Omega Ratio Rank
The Calmar Ratio Rank of CECO is 7676
Calmar Ratio Rank
The Martin Ratio Rank of CECO is 6868
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8080
Overall Rank
The Sharpe Ratio Rank of VOO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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.

CECO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CECO Environmental Corp. (CECO) 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 CECO, currently valued at 0.51, compared to the broader market-2.000.002.004.000.511.98
The chart of Sortino ratio for CECO, currently valued at 0.96, compared to the broader market-6.00-4.00-2.000.002.004.006.000.962.65
The chart of Omega ratio for CECO, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.36
The chart of Calmar ratio for CECO, currently valued at 0.87, compared to the broader market0.002.004.006.000.872.98
The chart of Martin ratio for CECO, currently valued at 2.44, compared to the broader market-10.000.0010.0020.0030.002.4412.44
CECO
VOO

The current CECO Sharpe Ratio is 0.51, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of CECO 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.51
1.98
CECO
VOO

Dividends

CECO vs. VOO - Dividend Comparison

CECO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
CECO
CECO Environmental Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.39%1.89%3.44%1.48%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CECO vs. VOO - Drawdown Comparison

The maximum CECO drawdown since its inception was -90.63%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CECO and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-29.67%
0
CECO
VOO

Volatility

CECO vs. VOO - Volatility Comparison

CECO Environmental Corp. (CECO) has a higher volatility of 13.18% compared to Vanguard S&P 500 ETF (VOO) at 3.13%. This indicates that CECO'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%20.00%SeptemberOctoberNovemberDecember2025February
13.18%
3.13%
CECO
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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