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

Correlation

The correlation between DNMR and VOO is 0.35, 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.


Performance

DNMR vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DNMR:

-0.67

VOO:

0.52

Sortino Ratio

DNMR:

-2.51

VOO:

0.89

Omega Ratio

DNMR:

0.64

VOO:

1.13

Calmar Ratio

DNMR:

-0.99

VOO:

0.57

Martin Ratio

DNMR:

-1.37

VOO:

2.18

Ulcer Index

DNMR:

72.45%

VOO:

4.85%

Daily Std Dev

DNMR:

147.76%

VOO:

19.11%

Max Drawdown

DNMR:

-99.99%

VOO:

-33.99%

Current Drawdown

DNMR:

-99.99%

VOO:

-7.67%

Returns By Period

In the year-to-date period, DNMR achieves a -83.33% return, which is significantly lower than VOO's -3.41% return.


DNMR

YTD

-83.33%

1M

0.00%

6M

-96.98%

1Y

-98.83%

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

DNMR vs. VOO — Risk-Adjusted Performance Rank

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

DNMR
The Risk-Adjusted Performance Rank of DNMR is 66
Overall Rank
The Sharpe Ratio Rank of DNMR is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of DNMR is 11
Sortino Ratio Rank
The Omega Ratio Rank of DNMR is 11
Omega Ratio Rank
The Calmar Ratio Rank of DNMR is 11
Calmar Ratio Rank
The Martin Ratio Rank of DNMR is 1212
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

DNMR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Danimer Scientific, Inc. (DNMR) 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.


The current DNMR Sharpe Ratio is -0.67, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of DNMR 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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Dividends

DNMR vs. VOO - Dividend Comparison

DNMR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
DNMR
Danimer Scientific, Inc.
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
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DNMR vs. VOO - Drawdown Comparison

The maximum DNMR drawdown since its inception was -99.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DNMR and VOO. For additional features, visit the drawdowns tool.


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Volatility

DNMR vs. VOO - Volatility Comparison


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