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

Correlation

The correlation between EDIT 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.


-0.50.00.51.00.4

Performance

EDIT vs. VOO - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-74.20%
9.64%
EDIT
VOO

Key characteristics

Sharpe Ratio

EDIT:

-1.15

VOO:

2.25

Sortino Ratio

EDIT:

-3.08

VOO:

2.98

Omega Ratio

EDIT:

0.67

VOO:

1.42

Calmar Ratio

EDIT:

-0.88

VOO:

3.31

Martin Ratio

EDIT:

-1.58

VOO:

14.77

Ulcer Index

EDIT:

55.13%

VOO:

1.90%

Daily Std Dev

EDIT:

75.78%

VOO:

12.46%

Max Drawdown

EDIT:

-98.55%

VOO:

-33.99%

Current Drawdown

EDIT:

-98.55%

VOO:

-2.47%

Returns By Period

In the year-to-date period, EDIT achieves a -87.07% return, which is significantly lower than VOO's 26.02% return.


EDIT

YTD

-87.07%

1M

-45.64%

6M

-74.36%

1Y

-87.33%

5Y*

-47.24%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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


Risk-Adjusted Performance

EDIT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Editas Medicine, Inc. (EDIT) 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 EDIT, currently valued at -1.15, compared to the broader market-4.00-2.000.002.00-1.152.25
The chart of Sortino ratio for EDIT, currently valued at -3.08, compared to the broader market-4.00-2.000.002.004.00-3.082.98
The chart of Omega ratio for EDIT, currently valued at 0.67, compared to the broader market0.501.001.502.000.671.42
The chart of Calmar ratio for EDIT, currently valued at -0.88, compared to the broader market0.002.004.006.00-0.883.31
The chart of Martin ratio for EDIT, currently valued at -1.58, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.5814.77
EDIT
VOO

The current EDIT Sharpe Ratio is -1.15, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of EDIT 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.15
2.25
EDIT
VOO

Dividends

EDIT vs. VOO - Dividend Comparison

EDIT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
EDIT
Editas Medicine, 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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

EDIT vs. VOO - Drawdown Comparison

The maximum EDIT drawdown since its inception was -98.55%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EDIT and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.55%
-2.47%
EDIT
VOO

Volatility

EDIT vs. VOO - Volatility Comparison

Editas Medicine, Inc. (EDIT) has a higher volatility of 35.04% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that EDIT'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%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
35.04%
3.75%
EDIT
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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