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

Correlation

The correlation between DERM and VOO is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

DERM vs. VOO - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-33.09%
8.46%
DERM
VOO

Key characteristics

Sharpe Ratio

DERM:

-0.34

VOO:

2.21

Sortino Ratio

DERM:

0.02

VOO:

2.92

Omega Ratio

DERM:

1.00

VOO:

1.41

Calmar Ratio

DERM:

-0.40

VOO:

3.34

Martin Ratio

DERM:

-1.20

VOO:

14.07

Ulcer Index

DERM:

23.65%

VOO:

2.01%

Daily Std Dev

DERM:

84.18%

VOO:

12.80%

Max Drawdown

DERM:

-89.55%

VOO:

-33.99%

Current Drawdown

DERM:

-63.03%

VOO:

-1.36%

Returns By Period

In the year-to-date period, DERM achieves a -6.39% return, which is significantly lower than VOO's 1.98% return.


DERM

YTD

-6.39%

1M

-21.79%

6M

-33.09%

1Y

-27.81%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

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

DERM vs. VOO — Risk-Adjusted Performance Rank

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

DERM
The Risk-Adjusted Performance Rank of DERM is 2626
Overall Rank
The Sharpe Ratio Rank of DERM is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DERM is 3232
Sortino Ratio Rank
The Omega Ratio Rank of DERM is 3232
Omega Ratio Rank
The Calmar Ratio Rank of DERM is 2222
Calmar Ratio Rank
The Martin Ratio Rank of DERM is 1515
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

DERM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Journey Medical Corporation (DERM) 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 DERM, currently valued at -0.34, compared to the broader market-2.000.002.004.00-0.342.21
The chart of Sortino ratio for DERM, currently valued at 0.02, compared to the broader market-4.00-2.000.002.004.006.000.022.92
The chart of Omega ratio for DERM, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.41
The chart of Calmar ratio for DERM, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.403.34
The chart of Martin ratio for DERM, currently valued at -1.20, compared to the broader market-10.000.0010.0020.0030.00-1.2014.07
DERM
VOO

The current DERM Sharpe Ratio is -0.34, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DERM 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.34
2.21
DERM
VOO

Dividends

DERM vs. VOO - Dividend Comparison

DERM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
DERM
Journey Medical Corporation
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
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DERM vs. VOO - Drawdown Comparison

The maximum DERM drawdown since its inception was -89.55%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DERM and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-63.03%
-1.36%
DERM
VOO

Volatility

DERM vs. VOO - Volatility Comparison

Journey Medical Corporation (DERM) has a higher volatility of 13.18% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that DERM'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.


0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
13.18%
5.05%
DERM
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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