PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DISH vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DISHVOO

Correlation

-0.50.00.51.00.5

The correlation between DISH and VOO is 0.51, 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

DISH vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2024FebruaryMarchApril
-64.99%
491.15%
DISH
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DISH Network Corporation

Vanguard S&P 500 ETF

Risk-Adjusted Performance

DISH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DISH Network Corporation (DISH) 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.


DISH
Sharpe ratio
The chart of Sharpe ratio for DISH, currently valued at -0.36, compared to the broader market-2.00-1.000.001.002.003.00-0.36
Sortino ratio
The chart of Sortino ratio for DISH, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.006.00-0.06
Omega ratio
The chart of Omega ratio for DISH, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for DISH, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.24
Martin ratio
The chart of Martin ratio for DISH, currently valued at -0.73, compared to the broader market-10.000.0010.0020.0030.00-0.73
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.93, compared to the broader market-2.00-1.000.001.002.003.001.93
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.006.002.79
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.67, compared to the broader market0.002.004.006.001.67
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.83, compared to the broader market-10.000.0010.0020.0030.007.83

DISH vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.36
1.93
DISH
VOO

Dividends

DISH vs. VOO - Dividend Comparison

DISH has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


TTM20232022202120202019201820172016201520142013
DISH
DISH Network 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
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

DISH vs. VOO - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-92.71%
-4.14%
DISH
VOO

Volatility

DISH vs. VOO - Volatility Comparison

The current volatility for DISH Network Corporation (DISH) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that DISH 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.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril0
3.92%
DISH
VOO