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

Correlation

The correlation between CLNE and VOO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CLNE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clean Energy Fuels Corp. (CLNE) 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%SeptemberOctoberNovemberDecember2025February
-3.19%
10.20%
CLNE
VOO

Key characteristics

Sharpe Ratio

CLNE:

0.01

VOO:

1.92

Sortino Ratio

CLNE:

0.51

VOO:

2.58

Omega Ratio

CLNE:

1.05

VOO:

1.35

Calmar Ratio

CLNE:

0.00

VOO:

2.88

Martin Ratio

CLNE:

0.02

VOO:

12.03

Ulcer Index

CLNE:

16.18%

VOO:

2.02%

Daily Std Dev

CLNE:

62.08%

VOO:

12.69%

Max Drawdown

CLNE:

-95.48%

VOO:

-33.99%

Current Drawdown

CLNE:

-87.25%

VOO:

0.00%

Returns By Period

In the year-to-date period, CLNE achieves a 21.51% return, which is significantly higher than VOO's 4.36% return. Over the past 10 years, CLNE has underperformed VOO with an annualized return of -4.68%, while VOO has yielded a comparatively higher 13.28% annualized return.


CLNE

YTD

21.51%

1M

5.90%

6M

-3.17%

1Y

-4.09%

5Y*

1.23%

10Y*

-4.68%

VOO

YTD

4.36%

1M

2.34%

6M

10.20%

1Y

24.11%

5Y*

14.50%

10Y*

13.28%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CLNE vs. VOO — Risk-Adjusted Performance Rank

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

CLNE
The Risk-Adjusted Performance Rank of CLNE is 4444
Overall Rank
The Sharpe Ratio Rank of CLNE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of CLNE is 4545
Sortino Ratio Rank
The Omega Ratio Rank of CLNE is 4242
Omega Ratio Rank
The Calmar Ratio Rank of CLNE is 4444
Calmar Ratio Rank
The Martin Ratio Rank of CLNE is 4444
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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.

CLNE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clean Energy Fuels Corp. (CLNE) 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 CLNE, currently valued at 0.01, compared to the broader market-2.000.002.004.000.011.92
The chart of Sortino ratio for CLNE, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.006.000.512.58
The chart of Omega ratio for CLNE, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.35
The chart of Calmar ratio for CLNE, currently valued at 0.00, compared to the broader market0.002.004.006.000.002.88
The chart of Martin ratio for CLNE, currently valued at 0.02, compared to the broader market0.0010.0020.0030.000.0212.03
CLNE
VOO

The current CLNE Sharpe Ratio is 0.01, which is lower than the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of CLNE 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.01
1.92
CLNE
VOO

Dividends

CLNE vs. VOO - Dividend Comparison

CLNE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
CLNE
Clean Energy Fuels Corp.
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
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CLNE vs. VOO - Drawdown Comparison

The maximum CLNE drawdown since its inception was -95.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CLNE and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-87.25%
0
CLNE
VOO

Volatility

CLNE vs. VOO - Volatility Comparison

Clean Energy Fuels Corp. (CLNE) has a higher volatility of 16.73% compared to Vanguard S&P 500 ETF (VOO) at 3.12%. This indicates that CLNE'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%SeptemberOctoberNovemberDecember2025February
16.73%
3.12%
CLNE
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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