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

Correlation

The correlation between EDIT and VOO is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

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.

-100.00%0.00%100.00%200.00%300.00%December2025FebruaryMarchAprilMay
-90.99%
248.67%
EDIT
VOO

Key characteristics

Sharpe Ratio

EDIT:

-0.54

VOO:

0.75

Sortino Ratio

EDIT:

-0.64

VOO:

1.15

Omega Ratio

EDIT:

0.93

VOO:

1.17

Calmar Ratio

EDIT:

-0.69

VOO:

0.77

Martin Ratio

EDIT:

-1.24

VOO:

3.04

Ulcer Index

EDIT:

55.40%

VOO:

4.72%

Daily Std Dev

EDIT:

127.65%

VOO:

19.15%

Max Drawdown

EDIT:

-98.92%

VOO:

-33.99%

Current Drawdown

EDIT:

-98.19%

VOO:

-7.30%

Returns By Period

In the year-to-date period, EDIT achieves a 29.13% return, which is significantly higher than VOO's -3.02% return.


EDIT

YTD

29.13%

1M

59.22%

6M

-43.64%

1Y

-71.08%

5Y*

-42.41%

10Y*

N/A

VOO

YTD

-3.02%

1M

11.86%

6M

-0.14%

1Y

12.28%

5Y*

16.47%

10Y*

12.54%

*Annualized

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Risk-Adjusted Performance

EDIT vs. VOO — Risk-Adjusted Performance Rank

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

EDIT
The Risk-Adjusted Performance Rank of EDIT is 1717
Overall Rank
The Sharpe Ratio Rank of EDIT is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of EDIT is 1919
Sortino Ratio Rank
The Omega Ratio Rank of EDIT is 2121
Omega Ratio Rank
The Calmar Ratio Rank of EDIT is 99
Calmar Ratio Rank
The Martin Ratio Rank of EDIT is 1616
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6767
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
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.

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.


The chart of Sharpe ratio for EDIT, currently valued at -0.54, compared to the broader market-2.00-1.000.001.002.003.00
EDIT: -0.54
VOO: 0.75
The chart of Sortino ratio for EDIT, currently valued at -0.64, compared to the broader market-6.00-4.00-2.000.002.004.00
EDIT: -0.64
VOO: 1.15
The chart of Omega ratio for EDIT, currently valued at 0.93, compared to the broader market0.501.001.502.00
EDIT: 0.93
VOO: 1.17
The chart of Calmar ratio for EDIT, currently valued at -0.69, compared to the broader market0.001.002.003.004.005.00
EDIT: -0.69
VOO: 0.77
The chart of Martin ratio for EDIT, currently valued at -1.24, compared to the broader market-10.000.0010.0020.00
EDIT: -1.24
VOO: 3.04

The current EDIT Sharpe Ratio is -0.54, which is lower than the VOO Sharpe Ratio of 0.75. 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.54
0.75
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 1.34%.


TTM20242023202220212020201920182017201620152014
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
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EDIT vs. VOO - Drawdown Comparison

The maximum EDIT drawdown since its inception was -98.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EDIT and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-98.19%
-7.30%
EDIT
VOO

Volatility

EDIT vs. VOO - Volatility Comparison

Editas Medicine, Inc. (EDIT) has a higher volatility of 31.99% compared to Vanguard S&P 500 ETF (VOO) at 13.90%. 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%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
31.99%
13.90%
EDIT
VOO