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DSCSY vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DSCSY vs. VOO

Last updated Jun 23, 2026

DSCSY (Disco Corp ADR) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, DSCSY returned 34.19%/yr vs 15.77%/yr for VOO. At a 0.32 correlation, their price movements are largely independent.

Performance

DSCSY vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, DSCSY achieves a 81.85% return, which is significantly higher than VOO's 9.75% return. Over the past 10 years, DSCSY has outperformed VOO with an annualized return of 34.19%, while VOO has yielded a comparatively lower 15.77% annualized return.

DSCSY

1D
0.75%
1M
32.77%
YTD
81.85%
6M
84.94%
1Y
125.79%
3Y*
54.47%
5Y*
39.77%
10Y*
34.19%

VOO

1D
-0.29%
1M
0.08%
YTD
9.75%
6M
9.30%
1Y
26.77%
3Y*
21.36%
5Y*
13.58%
10Y*
15.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSCSY vs. VOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DSCSY
Disco Corp ADR		81.85%15.73%7.83%161.17%-8.34%-10.16%44.77%107.40%-49.55%94.84%
VOO
Vanguard S&P 500 ETF		9.75%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between DSCSY and VOO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since May 9, 2016

0.32

The correlation between DSCSY and VOO shifts across timeframes, from 0.32 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

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Disco Corp ADR

Vanguard S&P 500 ETF

Often compared with DSCSY:
DSCSY vs. ASMIYDSCSY vs. NVODSCSY vs. COSTDSCSY vs. MSFTDSCSY vs. TQQQDSCSY vs. NVDADSCSY vs. AMAT
Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. VGT

Return for Risk

DSCSY vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DSCSY
DSCSY Risk / Return Rank: 8888
Overall Rank
DSCSY Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DSCSY Sortino Ratio Rank: 8686
Sortino Ratio Rank
DSCSY Omega Ratio Rank: 8383
Omega Ratio Rank
DSCSY Calmar Ratio Rank: 9292
Calmar Ratio Rank
DSCSY Martin Ratio Rank: 8787
Martin Ratio Rank
VOO
VOO Risk / Return Rank: 6868
Overall Rank
VOO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6767
Sortino Ratio Rank
VOO Omega Ratio Rank: 6969
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DSCSY vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Disco Corp ADR (DSCSY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

DSCSYVOODifference
Sharpe ratioReturn per unit of total volatility
2.23
2.17

+0.05

Sortino ratioReturn per unit of downside risk
2.72
2.93

-0.21

Omega ratioGain probability vs. loss probability

1.32

1.39

-0.08

Calmar ratioReturn relative to maximum drawdown

4.82

3.02

+1.80

Martin ratioReturn relative to average drawdown

9.68

13.58

-3.90

DSCSY vs. VOO - Sharpe Ratio Comparison

The current DSCSY Sharpe Ratio is 2.23, which is comparable to the VOO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DSCSY and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DSCSY vs. VOO - Drawdown Comparison

The maximum DSCSY drawdown since its inception was -59.21%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DSCSY and VOO.

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Drawdown Indicators

DSCSYVOODifference

Max Drawdown

Largest peak-to-trough decline

-59.21%

-33.99%

-25.22%

Max Drawdown (1Y)

Largest decline over 1 year

-26.25%

-8.90%

-17.35%

Max Drawdown (3Y)

Largest decline over 3 years

-59.21%

-18.69%

-40.52%

Max Drawdown (5Y)

Largest decline over 5 years

-59.21%

-24.52%

-34.69%

Max Drawdown (10Y)

Largest decline over 10 years

-59.21%

-33.99%

-25.22%

Current Drawdown

Current decline from peak

0.00%

-1.74%

+1.74%

Average Drawdown

Average peak-to-trough decline

-19.07%

-3.68%

-15.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.05%

1.98%

+11.07%

Volatility

DSCSY vs. VOO - Volatility Comparison

Disco Corp ADR (DSCSY) has a higher volatility of 20.67% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. This indicates that DSCSY'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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Volatility by Period

DSCSYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

20.67%

4.60%

+16.07%

Volatility (6M)

Calculated over the trailing 6-month period

42.81%

9.73%

+33.08%

Volatility (1Y)

Calculated over the trailing 1-year period

56.93%

12.39%

+44.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.46%

16.90%

+31.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.58%

18.05%

+25.53%

Dividends

DSCSY vs. VOO - Dividend Comparison

DSCSY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.04%.

PositionTTM20252024202320222021202020192018201720162015
DSCSY
Disco Corp ADR		0.00%0.65%0.31%0.00%0.00%0.00%0.00%0.00%0.00%1.14%0.61%0.00%
VOO
Vanguard S&P 500 ETF		1.04%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions

DSCSY and VOO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DSCSY has higher volatility (20.67%) compared to VOO (4.60%). In terms of maximum drawdown, DSCSY dropped -59.21% vs VOO's -33.99%.

DSCSY currently has the higher Sharpe Ratio (2.23 vs 2.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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