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

Correlation

The correlation between FIP and VOO is 0.39, 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.


-0.50.00.51.00.4

Performance

FIP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FTAI Infrastructure Inc. (FIP) 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%300.00%JulyAugustSeptemberOctoberNovemberDecember
185.26%
50.44%
FIP
VOO

Key characteristics

Sharpe Ratio

FIP:

1.51

VOO:

2.25

Sortino Ratio

FIP:

2.09

VOO:

2.98

Omega Ratio

FIP:

1.26

VOO:

1.42

Calmar Ratio

FIP:

2.54

VOO:

3.31

Martin Ratio

FIP:

7.27

VOO:

14.77

Ulcer Index

FIP:

10.31%

VOO:

1.90%

Daily Std Dev

FIP:

49.79%

VOO:

12.46%

Max Drawdown

FIP:

-34.91%

VOO:

-33.99%

Current Drawdown

FIP:

-29.50%

VOO:

-2.47%

Returns By Period

In the year-to-date period, FIP achieves a 88.45% return, which is significantly higher than VOO's 26.02% return.


FIP

YTD

88.45%

1M

-15.16%

6M

-7.29%

1Y

74.54%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

FIP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FTAI Infrastructure Inc. (FIP) 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.


Sharpe ratio
The chart of Sharpe ratio for FIP, currently valued at 1.51, compared to the broader market-4.00-2.000.002.001.512.25
The chart of Sortino ratio for FIP, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.092.98
The chart of Omega ratio for FIP, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.42
The chart of Calmar ratio for FIP, currently valued at 2.54, compared to the broader market0.002.004.006.002.543.31
The chart of Martin ratio for FIP, currently valued at 7.27, compared to the broader market-5.000.005.0010.0015.0020.0025.007.2714.77
FIP
VOO

The current FIP Sharpe Ratio is 1.51, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FIP 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.51
2.25
FIP
VOO

Dividends

FIP vs. VOO - Dividend Comparison

FIP's dividend yield for the trailing twelve months is around 1.66%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
FIP
FTAI Infrastructure Inc.
1.66%3.08%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FIP vs. VOO - Drawdown Comparison

The maximum FIP drawdown since its inception was -34.91%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FIP and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.50%
-2.47%
FIP
VOO

Volatility

FIP vs. VOO - Volatility Comparison

FTAI Infrastructure Inc. (FIP) has a higher volatility of 13.24% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that FIP'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%JulyAugustSeptemberOctoberNovemberDecember
13.24%
3.75%
FIP
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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