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

Key characteristics


CRUSVOO
YTD Return0.97%5.63%
1Y Return-1.62%23.68%
3Y Return (Ann)4.13%7.89%
5Y Return (Ann)10.95%13.12%
10Y Return (Ann)14.09%12.38%
Sharpe Ratio-0.041.91
Daily Std Dev32.03%11.70%
Max Drawdown-97.48%-33.99%
Current Drawdown-23.33%-4.45%

Correlation

-0.50.00.51.00.5

The correlation between CRUS and VOO is 0.54, 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.

Performance

CRUS vs. VOO - Performance Comparison

In the year-to-date period, CRUS achieves a 0.97% return, which is significantly lower than VOO's 5.63% return. Over the past 10 years, CRUS has outperformed VOO with an annualized return of 14.09%, while VOO has yielded a comparatively lower 12.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%December2024FebruaryMarchAprilMay
424.34%
489.23%
CRUS
VOO

Compare stocks, funds, or ETFs

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


Cirrus Logic, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

CRUS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cirrus Logic, Inc. (CRUS) 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.


CRUS
Sharpe ratio
The chart of Sharpe ratio for CRUS, currently valued at -0.04, compared to the broader market-2.00-1.000.001.002.003.004.00-0.04
Sortino ratio
The chart of Sortino ratio for CRUS, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.006.000.19
Omega ratio
The chart of Omega ratio for CRUS, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for CRUS, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.03
Martin ratio
The chart of Martin ratio for CRUS, currently valued at -0.13, compared to the broader market-10.000.0010.0020.0030.00-0.13
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.75, compared to the broader market-4.00-2.000.002.004.006.002.75
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 1.65, compared to the broader market0.002.004.006.001.65
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.71, compared to the broader market-10.000.0010.0020.0030.007.71

CRUS vs. VOO - Sharpe Ratio Comparison

The current CRUS Sharpe Ratio is -0.04, which is lower than the VOO Sharpe Ratio of 1.91. The chart below compares the 12-month rolling Sharpe Ratio of CRUS and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.04
1.91
CRUS
VOO

Dividends

CRUS vs. VOO - Dividend Comparison

CRUS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


TTM20232022202120202019201820172016201520142013
CRUS
Cirrus Logic, 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
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

CRUS vs. VOO - Drawdown Comparison

The maximum CRUS drawdown since its inception was -97.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CRUS and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-23.33%
-4.45%
CRUS
VOO

Volatility

CRUS vs. VOO - Volatility Comparison

Cirrus Logic, Inc. (CRUS) has a higher volatility of 9.82% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that CRUS'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%December2024FebruaryMarchAprilMay
9.82%
3.89%
CRUS
VOO