PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLGZY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLGZY and VOO is 0.15, 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.


-0.50.00.51.00.1

Performance

FLGZY vs. VOO - Performance Comparison

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

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
12.25%
12.43%
FLGZY
VOO

Key characteristics

Sharpe Ratio

FLGZY:

1.05

VOO:

1.81

Sortino Ratio

FLGZY:

1.94

VOO:

2.44

Omega Ratio

FLGZY:

1.57

VOO:

1.33

Calmar Ratio

FLGZY:

2.00

VOO:

2.74

Martin Ratio

FLGZY:

5.76

VOO:

11.43

Ulcer Index

FLGZY:

3.78%

VOO:

2.02%

Daily Std Dev

FLGZY:

20.79%

VOO:

12.77%

Max Drawdown

FLGZY:

-29.37%

VOO:

-33.99%

Current Drawdown

FLGZY:

0.00%

VOO:

-0.72%

Returns By Period

The year-to-date returns for both investments are quite close, with FLGZY having a 3.28% return and VOO slightly higher at 3.31%.


FLGZY

YTD

3.28%

1M

3.28%

6M

12.25%

1Y

21.76%

5Y*

N/A

10Y*

N/A

VOO

YTD

3.31%

1M

4.26%

6M

12.44%

1Y

22.48%

5Y*

14.26%

10Y*

13.25%

*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

FLGZY vs. VOO — Risk-Adjusted Performance Rank

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

FLGZY
The Risk-Adjusted Performance Rank of FLGZY is 8585
Overall Rank
The Sharpe Ratio Rank of FLGZY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FLGZY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FLGZY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of FLGZY is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FLGZY is 8282
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7676
Overall Rank
The Sharpe Ratio Rank of VOO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8080
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.

FLGZY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Flughafen Zürich AG (FLGZY) 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 FLGZY, currently valued at 1.05, compared to the broader market-2.000.002.004.001.051.76
The chart of Sortino ratio for FLGZY, currently valued at 1.94, compared to the broader market-6.00-4.00-2.000.002.004.001.942.38
The chart of Omega ratio for FLGZY, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.32
The chart of Calmar ratio for FLGZY, currently valued at 2.00, compared to the broader market0.002.004.006.002.002.65
The chart of Martin ratio for FLGZY, currently valued at 5.76, compared to the broader market0.0010.0020.0030.005.7611.05
FLGZY
VOO

The current FLGZY Sharpe Ratio is 1.05, which is lower than the VOO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of FLGZY 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.05
1.76
FLGZY
VOO

Dividends

FLGZY vs. VOO - Dividend Comparison

FLGZY's dividend yield for the trailing twelve months is around 2.33%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
FLGZY
Flughafen Zürich AG
2.33%2.41%1.82%0.00%0.00%1.85%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FLGZY vs. VOO - Drawdown Comparison

The maximum FLGZY drawdown since its inception was -29.37%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FLGZY and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.72%
FLGZY
VOO

Volatility

FLGZY vs. VOO - Volatility Comparison

Flughafen Zürich AG (FLGZY) has a higher volatility of 6.47% compared to Vanguard S&P 500 ETF (VOO) at 3.40%. This indicates that FLGZY'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%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.47%
3.40%
FLGZY
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab