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

Correlation

The correlation between EBAY and VOO is 0.56, 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

EBAY vs. VOO - Performance Comparison

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

EBAY:

1.43

VOO:

0.74

Sortino Ratio

EBAY:

1.96

VOO:

1.04

Omega Ratio

EBAY:

1.28

VOO:

1.15

Calmar Ratio

EBAY:

1.29

VOO:

0.68

Martin Ratio

EBAY:

8.66

VOO:

2.58

Ulcer Index

EBAY:

4.79%

VOO:

4.93%

Daily Std Dev

EBAY:

28.54%

VOO:

19.54%

Max Drawdown

EBAY:

-82.56%

VOO:

-33.99%

Current Drawdown

EBAY:

-2.41%

VOO:

-3.55%

Returns By Period

In the year-to-date period, EBAY achieves a 19.12% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, EBAY has underperformed VOO with an annualized return of 12.09%, while VOO has yielded a comparatively higher 12.81% annualized return.


EBAY

YTD

19.12%

1M

8.56%

6M

16.60%

1Y

37.31%

3Y*

16.91%

5Y*

11.87%

10Y*

12.09%

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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eBay 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

EBAY vs. VOO — Risk-Adjusted Performance Rank

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

EBAY
The Risk-Adjusted Performance Rank of EBAY is 8888
Overall Rank
The Sharpe Ratio Rank of EBAY is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of EBAY is 8585
Sortino Ratio Rank
The Omega Ratio Rank of EBAY is 8585
Omega Ratio Rank
The Calmar Ratio Rank of EBAY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EBAY is 9393
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

EBAY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for eBay Inc. (EBAY) 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 EBAY Sharpe Ratio is 1.43, which is higher than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of EBAY 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

EBAY vs. VOO - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 1.53%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
EBAY
eBay Inc.
1.53%1.74%2.29%2.12%1.08%1.27%1.55%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EBAY vs. VOO - Drawdown Comparison

The maximum EBAY drawdown since its inception was -82.56%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EBAY and VOO.


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

Volatility

EBAY vs. VOO - Volatility Comparison

eBay Inc. (EBAY) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.89% and 4.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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