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

Key characteristics


DOVOO
YTD Return12.46%11.83%
1Y Return26.58%31.13%
Sharpe Ratio0.612.60
Daily Std Dev43.61%11.62%
Max Drawdown-45.57%-33.99%
Current Drawdown-12.46%0.00%

Correlation

-0.50.00.51.00.4

The correlation between DO and VOO is 0.40, 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

DO vs. VOO - Performance Comparison

In the year-to-date period, DO achieves a 12.46% return, which is significantly higher than VOO's 11.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
94.93%
19.28%
DO
VOO

Compare stocks, funds, or ETFs

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


Diamond Offshore Drilling, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

DO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Offshore Drilling, Inc. (DO) 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.


DO
Sharpe ratio
The chart of Sharpe ratio for DO, currently valued at 0.61, compared to the broader market-2.00-1.000.001.002.003.004.000.61
Sortino ratio
The chart of Sortino ratio for DO, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.006.001.18
Omega ratio
The chart of Omega ratio for DO, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for DO, currently valued at 0.79, compared to the broader market0.002.004.006.000.79
Martin ratio
The chart of Martin ratio for DO, currently valued at 1.41, compared to the broader market-10.000.0010.0020.0030.001.41
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.60, compared to the broader market-2.00-1.000.001.002.003.004.002.60
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.67, compared to the broader market-4.00-2.000.002.004.006.003.67
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.45, compared to the broader market0.501.001.502.001.45
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 3.04, compared to the broader market0.002.004.006.003.04
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.42, compared to the broader market-10.000.0010.0020.0030.0010.42

DO vs. VOO - Sharpe Ratio Comparison

The current DO Sharpe Ratio is 0.61, which is lower than the VOO Sharpe Ratio of 2.60. The chart below compares the 12-month rolling Sharpe Ratio of DO and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.61
2.60
DO
VOO

Dividends

DO vs. VOO - Dividend Comparison

DO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.32%.


TTM20232022202120202019201820172016201520142013
DO
Diamond Offshore Drilling, 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
1.32%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

DO vs. VOO - Drawdown Comparison

The maximum DO drawdown since its inception was -45.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DO and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-12.46%
0
DO
VOO

Volatility

DO vs. VOO - Volatility Comparison

Diamond Offshore Drilling, Inc. (DO) has a higher volatility of 13.08% compared to Vanguard S&P 500 ETF (VOO) at 3.49%. This indicates that DO'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%December2024FebruaryMarchAprilMay
13.08%
3.49%
DO
VOO