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

Key characteristics


COURVOO
YTD Return-50.39%7.94%
1Y Return-13.42%28.21%
3Y Return (Ann)-40.55%8.82%
Sharpe Ratio-0.342.33
Daily Std Dev40.70%11.70%
Max Drawdown-83.57%-33.99%
Current Drawdown-83.43%-2.36%

Correlation

-0.50.00.51.00.5

The correlation between COUR and VOO is 0.48, 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.

Performance

COUR vs. VOO - Performance Comparison

In the year-to-date period, COUR achieves a -50.39% return, which is significantly lower than VOO's 7.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%December2024FebruaryMarchAprilMay
-78.64%
35.10%
COUR
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Coursera, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

COUR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coursera, Inc. (COUR) 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.


COUR
Sharpe ratio
The chart of Sharpe ratio for COUR, currently valued at -0.34, compared to the broader market-2.00-1.000.001.002.003.004.00-0.34
Sortino ratio
The chart of Sortino ratio for COUR, currently valued at -0.23, compared to the broader market-4.00-2.000.002.004.006.00-0.23
Omega ratio
The chart of Omega ratio for COUR, currently valued at 0.97, compared to the broader market0.501.001.500.97
Calmar ratio
The chart of Calmar ratio for COUR, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17
Martin ratio
The chart of Martin ratio for COUR, currently valued at -0.80, compared to the broader market-10.000.0010.0020.0030.00-0.80
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.33, compared to the broader market-2.00-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.33
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market0.501.001.501.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.02, compared to the broader market0.002.004.006.002.02
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.40, compared to the broader market-10.000.0010.0020.0030.009.40

COUR vs. VOO - Sharpe Ratio Comparison

The current COUR Sharpe Ratio is -0.34, which is lower than the VOO Sharpe Ratio of 2.33. The chart below compares the 12-month rolling Sharpe Ratio of COUR and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
-0.34
2.33
COUR
VOO

Dividends

COUR vs. VOO - Dividend Comparison

COUR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.36%.


TTM20232022202120202019201820172016201520142013
COUR
Coursera, 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
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

COUR vs. VOO - Drawdown Comparison

The maximum COUR drawdown since its inception was -83.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for COUR and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-83.43%
-2.36%
COUR
VOO

Volatility

COUR vs. VOO - Volatility Comparison

Coursera, Inc. (COUR) has a higher volatility of 16.84% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that COUR'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%December2024FebruaryMarchAprilMay
16.84%
4.09%
COUR
VOO