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

Correlation

The correlation between EXAS and VOO is 0.45, 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.


Performance

EXAS vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EXAS:

0.15

VOO:

0.72

Sortino Ratio

EXAS:

0.56

VOO:

1.20

Omega Ratio

EXAS:

1.08

VOO:

1.18

Calmar Ratio

EXAS:

0.06

VOO:

0.81

Martin Ratio

EXAS:

0.20

VOO:

3.09

Ulcer Index

EXAS:

22.45%

VOO:

4.88%

Daily Std Dev

EXAS:

58.98%

VOO:

19.37%

Max Drawdown

EXAS:

-98.01%

VOO:

-33.99%

Current Drawdown

EXAS:

-63.60%

VOO:

-2.75%

Returns By Period

In the year-to-date period, EXAS achieves a 0.41% return, which is significantly lower than VOO's 1.73% return. Over the past 10 years, EXAS has underperformed VOO with an annualized return of 8.46%, while VOO has yielded a comparatively higher 12.83% annualized return.


EXAS

YTD

0.41%

1M

35.69%

6M

14.37%

1Y

11.99%

5Y*

-7.48%

10Y*

8.46%

VOO

YTD

1.73%

1M

12.89%

6M

2.12%

1Y

13.74%

5Y*

17.11%

10Y*

12.83%

*Annualized

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Risk-Adjusted Performance

EXAS vs. VOO — Risk-Adjusted Performance Rank

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

EXAS
The Risk-Adjusted Performance Rank of EXAS is 5454
Overall Rank
The Sharpe Ratio Rank of EXAS is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of EXAS is 5353
Sortino Ratio Rank
The Omega Ratio Rank of EXAS is 5252
Omega Ratio Rank
The Calmar Ratio Rank of EXAS is 5454
Calmar Ratio Rank
The Martin Ratio Rank of EXAS is 5353
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7171
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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.

EXAS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Exact Sciences Corporation (EXAS) 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 current EXAS Sharpe Ratio is 0.15, which is lower than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of EXAS 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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Dividends

EXAS vs. VOO - Dividend Comparison

EXAS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.


TTM20242023202220212020201920182017201620152014
EXAS
Exact Sciences Corporation
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
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EXAS vs. VOO - Drawdown Comparison

The maximum EXAS drawdown since its inception was -98.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EXAS and VOO. For additional features, visit the drawdowns tool.


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Volatility

EXAS vs. VOO - Volatility Comparison

Exact Sciences Corporation (EXAS) has a higher volatility of 11.88% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that EXAS'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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