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

Key characteristics


CRSPVOO
YTD Return-15.35%5.98%
1Y Return7.97%22.69%
3Y Return (Ann)-26.15%8.02%
5Y Return (Ann)5.65%13.41%
Sharpe Ratio0.141.93
Daily Std Dev58.95%11.69%
Max Drawdown-81.61%-33.99%
Current Drawdown-74.77%-4.14%

Correlation

-0.50.00.51.00.4

The correlation between CRSP and VOO is 0.40, 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

CRSP vs. VOO - Performance Comparison

In the year-to-date period, CRSP achieves a -15.35% return, which is significantly lower than VOO's 5.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%NovemberDecember2024FebruaryMarchApril
276.08%
167.81%
CRSP
VOO

Compare stocks, funds, or ETFs

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CRISPR Therapeutics AG

Vanguard S&P 500 ETF

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.


CRSP
Sharpe ratio
The chart of Sharpe ratio for CRSP, currently valued at 0.14, compared to the broader market-2.00-1.000.001.002.003.000.14
Sortino ratio
The chart of Sortino ratio for CRSP, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.006.000.70
Omega ratio
The chart of Omega ratio for CRSP, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for CRSP, currently valued at 0.10, compared to the broader market0.002.004.006.000.10
Martin ratio
The chart of Martin ratio for CRSP, currently valued at 0.38, compared to the broader market-10.000.0010.0020.0030.000.38
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.93, compared to the broader market-2.00-1.000.001.002.003.001.93
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.006.002.79
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.67, compared to the broader market0.002.004.006.001.67
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.83, compared to the broader market-10.000.0010.0020.0030.007.83

CRSP vs. VOO - Sharpe Ratio Comparison

The current CRSP Sharpe Ratio is 0.14, which is lower than the VOO Sharpe Ratio of 1.93. The chart below compares the 12-month rolling Sharpe Ratio of CRSP and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.14
1.93
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 1.39%.


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
1.39%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%NovemberDecember2024FebruaryMarchApril
-74.77%
-4.14%
CRSP
VOO

Volatility

CRSP vs. VOO - Volatility Comparison

CRISPR Therapeutics AG (CRSP) has a higher volatility of 11.42% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. 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%25.00%30.00%NovemberDecember2024FebruaryMarchApril
11.42%
3.92%
CRSP
VOO