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

Correlation

The correlation between CHPT 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

CHPT vs. VOO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-12.41%
9.97%
CHPT
VOO

Key characteristics

Sharpe Ratio

CHPT:

-0.65

VOO:

2.22

Sortino Ratio

CHPT:

-0.75

VOO:

2.95

Omega Ratio

CHPT:

0.92

VOO:

1.42

Calmar Ratio

CHPT:

-0.55

VOO:

3.27

Martin Ratio

CHPT:

-1.50

VOO:

14.57

Ulcer Index

CHPT:

35.84%

VOO:

1.90%

Daily Std Dev

CHPT:

83.22%

VOO:

12.47%

Max Drawdown

CHPT:

-97.64%

VOO:

-33.99%

Current Drawdown

CHPT:

-97.55%

VOO:

-1.77%

Returns By Period

In the year-to-date period, CHPT achieves a -51.71% return, which is significantly lower than VOO's 26.92% return.


CHPT

YTD

-51.71%

1M

-1.74%

6M

-18.71%

1Y

-54.25%

5Y*

-35.15%

10Y*

N/A

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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Risk-Adjusted Performance

CHPT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ChargePoint Holdings, Inc. (CHPT) 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 CHPT, currently valued at -0.65, compared to the broader market-4.00-2.000.002.00-0.652.22
The chart of Sortino ratio for CHPT, currently valued at -0.75, compared to the broader market-4.00-2.000.002.004.00-0.752.95
The chart of Omega ratio for CHPT, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.42
The chart of Calmar ratio for CHPT, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.553.27
The chart of Martin ratio for CHPT, currently valued at -1.50, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.5014.57
CHPT
VOO

The current CHPT Sharpe Ratio is -0.65, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of CHPT 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.65
2.22
CHPT
VOO

Dividends

CHPT vs. VOO - Dividend Comparison

CHPT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
CHPT
ChargePoint 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
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CHPT vs. VOO - Drawdown Comparison

The maximum CHPT drawdown since its inception was -97.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHPT and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-97.55%
-1.77%
CHPT
VOO

Volatility

CHPT vs. VOO - Volatility Comparison

ChargePoint Holdings, Inc. (CHPT) has a higher volatility of 26.53% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that CHPT'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%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
26.53%
3.78%
CHPT
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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