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CVSA vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVSA vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, CVSA achieves a 11.96% return, which is significantly higher than VOO's 8.95% return. Over the past 10 years, CVSA has outperformed VOO with an annualized return of 17.86%, while VOO has yielded a comparatively lower 14.95% annualized return.


CVSA

1D
0.62%
1M
-6.70%
6M
-4.49%
YTD
11.96%
1Y
0.63%
3Y*
38.38%
5Y*
26.67%
10Y*
17.86%
ALL TIME*
14.48%

VOO

1D
0.08%
1M
0.80%
6M
7.80%
YTD
8.95%
1Y
17.35%
3Y*
19.06%
5Y*
12.51%
10Y*
14.95%
ALL TIME*
14.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$44.54M$47.91M$41.08M
$3.42B$4.58B$5.39B

CVSA vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVSA
Covista Inc.
11.96%13.89%54.11%66.06%20.09%-12.93%-2.92%-26.10%12.53%34.78%
VOO
Vanguard S&P 500 ETF
8.95%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between CVSA and VOO is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (3Y)
Balances recent behavior with more history.

0.29

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.32

Correlation (10Y)
Provides a long-term view across more market conditions.

0.37

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.41

Over the past year, the correlation between CVSA and VOO has dropped to 0.09 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

CVSA vs. VOO — Risk / Return Rank

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

CVSA
CVSA Risk / Return Rank: 4848
Overall Rank
CVSA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CVSA Sortino Ratio Rank: 4545
Sortino Ratio Rank
CVSA Omega Ratio Rank: 4949
Omega Ratio Rank
CVSA Calmar Ratio Rank: 4848
Calmar Ratio Rank
CVSA Martin Ratio Rank: 4848
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6161
Overall Rank
VOO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5959
Sortino Ratio Rank
VOO Omega Ratio Rank: 6060
Omega Ratio Rank
VOO Calmar Ratio Rank: 5858
Calmar Ratio Rank
VOO Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CVSA vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Covista Inc. (CVSA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CVSAVOODifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.07

1.26

-0.19

Calmar ratioReturn relative to maximum drawdown

0.03

2.01

-1.98

Martin ratioReturn relative to average drawdown

0.05

8.67

-8.61

CVSA vs. VOO - Sharpe Ratio Comparison

The current CVSA Sharpe Ratio is 0.03, which is lower than the VOO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of CVSA and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CVSA vs. VOO - Drawdown Comparison

The maximum CVSA drawdown since its inception was -77.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CVSA and VOO.


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Drawdown Indicators


CVSAVOODifference

Max Drawdown

Largest peak-to-trough decline

-77.26%

-33.99%

-43.27%

Max Drawdown (1Y)

Largest decline over 1 year

-42.14%

-8.90%

-33.24%

Max Drawdown (3Y)

Largest decline over 3 years

-42.14%

-18.69%

-23.45%

Max Drawdown (5Y)

Largest decline over 5 years

-50.23%

-24.52%

-25.71%

Max Drawdown (10Y)

Largest decline over 10 years

-66.06%

-33.99%

-32.07%

Current Drawdown

Current decline from peak

-25.00%

-2.45%

-22.55%

Average Drawdown

Average peak-to-trough decline

-30.63%

-3.67%

-26.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.99%

2.06%

+22.93%

Volatility

CVSA vs. VOO - Volatility Comparison

Covista Inc. (CVSA) has a higher volatility of 16.75% compared to Vanguard S&P 500 ETF (VOO) at 3.22%. This indicates that CVSA'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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Volatility by Period


CVSAVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.75%

3.22%

+13.53%

Volatility (6M)

Calculated over the trailing 6-month period

32.38%

9.84%

+22.54%

Volatility (1Y)

Calculated over the trailing 1-year period

49.57%

12.62%

+36.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.54%

16.90%

+25.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.61%

18.00%

+21.61%

Dividends

CVSA vs. VOO - Dividend Comparison

CVSA has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.08%.


PositionTTM20252024202320222021202020192018201720162015
CVSA
Covista Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.15%1.42%
VOO
Vanguard S&P 500 ETF
1.08%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


CVSA and VOO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVSA has higher volatility (16.75%) compared to VOO (3.22%). In terms of maximum drawdown, CVSA dropped -77.26% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (1.42 vs 0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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