CRSP vs. VOO
Compare and contrast key facts about CRISPR Therapeutics AG (CRSP) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRSP or VOO.
Performance
CRSP vs. VOO - Performance Comparison
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
-24.52%
-3.41%
-15.96%
-30.40%
-7.17%
N/A
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
CRSP | VOO | |
---|---|---|
Sharpe Ratio | -0.30 | 2.64 |
Sortino Ratio | -0.09 | 3.53 |
Omega Ratio | 0.99 | 1.49 |
Calmar Ratio | -0.20 | 3.81 |
Martin Ratio | -0.48 | 17.34 |
Ulcer Index | 33.54% | 1.86% |
Daily Std Dev | 53.90% | 12.20% |
Max Drawdown | -81.61% | -33.99% |
Current Drawdown | -77.50% | -2.16% |
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Correlation
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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.