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FCUV vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCUV vs. VOO - Performance Comparison

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

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FCUV vs. VOO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FCUV
Focus Universal Inc.
-54.82%-76.85%-76.03%-65.83%-27.65%153.14%-30.00%0.00%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%-0.29%

Returns By Period

In the year-to-date period, FCUV achieves a -54.82% return, which is significantly lower than VOO's -3.66% return.


FCUV

1D
1.39%
1M
-26.95%
YTD
-54.82%
6M
-89.68%
1Y
-91.45%
3Y*
-75.54%
5Y*
-58.10%
10Y*

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FCUV vs. VOO — Risk / Return Rank

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

FCUV
FCUV Risk / Return Rank: 66
Overall Rank
FCUV Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FCUV Sortino Ratio Rank: 33
Sortino Ratio Rank
FCUV Omega Ratio Rank: 55
Omega Ratio Rank
FCUV Calmar Ratio Rank: 44
Calmar Ratio Rank
FCUV Martin Ratio Rank: 88
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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.

FCUV vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Focus Universal Inc. (FCUV) 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.


FCUVVOODifference

Sharpe ratio

Return per unit of total volatility

-0.71

1.01

-1.71

Sortino ratio

Return per unit of downside risk

-1.75

1.53

-3.28

Omega ratio

Gain probability vs. loss probability

0.79

1.23

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.96

1.55

-2.51

Martin ratio

Return relative to average drawdown

-1.54

7.31

-8.85

FCUV vs. VOO - Sharpe Ratio Comparison

The current FCUV Sharpe Ratio is -0.71, which is lower than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of FCUV 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


FCUVVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

1.01

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.71

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.29

0.83

-1.13

Correlation

The correlation between FCUV and VOO is 0.21, 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

FCUV vs. VOO - Dividend Comparison

FCUV has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021202020192018201720162015
FCUV
Focus Universal 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
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FCUV vs. VOO - Drawdown Comparison

The maximum FCUV drawdown since its inception was -99.77%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FCUV and VOO.


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Drawdown Indicators


FCUVVOODifference

Max Drawdown

Largest peak-to-trough decline

-99.77%

-33.99%

-65.78%

Max Drawdown (1Y)

Largest decline over 1 year

-94.98%

-11.98%

-83.00%

Max Drawdown (5Y)

Largest decline over 5 years

-99.77%

-24.52%

-75.25%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-99.72%

-5.55%

-94.17%

Average Drawdown

Average peak-to-trough decline

-67.27%

-3.72%

-63.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.13%

2.55%

+56.58%

Volatility

FCUV vs. VOO - Volatility Comparison

Focus Universal Inc. (FCUV) has a higher volatility of 57.42% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that FCUV'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


FCUVVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

57.42%

5.34%

+52.08%

Volatility (6M)

Calculated over the trailing 6-month period

109.93%

9.47%

+100.46%

Volatility (1Y)

Calculated over the trailing 1-year period

129.72%

18.11%

+111.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

188.98%

16.82%

+172.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

185.01%

17.99%

+167.02%