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

Correlation

The correlation between ETSY and VOO is 0.44, 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

ETSY vs. VOO - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
52.87%
213.18%
ETSY
VOO

Key characteristics

Sharpe Ratio

ETSY:

-0.75

VOO:

0.54

Sortino Ratio

ETSY:

-0.89

VOO:

0.88

Omega Ratio

ETSY:

0.88

VOO:

1.13

Calmar Ratio

ETSY:

-0.38

VOO:

0.55

Martin Ratio

ETSY:

-1.43

VOO:

2.27

Ulcer Index

ETSY:

22.99%

VOO:

4.55%

Daily Std Dev

ETSY:

43.83%

VOO:

19.19%

Max Drawdown

ETSY:

-86.26%

VOO:

-33.99%

Current Drawdown

ETSY:

-84.55%

VOO:

-9.90%

Returns By Period

In the year-to-date period, ETSY achieves a -13.29% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, ETSY has underperformed VOO with an annualized return of 6.49%, while VOO has yielded a comparatively higher 12.07% annualized return.


ETSY

YTD

-13.29%

1M

-1.78%

6M

-5.72%

1Y

-31.76%

5Y*

-7.09%

10Y*

6.49%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

ETSY vs. VOO — Risk-Adjusted Performance Rank

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

ETSY
The Risk-Adjusted Performance Rank of ETSY is 1616
Overall Rank
The Sharpe Ratio Rank of ETSY is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ETSY is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ETSY is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ETSY is 2727
Calmar Ratio Rank
The Martin Ratio Rank of ETSY is 1010
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
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.

ETSY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Etsy, Inc. (ETSY) 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 ETSY, currently valued at -0.75, compared to the broader market-2.00-1.000.001.002.003.00
ETSY: -0.75
VOO: 0.54
The chart of Sortino ratio for ETSY, currently valued at -0.89, compared to the broader market-6.00-4.00-2.000.002.004.00
ETSY: -0.89
VOO: 0.88
The chart of Omega ratio for ETSY, currently valued at 0.88, compared to the broader market0.501.001.502.00
ETSY: 0.88
VOO: 1.13
The chart of Calmar ratio for ETSY, currently valued at -0.38, compared to the broader market0.001.002.003.004.005.00
ETSY: -0.38
VOO: 0.55
The chart of Martin ratio for ETSY, currently valued at -1.43, compared to the broader market-5.000.005.0010.0015.0020.00
ETSY: -1.43
VOO: 2.27

The current ETSY Sharpe Ratio is -0.75, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ETSY 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.75
0.54
ETSY
VOO

Dividends

ETSY vs. VOO - Dividend Comparison

ETSY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.38%.


TTM20242023202220212020201920182017201620152014
ETSY
Etsy, 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
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ETSY vs. VOO - Drawdown Comparison

The maximum ETSY drawdown since its inception was -86.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ETSY and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-84.55%
-9.90%
ETSY
VOO

Volatility

ETSY vs. VOO - Volatility Comparison

Etsy, Inc. (ETSY) has a higher volatility of 16.30% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that ETSY'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%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.30%
13.96%
ETSY
VOO