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

Performance

CRSP vs. VOO - Performance Comparison

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

200.00%250.00%300.00%350.00%JuneJulyAugustSeptemberOctoberNovember
235.34%
214.62%
CRSP
VOO

Returns By Period

In the year-to-date period, CRSP achieves a -24.52% return, which is significantly lower than VOO's 24.51% return.


CRSP

YTD

-24.52%

1M

-3.41%

6M

-15.96%

1Y

-30.40%

5Y (annualized)

-7.17%

10Y (annualized)

N/A

VOO

YTD

24.51%

1M

0.61%

6M

11.38%

1Y

32.00%

5Y (annualized)

15.30%

10Y (annualized)

13.12%

Key characteristics


CRSPVOO
Sharpe Ratio-0.302.64
Sortino Ratio-0.093.53
Omega Ratio0.991.49
Calmar Ratio-0.203.81
Martin Ratio-0.4817.34
Ulcer Index33.54%1.86%
Daily Std Dev53.90%12.20%
Max Drawdown-81.61%-33.99%
Current Drawdown-77.50%-2.16%

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Correlation

-0.50.00.51.00.4

The correlation between CRSP and VOO is 0.40, 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.

Risk-Adjusted Performance

CRSP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CRISPR Therapeutics AG (CRSP) 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 CRSP, currently valued at -0.30, compared to the broader market-4.00-2.000.002.00-0.302.64
The chart of Sortino ratio for CRSP, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.093.53
The chart of Omega ratio for CRSP, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.49
The chart of Calmar ratio for CRSP, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.203.81
The chart of Martin ratio for CRSP, currently valued at -0.48, compared to the broader market0.0010.0020.0030.00-0.4817.34
CRSP
VOO

The current CRSP Sharpe Ratio is -0.30, which is lower than the VOO Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of CRSP 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.30
2.64
CRSP
VOO

Dividends

CRSP vs. VOO - Dividend Comparison

CRSP has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
CRSP
CRISPR Therapeutics AG
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
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CRSP vs. VOO - Drawdown Comparison

The maximum CRSP drawdown since its inception was -81.61%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CRSP and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-77.50%
-2.16%
CRSP
VOO

Volatility

CRSP vs. VOO - Volatility Comparison

CRISPR Therapeutics AG (CRSP) has a higher volatility of 18.00% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that CRSP'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%JuneJulyAugustSeptemberOctoberNovember
18.00%
4.09%
CRSP
VOO