CGEN vs. VOO
Compare and contrast key facts about Compugen Ltd. (CGEN) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGEN or VOO.
Key characteristics
| CGEN | VOO | |
|---|---|---|
| YTD Return | -28.79% | 24.51% |
| 1Y Return | 130.28% | 32.00% |
| 3Y Return (Ann) | -35.18% | 9.36% |
| 5Y Return (Ann) | -24.25% | 15.30% |
| 10Y Return (Ann) | -14.17% | 13.12% |
| Sharpe Ratio | 0.68 | 2.64 |
| Sortino Ratio | 3.80 | 3.53 |
| Omega Ratio | 1.43 | 1.49 |
| Calmar Ratio | 1.33 | 3.81 |
| Martin Ratio | 4.36 | 17.34 |
| Ulcer Index | 29.50% | 1.86% |
| Daily Std Dev | 188.93% | 12.20% |
| Max Drawdown | -97.90% | -33.99% |
| Current Drawdown | -92.75% | -2.16% |
Correlation
The correlation between CGEN and VOO is 0.33, 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.
Performance
CGEN vs. VOO - Performance Comparison
In the year-to-date period, CGEN achieves a -28.79% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, CGEN has underperformed VOO with an annualized return of -14.17%, while VOO has yielded a comparatively higher 13.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CGEN vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compugen Ltd. (CGEN) 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.
Dividends
CGEN vs. VOO - Dividend Comparison
CGEN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGEN Compugen Ltd. | 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 | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CGEN vs. VOO - Drawdown Comparison
The maximum CGEN drawdown since its inception was -97.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CGEN and VOO. For additional features, visit the drawdowns tool.
Volatility
CGEN vs. VOO - Volatility Comparison
Compugen Ltd. (CGEN) has a higher volatility of 16.59% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that CGEN'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.