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DERM vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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DERM vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DERM
Journey Medical Corporation
-39.17%97.19%-32.12%200.00%-64.31%-43.37%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%2.00%

Returns By Period

In the year-to-date period, DERM achieves a -39.17% return, which is significantly lower than VOO's -4.42% return.


DERM

1D
6.83%
1M
-42.59%
YTD
-39.17%
6M
-34.13%
1Y
-20.51%
3Y*
44.02%
5Y*
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Journey Medical Corporation

Vanguard S&P 500 ETF

Return for Risk

DERM vs. VOO — Risk / Return Rank

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

DERM
DERM Risk / Return Rank: 2424
Overall Rank
DERM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DERM Sortino Ratio Rank: 3030
Sortino Ratio Rank
DERM Omega Ratio Rank: 3030
Omega Ratio Rank
DERM Calmar Ratio Rank: 2727
Calmar Ratio Rank
DERM Martin Ratio Rank: 77
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DERM vs. VOO - Risk-Adjusted Trends 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.


DERMVOODifference

Sharpe ratio

Return per unit of total volatility

-0.30

0.98

-1.28

Sortino ratio

Return per unit of downside risk

0.04

1.50

-1.46

Omega ratio

Gain probability vs. loss probability

1.01

1.23

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.44

1.53

-1.98

Martin ratio

Return relative to average drawdown

-1.59

7.29

-8.88

DERM vs. VOO - Sharpe Ratio Comparison

The current DERM Sharpe Ratio is -0.30, which is lower than the VOO Sharpe Ratio of 0.98. 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.


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Sharpe Ratios by Period


DERMVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

0.98

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.83

-0.99

Correlation

The correlation between DERM and VOO is 0.15, 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.


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 1.19%.


TTM20252024202320222021202020192018201720162015
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
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

DERM vs. VOO - Drawdown Comparison

The maximum DERM drawdown since its inception was -89.11%, 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.


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Drawdown Indicators


DERMVOODifference

Max Drawdown

Largest peak-to-trough decline

-89.11%

-33.99%

-55.12%

Max Drawdown (1Y)

Largest decline over 1 year

-52.59%

-11.98%

-40.61%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-50.63%

-6.29%

-44.34%

Average Drawdown

Average peak-to-trough decline

-50.70%

-3.72%

-46.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.63%

2.52%

+12.11%

Volatility

DERM vs. VOO - Volatility Comparison

Journey Medical Corporation (DERM) has a higher volatility of 38.54% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. 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.


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Volatility by Period


DERMVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

38.54%

5.29%

+33.25%

Volatility (6M)

Calculated over the trailing 6-month period

52.55%

9.44%

+43.11%

Volatility (1Y)

Calculated over the trailing 1-year period

69.11%

18.10%

+51.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.53%

16.82%

+74.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.53%

17.99%

+73.54%