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

Correlation

The correlation between DUOL and VOO is 0.44, 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.


-0.50.00.51.00.4

Performance

DUOL vs. VOO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember
67.73%
7.90%
DUOL
VOO

Key characteristics

Sharpe Ratio

DUOL:

0.74

VOO:

2.00

Sortino Ratio

DUOL:

1.38

VOO:

2.68

Omega Ratio

DUOL:

1.18

VOO:

1.37

Calmar Ratio

DUOL:

1.09

VOO:

2.98

Martin Ratio

DUOL:

2.49

VOO:

13.18

Ulcer Index

DUOL:

15.89%

VOO:

1.91%

Daily Std Dev

DUOL:

53.17%

VOO:

12.60%

Max Drawdown

DUOL:

-68.92%

VOO:

-33.99%

Current Drawdown

DUOL:

-12.82%

VOO:

-2.88%

Returns By Period

In the year-to-date period, DUOL achieves a 43.35% return, which is significantly higher than VOO's 25.48% return.


DUOL

YTD

43.35%

1M

-6.62%

6M

66.57%

1Y

43.35%

5Y*

N/A

10Y*

N/A

VOO

YTD

25.48%

1M

-1.94%

6M

8.60%

1Y

25.48%

5Y*

14.64%

10Y*

13.16%

*Annualized

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Risk-Adjusted Performance

DUOL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Duolingo, Inc. (DUOL) 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 DUOL, currently valued at 0.74, compared to the broader market-4.00-2.000.002.000.742.00
The chart of Sortino ratio for DUOL, currently valued at 1.38, compared to the broader market-4.00-2.000.002.004.001.382.68
The chart of Omega ratio for DUOL, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.37
The chart of Calmar ratio for DUOL, currently valued at 1.09, compared to the broader market0.002.004.006.001.092.98
The chart of Martin ratio for DUOL, currently valued at 2.49, compared to the broader market0.005.0010.0015.0020.0025.002.4913.18
DUOL
VOO

The current DUOL Sharpe Ratio is 0.74, which is lower than the VOO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of DUOL 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
0.74
2.00
DUOL
VOO

Dividends

DUOL vs. VOO - Dividend Comparison

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


TTM2023202220212020201920182017201620152014
DUOL
Duolingo, Inc.
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%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DUOL vs. VOO - Drawdown Comparison

The maximum DUOL drawdown since its inception was -68.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DUOL and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-12.82%
-2.88%
DUOL
VOO

Volatility

DUOL vs. VOO - Volatility Comparison

Duolingo, Inc. (DUOL) has a higher volatility of 11.40% compared to Vanguard S&P 500 ETF (VOO) at 4.14%. This indicates that DUOL'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%AugustSeptemberOctoberNovemberDecember
11.40%
4.14%
DUOL
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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