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

Correlation

The correlation between DCBO 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

DCBO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Docebo Inc (DCBO) 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

DCBO:

-0.67

VOO:

0.58

Sortino Ratio

DCBO:

-0.81

VOO:

0.96

Omega Ratio

DCBO:

0.88

VOO:

1.14

Calmar Ratio

DCBO:

-0.42

VOO:

0.62

Martin Ratio

DCBO:

-1.36

VOO:

2.36

Ulcer Index

DCBO:

21.93%

VOO:

4.90%

Daily Std Dev

DCBO:

43.03%

VOO:

19.45%

Max Drawdown

DCBO:

-74.09%

VOO:

-33.99%

Current Drawdown

DCBO:

-71.72%

VOO:

-4.62%

Returns By Period

In the year-to-date period, DCBO achieves a -41.68% return, which is significantly lower than VOO's -0.22% return.


DCBO

YTD

-41.68%

1M

-8.80%

6M

-45.66%

1Y

-28.72%

3Y*

-9.61%

5Y*

N/A

10Y*

N/A

VOO

YTD

-0.22%

1M

13.42%

6M

-0.65%

1Y

11.15%

3Y*

16.14%

5Y*

16.32%

10Y*

12.59%

*Annualized

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Docebo Inc

Vanguard S&P 500 ETF

Risk-Adjusted Performance

DCBO vs. VOO — Risk-Adjusted Performance Rank

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

DCBO
The Risk-Adjusted Performance Rank of DCBO is 1616
Overall Rank
The Sharpe Ratio Rank of DCBO is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DCBO is 1616
Sortino Ratio Rank
The Omega Ratio Rank of DCBO is 1515
Omega Ratio Rank
The Calmar Ratio Rank of DCBO is 2424
Calmar Ratio Rank
The Martin Ratio Rank of DCBO is 1111
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5959
Overall Rank
The Sharpe Ratio Rank of VOO is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
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.

DCBO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Docebo Inc (DCBO) 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 DCBO Sharpe Ratio is -0.67, which is lower than the VOO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DCBO 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

DCBO vs. VOO - Dividend Comparison

DCBO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
DCBO
Docebo 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

DCBO vs. VOO - Drawdown Comparison

The maximum DCBO drawdown since its inception was -74.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DCBO and VOO. For additional features, visit the drawdowns tool.


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Volatility

DCBO vs. VOO - Volatility Comparison

Docebo Inc (DCBO) has a higher volatility of 21.07% compared to Vanguard S&P 500 ETF (VOO) at 4.80%. This indicates that DCBO'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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