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

Key characteristics


EBIZVOO
YTD Return7.79%5.63%
1Y Return35.55%23.68%
3Y Return (Ann)-12.78%7.89%
5Y Return (Ann)3.97%13.12%
Sharpe Ratio1.471.91
Daily Std Dev22.77%11.70%
Max Drawdown-61.58%-33.99%
Current Drawdown-38.88%-4.45%

Correlation

-0.50.00.51.00.7

The correlation between EBIZ and VOO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

EBIZ vs. VOO - Performance Comparison

In the year-to-date period, EBIZ achieves a 7.79% return, which is significantly higher than VOO's 5.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
48.83%
99.25%
EBIZ
VOO

Compare stocks, funds, or ETFs

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


Global X E-commerce ETF

Vanguard S&P 500 ETF

EBIZ vs. VOO - Expense Ratio Comparison

EBIZ has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.


EBIZ
Global X E-commerce ETF
Expense ratio chart for EBIZ: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

EBIZ vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) 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.


EBIZ
Sharpe ratio
The chart of Sharpe ratio for EBIZ, currently valued at 1.47, compared to the broader market-1.000.001.002.003.004.005.001.47
Sortino ratio
The chart of Sortino ratio for EBIZ, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.002.10
Omega ratio
The chart of Omega ratio for EBIZ, currently valued at 1.25, compared to the broader market0.501.001.502.002.501.25
Calmar ratio
The chart of Calmar ratio for EBIZ, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.000.60
Martin ratio
The chart of Martin ratio for EBIZ, currently valued at 4.36, compared to the broader market0.0020.0040.0060.004.36
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.005.001.91
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.75, compared to the broader market-2.000.002.004.006.008.002.75
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.33, compared to the broader market0.501.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.0012.001.65
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.71, compared to the broader market0.0020.0040.0060.007.71

EBIZ vs. VOO - Sharpe Ratio Comparison

The current EBIZ Sharpe Ratio is 1.47, which roughly equals the VOO Sharpe Ratio of 1.91. The chart below compares the 12-month rolling Sharpe Ratio of EBIZ and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
1.47
1.91
EBIZ
VOO

Dividends

EBIZ vs. VOO - Dividend Comparison

EBIZ has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


TTM20232022202120202019201820172016201520142013
EBIZ
Global X E-commerce ETF
0.00%0.00%0.10%0.57%0.84%0.18%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

EBIZ vs. VOO - Drawdown Comparison

The maximum EBIZ drawdown since its inception was -61.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EBIZ and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-38.88%
-4.45%
EBIZ
VOO

Volatility

EBIZ vs. VOO - Volatility Comparison

Global X E-commerce ETF (EBIZ) has a higher volatility of 6.39% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that EBIZ'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.


2.00%4.00%6.00%8.00%December2024FebruaryMarchAprilMay
6.39%
3.89%
EBIZ
VOO