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

Correlation

The correlation between DBX 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.


-0.50.00.51.00.5

Performance

DBX vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
42.12%
7.93%
DBX
VOO

Key characteristics

Sharpe Ratio

DBX:

-0.03

VOO:

2.04

Sortino Ratio

DBX:

0.19

VOO:

2.72

Omega Ratio

DBX:

1.03

VOO:

1.38

Calmar Ratio

DBX:

-0.02

VOO:

3.02

Martin Ratio

DBX:

-0.04

VOO:

13.60

Ulcer Index

DBX:

24.98%

VOO:

1.88%

Daily Std Dev

DBX:

34.71%

VOO:

12.52%

Max Drawdown

DBX:

-62.64%

VOO:

-33.99%

Current Drawdown

DBX:

-29.07%

VOO:

-3.52%

Returns By Period

In the year-to-date period, DBX achieves a 1.05% return, which is significantly lower than VOO's 24.65% return.


DBX

YTD

1.05%

1M

11.70%

6M

42.13%

1Y

0.00%

5Y*

10.80%

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

DBX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dropbox, Inc. (DBX) 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 DBX, currently valued at -0.03, compared to the broader market-4.00-2.000.002.00-0.031.98
The chart of Sortino ratio for DBX, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.000.192.65
The chart of Omega ratio for DBX, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.37
The chart of Calmar ratio for DBX, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.022.93
The chart of Martin ratio for DBX, currently valued at -0.04, compared to the broader market0.0010.0020.00-0.0413.12
DBX
VOO

The current DBX Sharpe Ratio is -0.03, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of DBX 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.03
1.98
DBX
VOO

Dividends

DBX vs. VOO - Dividend Comparison

DBX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
DBX
Dropbox, 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
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

DBX vs. VOO - Drawdown Comparison

The maximum DBX drawdown since its inception was -62.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DBX and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.07%
-3.52%
DBX
VOO

Volatility

DBX vs. VOO - Volatility Comparison

Dropbox, Inc. (DBX) has a higher volatility of 9.57% compared to Vanguard S&P 500 ETF (VOO) at 3.56%. This indicates that DBX'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%JulyAugustSeptemberOctoberNovemberDecember
9.57%
3.56%
DBX
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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