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

Correlation

The correlation between FIX and VOO is 0.57, 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.


-0.50.00.51.00.6

Performance

FIX vs. VOO - Performance Comparison

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

0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
63.35%
7.17%
FIX
VOO

Key characteristics

Sharpe Ratio

FIX:

3.16

VOO:

2.04

Sortino Ratio

FIX:

3.36

VOO:

2.72

Omega Ratio

FIX:

1.47

VOO:

1.38

Calmar Ratio

FIX:

9.05

VOO:

3.09

Martin Ratio

FIX:

20.92

VOO:

13.04

Ulcer Index

FIX:

6.87%

VOO:

2.00%

Daily Std Dev

FIX:

45.51%

VOO:

12.79%

Max Drawdown

FIX:

-93.36%

VOO:

-33.99%

Current Drawdown

FIX:

-2.03%

VOO:

-2.15%

Returns By Period

In the year-to-date period, FIX achieves a 16.47% return, which is significantly higher than VOO's 1.16% return. Over the past 10 years, FIX has outperformed VOO with an annualized return of 41.87%, while VOO has yielded a comparatively lower 13.46% annualized return.


FIX

YTD

16.47%

1M

6.68%

6M

63.35%

1Y

145.07%

5Y*

59.70%

10Y*

41.87%

VOO

YTD

1.16%

1M

-1.97%

6M

7.17%

1Y

26.51%

5Y*

14.13%

10Y*

13.46%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FIX vs. VOO — Risk-Adjusted Performance Rank

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

FIX
The Risk-Adjusted Performance Rank of FIX is 9797
Overall Rank
The Sharpe Ratio Rank of FIX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of FIX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FIX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FIX is 100100
Calmar Ratio Rank
The Martin Ratio Rank of FIX is 9898
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

FIX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comfort Systems USA, Inc. (FIX) 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 FIX, currently valued at 3.16, compared to the broader market-2.000.002.003.162.04
The chart of Sortino ratio for FIX, currently valued at 3.36, compared to the broader market-4.00-2.000.002.004.003.362.72
The chart of Omega ratio for FIX, currently valued at 1.47, compared to the broader market0.501.001.502.001.471.38
The chart of Calmar ratio for FIX, currently valued at 9.05, compared to the broader market0.002.004.006.009.053.09
The chart of Martin ratio for FIX, currently valued at 20.92, compared to the broader market-30.00-20.00-10.000.0010.0020.0020.9213.04
FIX
VOO

The current FIX Sharpe Ratio is 3.16, which is higher than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of FIX 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 Ratio1.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
3.16
2.04
FIX
VOO

Dividends

FIX vs. VOO - Dividend Comparison

FIX's dividend yield for the trailing twelve months is around 0.24%, less than VOO's 1.23% yield.


TTM20242023202220212020201920182017201620152014
FIX
Comfort Systems USA, Inc.
0.24%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%
VOO
Vanguard S&P 500 ETF
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FIX vs. VOO - Drawdown Comparison

The maximum FIX drawdown since its inception was -93.36%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FIX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.03%
-2.15%
FIX
VOO

Volatility

FIX vs. VOO - Volatility Comparison

Comfort Systems USA, Inc. (FIX) has a higher volatility of 11.84% compared to Vanguard S&P 500 ETF (VOO) at 4.96%. This indicates that FIX'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%20.00%AugustSeptemberOctoberNovemberDecember2025
11.84%
4.96%
FIX
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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