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

Correlation

The correlation between CPNG and VOO is 0.38, 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

CPNG vs. VOO - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-53.42%
59.35%
CPNG
VOO

Key characteristics

Sharpe Ratio

CPNG:

1.19

VOO:

2.25

Sortino Ratio

CPNG:

1.72

VOO:

2.98

Omega Ratio

CPNG:

1.25

VOO:

1.42

Calmar Ratio

CPNG:

0.61

VOO:

3.31

Martin Ratio

CPNG:

5.66

VOO:

14.77

Ulcer Index

CPNG:

7.84%

VOO:

1.90%

Daily Std Dev

CPNG:

37.32%

VOO:

12.46%

Max Drawdown

CPNG:

-81.47%

VOO:

-33.99%

Current Drawdown

CPNG:

-54.53%

VOO:

-2.47%

Returns By Period

In the year-to-date period, CPNG achieves a 41.69% return, which is significantly higher than VOO's 26.02% return.


CPNG

YTD

41.69%

1M

-4.30%

6M

7.50%

1Y

41.69%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CPNG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coupang, Inc. (CPNG) 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 CPNG, currently valued at 1.19, compared to the broader market-4.00-2.000.002.001.192.25
The chart of Sortino ratio for CPNG, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.722.98
The chart of Omega ratio for CPNG, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.42
The chart of Calmar ratio for CPNG, currently valued at 0.61, compared to the broader market0.002.004.006.000.613.31
The chart of Martin ratio for CPNG, currently valued at 5.66, compared to the broader market-5.000.005.0010.0015.0020.0025.005.6614.77
CPNG
VOO

The current CPNG Sharpe Ratio is 1.19, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of CPNG 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.19
2.25
CPNG
VOO

Dividends

CPNG vs. VOO - Dividend Comparison

CPNG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
CPNG
Coupang, 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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CPNG vs. VOO - Drawdown Comparison

The maximum CPNG drawdown since its inception was -81.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CPNG and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-54.53%
-2.47%
CPNG
VOO

Volatility

CPNG vs. VOO - Volatility Comparison

Coupang, Inc. (CPNG) has a higher volatility of 8.11% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that CPNG'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%JulyAugustSeptemberOctoberNovemberDecember
8.11%
3.75%
CPNG
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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