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

Correlation

The correlation between DNOW and VOO is 0.42, 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

DNOW vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NOW Inc. (DNOW) 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

DNOW:

-0.03

VOO:

0.72

Sortino Ratio

DNOW:

0.43

VOO:

1.14

Omega Ratio

DNOW:

1.05

VOO:

1.17

Calmar Ratio

DNOW:

0.04

VOO:

0.76

Martin Ratio

DNOW:

0.19

VOO:

2.87

Ulcer Index

DNOW:

12.84%

VOO:

4.94%

Daily Std Dev

DNOW:

43.72%

VOO:

19.55%

Max Drawdown

DNOW:

-89.06%

VOO:

-33.99%

Current Drawdown

DNOW:

-61.28%

VOO:

-2.99%

Returns By Period

In the year-to-date period, DNOW achieves a 10.68% return, which is significantly higher than VOO's 1.48% return. Over the past 10 years, DNOW has underperformed VOO with an annualized return of -4.59%, while VOO has yielded a comparatively higher 12.96% annualized return.


DNOW

YTD

10.68%

1M

-12.89%

6M

-5.14%

1Y

-1.30%

3Y*

7.82%

5Y*

13.54%

10Y*

-4.59%

VOO

YTD

1.48%

1M

4.65%

6M

-1.16%

1Y

13.95%

3Y*

14.76%

5Y*

15.43%

10Y*

12.96%

*Annualized

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NOW Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DNOW vs. VOO — Risk-Adjusted Performance Rank

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

DNOW
The Risk-Adjusted Performance Rank of DNOW is 5050
Overall Rank
The Sharpe Ratio Rank of DNOW is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of DNOW is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DNOW is 4848
Omega Ratio Rank
The Calmar Ratio Rank of DNOW is 5353
Calmar Ratio Rank
The Martin Ratio Rank of DNOW is 5353
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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.

DNOW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NOW Inc. (DNOW) 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 DNOW Sharpe Ratio is -0.03, which is lower than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DNOW 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DNOW vs. VOO - Dividend Comparison

DNOW has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.


TTM20242023202220212020201920182017201620152014
DNOW
NOW 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
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DNOW vs. VOO - Drawdown Comparison

The maximum DNOW drawdown since its inception was -89.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DNOW and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DNOW vs. VOO - Volatility Comparison

NOW Inc. (DNOW) has a higher volatility of 11.55% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that DNOW'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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