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

Correlation

The correlation between DASH and VOO is 0.52, 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

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.

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Key characteristics

Sharpe Ratio

DASH:

2.08

VOO:

0.60

Sortino Ratio

DASH:

2.50

VOO:

0.96

Omega Ratio

DASH:

1.35

VOO:

1.14

Calmar Ratio

DASH:

1.29

VOO:

0.62

Martin Ratio

DASH:

10.77

VOO:

2.35

Ulcer Index

DASH:

7.08%

VOO:

4.90%

Daily Std Dev

DASH:

38.84%

VOO:

19.45%

Max Drawdown

DASH:

-82.49%

VOO:

-33.99%

Current Drawdown

DASH:

-18.34%

VOO:

-4.58%

Returns By Period

In the year-to-date period, DASH achieves a 19.74% return, which is significantly higher than VOO's -0.17% return.


DASH

YTD

19.74%

1M

13.74%

6M

16.00%

1Y

79.94%

3Y*

43.62%

5Y*

N/A

10Y*

N/A

VOO

YTD

-0.17%

1M

10.68%

6M

-1.11%

1Y

11.53%

3Y*

15.43%

5Y*

16.33%

10Y*

12.60%

*Annualized

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DoorDash, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

DASH vs. VOO — Risk-Adjusted Performance Rank

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

DASH
The Risk-Adjusted Performance Rank of DASH is 9292
Overall Rank
The Sharpe Ratio Rank of DASH is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of DASH is 9191
Sortino Ratio Rank
The Omega Ratio Rank of DASH is 9191
Omega Ratio Rank
The Calmar Ratio Rank of DASH is 8787
Calmar Ratio Rank
The Martin Ratio Rank of DASH is 9595
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DASH Sharpe Ratio is 2.08, which is higher than the VOO Sharpe Ratio of 0.60. 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.


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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 1.30%.


TTM20242023202220212020201920182017201620152014
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
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


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Volatility

DASH vs. VOO - Volatility Comparison

DoorDash, Inc. (DASH) has a higher volatility of 14.34% compared to Vanguard S&P 500 ETF (VOO) at 4.67%. 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.


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