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DH vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DH vs. VOO - Performance Comparison

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

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DH vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DH
Definitive Healthcare Corp.
-57.14%-30.17%-58.65%-9.55%-59.79%-36.87%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%6.75%

Returns By Period

In the year-to-date period, DH achieves a -57.14% return, which is significantly lower than VOO's -4.42% return.


DH

1D
6.03%
1M
-3.91%
YTD
-57.14%
6M
-69.70%
1Y
-57.44%
3Y*
-50.80%
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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Return for Risk

DH vs. VOO — Risk / Return Rank

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

DH
DH Risk / Return Rank: 99
Overall Rank
DH Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DH Sortino Ratio Rank: 88
Sortino Ratio Rank
DH Omega Ratio Rank: 99
Omega Ratio Rank
DH Calmar Ratio Rank: 1414
Calmar Ratio Rank
DH Martin Ratio Rank: 66
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.

DH vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Definitive Healthcare Corp. (DH) 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.


DHVOODifference

Sharpe ratio

Return per unit of total volatility

-0.82

0.98

-1.80

Sortino ratio

Return per unit of downside risk

-1.26

1.50

-2.76

Omega ratio

Gain probability vs. loss probability

0.85

1.23

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.76

1.53

-2.29

Martin ratio

Return relative to average drawdown

-1.64

7.29

-8.93

DH vs. VOO - Sharpe Ratio Comparison

The current DH Sharpe Ratio is -0.82, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of DH 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


DHVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

0.98

-1.80

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

-0.80

0.83

-1.64

Correlation

The correlation between DH and VOO is 0.46, 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.


Dividends

DH vs. VOO - Dividend Comparison

DH has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
DH
Definitive Healthcare Corp.
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

DH vs. VOO - Drawdown Comparison

The maximum DH drawdown since its inception was -97.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DH and VOO.


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Drawdown Indicators


DHVOODifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-33.99%

-63.97%

Max Drawdown (1Y)

Largest decline over 1 year

-76.76%

-11.98%

-64.78%

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

-97.49%

-6.29%

-91.20%

Average Drawdown

Average peak-to-trough decline

-77.31%

-3.72%

-73.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.53%

2.52%

+33.01%

Volatility

DH vs. VOO - Volatility Comparison

Definitive Healthcare Corp. (DH) has a higher volatility of 24.05% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that DH'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


DHVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.05%

5.29%

+18.76%

Volatility (6M)

Calculated over the trailing 6-month period

51.26%

9.44%

+41.82%

Volatility (1Y)

Calculated over the trailing 1-year period

70.47%

18.10%

+52.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.78%

16.82%

+50.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.78%

17.99%

+49.79%