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CHF=X vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CHF=X and VOO is 0.02, 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.


-0.50.00.51.00.0

Performance

CHF=X vs. VOO - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.05%
9.70%
CHF=X
VOO

Key characteristics

Sharpe Ratio

CHF=X:

-0.17

VOO:

1.98

Sortino Ratio

CHF=X:

-0.19

VOO:

2.65

Omega Ratio

CHF=X:

0.98

VOO:

1.36

Calmar Ratio

CHF=X:

-0.02

VOO:

2.98

Martin Ratio

CHF=X:

-0.26

VOO:

12.44

Ulcer Index

CHF=X:

4.47%

VOO:

2.02%

Daily Std Dev

CHF=X:

6.48%

VOO:

12.69%

Max Drawdown

CHF=X:

-60.32%

VOO:

-33.99%

Current Drawdown

CHF=X:

-50.62%

VOO:

0.00%

Returns By Period

In the year-to-date period, CHF=X achieves a -0.85% return, which is significantly lower than VOO's 4.06% return. Over the past 10 years, CHF=X has underperformed VOO with an annualized return of -0.51%, while VOO has yielded a comparatively higher 13.32% annualized return.


CHF=X

YTD

-0.85%

1M

-1.68%

6M

3.86%

1Y

2.15%

5Y*

-1.63%

10Y*

-0.51%

VOO

YTD

4.06%

1M

2.04%

6M

10.75%

1Y

23.75%

5Y*

14.44%

10Y*

13.32%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CHF=X vs. VOO — Risk-Adjusted Performance Rank

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

CHF=X
The Risk-Adjusted Performance Rank of CHF=X is 3838
Overall Rank
The Sharpe Ratio Rank of CHF=X is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of CHF=X is 3737
Sortino Ratio Rank
The Omega Ratio Rank of CHF=X is 3535
Omega Ratio Rank
The Calmar Ratio Rank of CHF=X is 4040
Calmar Ratio Rank
The Martin Ratio Rank of CHF=X is 4141
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
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.

CHF=X vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHF=X) 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 CHF=X, currently valued at -0.01, compared to the broader market0.002.004.006.008.00-0.012.08
The chart of Sortino ratio for CHF=X, currently valued at -0.00, compared to the broader market0.0010.0020.0030.0040.00-0.002.77
The chart of Omega ratio for CHF=X, currently valued at 1.00, compared to the broader market2.004.006.008.001.001.44
The chart of Calmar ratio for CHF=X, currently valued at -0.02, compared to the broader market0.0020.0040.0060.0080.00-0.022.89
The chart of Martin ratio for CHF=X, currently valued at -0.13, compared to the broader market0.00100.00200.00300.00400.00500.00-0.1312.54
CHF=X
VOO

The current CHF=X Sharpe Ratio is -0.17, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of CHF=X 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.01
2.08
CHF=X
VOO

Drawdowns

CHF=X vs. VOO - Drawdown Comparison

The maximum CHF=X drawdown since its inception was -60.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHF=X and VOO. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.24%
0
CHF=X
VOO

Volatility

CHF=X vs. VOO - Volatility Comparison

The current volatility for USD/CHF (CHF=X) is 0.34%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.83%. This indicates that CHF=X experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
0.34%
2.83%
CHF=X
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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