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

Correlation

The correlation between DJT and VOO is 0.23, 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.


-0.50.00.51.00.2

Performance

DJT vs. VOO - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
6.67%
3.78%
DJT
VOO

Key characteristics

Sharpe Ratio

DJT:

0.81

VOO:

1.88

Sortino Ratio

DJT:

2.40

VOO:

2.52

Omega Ratio

DJT:

1.27

VOO:

1.35

Calmar Ratio

DJT:

1.51

VOO:

2.83

Martin Ratio

DJT:

2.79

VOO:

11.96

Ulcer Index

DJT:

47.47%

VOO:

2.00%

Daily Std Dev

DJT:

163.60%

VOO:

12.70%

Max Drawdown

DJT:

-87.54%

VOO:

-33.99%

Current Drawdown

DJT:

-59.66%

VOO:

-3.91%

Returns By Period

In the year-to-date period, DJT achieves a 15.40% return, which is significantly higher than VOO's -0.66% return.


DJT

YTD

15.40%

1M

7.54%

6M

6.67%

1Y

127.19%

5Y*

N/A

10Y*

N/A

VOO

YTD

-0.66%

1M

-3.35%

6M

3.78%

1Y

23.82%

5Y*

13.79%

10Y*

13.26%

*Annualized

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Risk-Adjusted Performance

DJT vs. VOO — Risk-Adjusted Performance Rank

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

DJT
The Risk-Adjusted Performance Rank of DJT is 8282
Overall Rank
The Sharpe Ratio Rank of DJT is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of DJT is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DJT is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DJT is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DJT is 7474
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
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.

DJT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trump Media & Technology Group Corp. (DJT) 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 DJT, currently valued at 0.81, compared to the broader market-2.000.002.000.811.88
The chart of Sortino ratio for DJT, currently valued at 2.40, compared to the broader market-4.00-2.000.002.004.002.402.52
The chart of Omega ratio for DJT, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.35
The chart of Calmar ratio for DJT, currently valued at 1.51, compared to the broader market0.002.004.006.001.512.83
The chart of Martin ratio for DJT, currently valued at 2.79, compared to the broader market0.0010.0020.002.7911.96
DJT
VOO

The current DJT Sharpe Ratio is 0.81, which is lower than the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of DJT 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.81
1.88
DJT
VOO

Dividends

DJT vs. VOO - Dividend Comparison

DJT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.


TTM20242023202220212020201920182017201620152014
DJT
Trump Media & Technology Group 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
1.25%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DJT vs. VOO - Drawdown Comparison

The maximum DJT drawdown since its inception was -87.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DJT and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-59.66%
-3.91%
DJT
VOO

Volatility

DJT vs. VOO - Volatility Comparison

Trump Media & Technology Group Corp. (DJT) has a higher volatility of 25.73% compared to Vanguard S&P 500 ETF (VOO) at 4.56%. This indicates that DJT'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%10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
25.73%
4.56%
DJT
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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