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

Correlation

The correlation between CRGO and VOO is 0.10, 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.


Performance

CRGO vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CRGO:

-0.06

VOO:

0.74

Sortino Ratio

CRGO:

0.70

VOO:

1.04

Omega Ratio

CRGO:

1.08

VOO:

1.15

Calmar Ratio

CRGO:

-0.07

VOO:

0.68

Martin Ratio

CRGO:

-0.17

VOO:

2.58

Ulcer Index

CRGO:

33.59%

VOO:

4.93%

Daily Std Dev

CRGO:

101.01%

VOO:

19.54%

Max Drawdown

CRGO:

-87.61%

VOO:

-33.99%

Current Drawdown

CRGO:

-79.98%

VOO:

-3.55%

Returns By Period

In the year-to-date period, CRGO achieves a -31.15% return, which is significantly lower than VOO's 0.90% return.


CRGO

YTD

-31.15%

1M

-12.13%

6M

1.45%

1Y

-5.83%

3Y*

-40.28%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Freightos Limited Ordinary shares

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CRGO vs. VOO — Risk-Adjusted Performance Rank

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

CRGO
The Risk-Adjusted Performance Rank of CRGO is 5050
Overall Rank
The Sharpe Ratio Rank of CRGO is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of CRGO is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CRGO is 5454
Omega Ratio Rank
The Calmar Ratio Rank of CRGO is 4747
Calmar Ratio Rank
The Martin Ratio Rank of CRGO is 4747
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

CRGO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Freightos Limited Ordinary shares (CRGO) 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.


The current CRGO Sharpe Ratio is -0.06, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CRGO 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CRGO vs. VOO - Dividend Comparison

CRGO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
CRGO
Freightos Limited Ordinary shares
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
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CRGO vs. VOO - Drawdown Comparison

The maximum CRGO drawdown since its inception was -87.61%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CRGO and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CRGO vs. VOO - Volatility Comparison

Freightos Limited Ordinary shares (CRGO) has a higher volatility of 24.49% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that CRGO'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.


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