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ELMD vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ELMD vs. VOO - Performance Comparison

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

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ELMD vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELMD
Electromed, Inc.
-19.61%-1.46%170.85%4.00%-19.31%32.52%13.41%69.94%-16.14%56.44%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, ELMD achieves a -19.61% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, ELMD has outperformed VOO with an annualized return of 19.09%, while VOO has yielded a comparatively lower 14.05% annualized return.


ELMD

1D
-3.82%
1M
-1.22%
YTD
-19.61%
6M
-4.64%
1Y
-1.89%
3Y*
31.06%
5Y*
16.33%
10Y*
19.09%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Electromed, Inc.

Vanguard S&P 500 ETF

Return for Risk

ELMD vs. VOO — Risk / Return Rank

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

ELMD
ELMD Risk / Return Rank: 3939
Overall Rank
ELMD Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ELMD Sortino Ratio Rank: 3737
Sortino Ratio Rank
ELMD Omega Ratio Rank: 3737
Omega Ratio Rank
ELMD Calmar Ratio Rank: 4242
Calmar Ratio Rank
ELMD Martin Ratio Rank: 4141
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ELMD vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Electromed, Inc. (ELMD) 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.


ELMDVOODifference

Sharpe ratio

Return per unit of total volatility

-0.04

0.98

-1.02

Sortino ratio

Return per unit of downside risk

0.29

1.50

-1.20

Omega ratio

Gain probability vs. loss probability

1.04

1.23

-0.19

Calmar ratio

Return relative to maximum drawdown

0.01

1.53

-1.52

Martin ratio

Return relative to average drawdown

0.02

7.29

-7.27

ELMD vs. VOO - Sharpe Ratio Comparison

The current ELMD Sharpe Ratio is -0.04, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of ELMD 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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Sharpe Ratios by Period


ELMDVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

0.98

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.70

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.78

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.83

-0.65

Correlation

The correlation between ELMD and VOO is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ELMD vs. VOO - Dividend Comparison

ELMD has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
ELMD
Electromed, 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
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

ELMD vs. VOO - Drawdown Comparison

The maximum ELMD drawdown since its inception was -78.65%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ELMD and VOO.


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Drawdown Indicators


ELMDVOODifference

Max Drawdown

Largest peak-to-trough decline

-78.65%

-33.99%

-44.66%

Max Drawdown (1Y)

Largest decline over 1 year

-25.09%

-11.98%

-13.11%

Max Drawdown (5Y)

Largest decline over 5 years

-48.86%

-24.52%

-24.34%

Max Drawdown (10Y)

Largest decline over 10 years

-55.84%

-33.99%

-21.85%

Current Drawdown

Current decline from peak

-33.93%

-6.29%

-27.64%

Average Drawdown

Average peak-to-trough decline

-33.97%

-3.72%

-30.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.18%

2.52%

+10.66%

Volatility

ELMD vs. VOO - Volatility Comparison

Electromed, Inc. (ELMD) has a higher volatility of 9.78% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that ELMD'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.


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Volatility by Period


ELMDVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

5.29%

+4.49%

Volatility (6M)

Calculated over the trailing 6-month period

28.43%

9.44%

+18.99%

Volatility (1Y)

Calculated over the trailing 1-year period

49.23%

18.10%

+31.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.17%

16.82%

+28.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.74%

17.99%

+34.75%