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

Correlation

The correlation between CELH and VOO is 0.21, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

CELH vs. VOO - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
6,503.94%
552.28%
CELH
VOO

Key characteristics

Sharpe Ratio

CELH:

-0.69

VOO:

0.57

Sortino Ratio

CELH:

-0.92

VOO:

0.92

Omega Ratio

CELH:

0.90

VOO:

1.13

Calmar Ratio

CELH:

-0.60

VOO:

0.58

Martin Ratio

CELH:

-0.78

VOO:

2.42

Ulcer Index

CELH:

60.13%

VOO:

4.51%

Daily Std Dev

CELH:

67.38%

VOO:

19.17%

Max Drawdown

CELH:

-99.79%

VOO:

-33.99%

Current Drawdown

CELH:

-61.29%

VOO:

-10.56%

Returns By Period

In the year-to-date period, CELH achieves a 41.23% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, CELH has outperformed VOO with an annualized return of 42.59%, while VOO has yielded a comparatively lower 12.02% annualized return.


CELH

YTD

41.23%

1M

5.50%

6M

17.35%

1Y

-48.33%

5Y*

90.53%

10Y*

42.59%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

CELH vs. VOO — Risk-Adjusted Performance Rank

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

CELH
The Risk-Adjusted Performance Rank of CELH is 1919
Overall Rank
The Sharpe Ratio Rank of CELH is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of CELH is 1414
Sortino Ratio Rank
The Omega Ratio Rank of CELH is 1818
Omega Ratio Rank
The Calmar Ratio Rank of CELH is 1414
Calmar Ratio Rank
The Martin Ratio Rank of CELH is 3535
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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.

CELH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Celsius Holdings, Inc. (CELH) 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 CELH, currently valued at -0.69, compared to the broader market-2.00-1.000.001.002.003.00
CELH: -0.69
VOO: 0.57
The chart of Sortino ratio for CELH, currently valued at -0.92, compared to the broader market-6.00-4.00-2.000.002.004.00
CELH: -0.92
VOO: 0.92
The chart of Omega ratio for CELH, currently valued at 0.90, compared to the broader market0.501.001.502.00
CELH: 0.90
VOO: 1.13
The chart of Calmar ratio for CELH, currently valued at -0.60, compared to the broader market0.001.002.003.004.005.00
CELH: -0.60
VOO: 0.58
The chart of Martin ratio for CELH, currently valued at -0.78, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CELH: -0.78
VOO: 2.42

The current CELH Sharpe Ratio is -0.69, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of CELH 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.69
0.57
CELH
VOO

Dividends

CELH vs. VOO - Dividend Comparison

CELH has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


TTM20242023202220212020201920182017201620152014
CELH
Celsius Holdings, 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
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CELH vs. VOO - Drawdown Comparison

The maximum CELH drawdown since its inception was -99.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CELH and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-61.29%
-10.56%
CELH
VOO

Volatility

CELH vs. VOO - Volatility Comparison

Celsius Holdings, Inc. (CELH) has a higher volatility of 15.28% compared to Vanguard S&P 500 ETF (VOO) at 13.97%. This indicates that CELH'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%NovemberDecember2025FebruaryMarchApril
15.28%
13.97%
CELH
VOO