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

Correlation

The correlation between DASH and VOO is 0.50, 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.


-0.50.00.51.00.5

Performance

DASH vs. VOO - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-9.77%
71.72%
DASH
VOO

Key characteristics

Sharpe Ratio

DASH:

2.14

VOO:

2.25

Sortino Ratio

DASH:

2.72

VOO:

2.98

Omega Ratio

DASH:

1.36

VOO:

1.42

Calmar Ratio

DASH:

1.18

VOO:

3.31

Martin Ratio

DASH:

6.21

VOO:

14.77

Ulcer Index

DASH:

11.78%

VOO:

1.90%

Daily Std Dev

DASH:

34.28%

VOO:

12.46%

Max Drawdown

DASH:

-82.49%

VOO:

-33.99%

Current Drawdown

DASH:

-30.48%

VOO:

-2.47%

Returns By Period

In the year-to-date period, DASH achieves a 72.92% return, which is significantly higher than VOO's 26.02% return.


DASH

YTD

72.92%

1M

-0.70%

6M

50.16%

1Y

70.05%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

DASH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoorDash, Inc. (DASH) 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 DASH, currently valued at 2.14, compared to the broader market-4.00-2.000.002.002.142.25
The chart of Sortino ratio for DASH, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.002.722.98
The chart of Omega ratio for DASH, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.42
The chart of Calmar ratio for DASH, currently valued at 1.18, compared to the broader market0.002.004.006.001.183.31
The chart of Martin ratio for DASH, currently valued at 6.21, compared to the broader market-5.000.005.0010.0015.0020.0025.006.2114.77
DASH
VOO

The current DASH Sharpe Ratio is 2.14, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of DASH 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.14
2.25
DASH
VOO

Dividends

DASH vs. VOO - Dividend Comparison

DASH has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
DASH
DoorDash, 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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

DASH vs. VOO - Drawdown Comparison

The maximum DASH drawdown since its inception was -82.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DASH and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.48%
-2.47%
DASH
VOO

Volatility

DASH vs. VOO - Volatility Comparison

DoorDash, Inc. (DASH) has a higher volatility of 9.28% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that DASH'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.28%
3.75%
DASH
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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