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

Correlation

The correlation between DLO and VOO is 0.47, 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.


-0.50.00.51.00.5

Performance

DLO vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
41.27%
6.68%
DLO
VOO

Key characteristics

Sharpe Ratio

DLO:

-0.74

VOO:

2.06

Sortino Ratio

DLO:

-0.82

VOO:

2.75

Omega Ratio

DLO:

0.88

VOO:

1.38

Calmar Ratio

DLO:

-0.41

VOO:

3.07

Martin Ratio

DLO:

-0.88

VOO:

13.32

Ulcer Index

DLO:

41.88%

VOO:

1.95%

Daily Std Dev

DLO:

50.14%

VOO:

12.59%

Max Drawdown

DLO:

-89.99%

VOO:

-33.99%

Current Drawdown

DLO:

-83.43%

VOO:

-2.67%

Returns By Period

In the year-to-date period, DLO achieves a 1.51% return, which is significantly higher than VOO's 0.62% return.


DLO

YTD

1.51%

1M

-2.64%

6M

42.52%

1Y

-37.30%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.62%

1M

-2.16%

6M

5.77%

1Y

26.25%

5Y*

14.43%

10Y*

13.25%

*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

DLO vs. VOO — Risk-Adjusted Performance Rank

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

DLO
The Risk-Adjusted Performance Rank of DLO is 1818
Overall Rank
The Sharpe Ratio Rank of DLO is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of DLO is 1515
Sortino Ratio Rank
The Omega Ratio Rank of DLO is 1212
Omega Ratio Rank
The Calmar Ratio Rank of DLO is 2323
Calmar Ratio Rank
The Martin Ratio Rank of DLO is 2828
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
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.

DLO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DLocal Limited (DLO) 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 DLO, currently valued at -0.74, compared to the broader market-4.00-2.000.002.00-0.742.06
The chart of Sortino ratio for DLO, currently valued at -0.82, compared to the broader market-4.00-2.000.002.004.00-0.822.75
The chart of Omega ratio for DLO, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.38
The chart of Calmar ratio for DLO, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.413.07
The chart of Martin ratio for DLO, currently valued at -0.88, compared to the broader market-10.000.0010.0020.00-0.8813.32
DLO
VOO

The current DLO Sharpe Ratio is -0.74, which is lower than the VOO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of DLO 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
-0.74
2.06
DLO
VOO

Dividends

DLO vs. VOO - Dividend Comparison

DLO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20242023202220212020201920182017201620152014
DLO
DLocal Limited
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
1.24%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DLO vs. VOO - Drawdown Comparison

The maximum DLO drawdown since its inception was -89.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DLO and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-83.43%
-2.67%
DLO
VOO

Volatility

DLO vs. VOO - Volatility Comparison

DLocal Limited (DLO) has a higher volatility of 7.91% compared to Vanguard S&P 500 ETF (VOO) at 4.43%. This indicates that DLO'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%AugustSeptemberOctoberNovemberDecember2025
7.91%
4.43%
DLO
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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