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

Correlation

The correlation between DBX and VOO is 0.53, 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

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.

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Key characteristics

Sharpe Ratio

DBX:

0.84

VOO:

0.52

Sortino Ratio

DBX:

1.14

VOO:

0.89

Omega Ratio

DBX:

1.17

VOO:

1.13

Calmar Ratio

DBX:

0.49

VOO:

0.57

Martin Ratio

DBX:

2.49

VOO:

2.18

Ulcer Index

DBX:

9.96%

VOO:

4.85%

Daily Std Dev

DBX:

32.62%

VOO:

19.11%

Max Drawdown

DBX:

-62.64%

VOO:

-33.99%

Current Drawdown

DBX:

-29.86%

VOO:

-7.67%

Returns By Period

In the year-to-date period, DBX achieves a -1.93% return, which is significantly higher than VOO's -3.41% return.


DBX

YTD

-1.93%

1M

8.79%

6M

8.95%

1Y

27.37%

5Y*

5.15%

10Y*

N/A

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

DBX vs. VOO — Risk-Adjusted Performance Rank

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

DBX
The Risk-Adjusted Performance Rank of DBX is 7474
Overall Rank
The Sharpe Ratio Rank of DBX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of DBX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of DBX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of DBX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of DBX is 7777
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
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.

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.


The current DBX Sharpe Ratio is 0.84, which is higher than the VOO Sharpe Ratio of 0.52. 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.


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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 1.34%.


TTM20242023202220212020201920182017201620152014
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
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


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Volatility

DBX vs. VOO - Volatility Comparison

The current volatility for Dropbox, Inc. (DBX) is 6.38%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. This indicates that DBX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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