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

Correlation

The correlation between FNCH and VOOM.DE is 0.16, 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.


-0.50.00.51.00.2

Performance

FNCH vs. VOOM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Finch Therapeutics Group, Inc. (FNCH) and Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
33.52%
3.00%
FNCH
VOOM.DE

Key characteristics

Sharpe Ratio

FNCH:

2.59

VOOM.DE:

1.50

Sortino Ratio

FNCH:

4.17

VOOM.DE:

2.12

Omega Ratio

FNCH:

1.61

VOOM.DE:

1.28

Calmar Ratio

FNCH:

4.92

VOOM.DE:

1.58

Martin Ratio

FNCH:

15.72

VOOM.DE:

9.82

Ulcer Index

FNCH:

31.27%

VOOM.DE:

1.78%

Daily Std Dev

FNCH:

190.38%

VOOM.DE:

11.66%

Max Drawdown

FNCH:

-99.86%

VOOM.DE:

-36.78%

Current Drawdown

FNCH:

-97.65%

VOOM.DE:

-0.11%

Returns By Period

In the year-to-date period, FNCH achieves a 32.74% return, which is significantly higher than VOOM.DE's 5.52% return.


FNCH

YTD

32.74%

1M

37.05%

6M

15.83%

1Y

500.00%

5Y*

N/A

10Y*

N/A

VOOM.DE

YTD

5.52%

1M

2.33%

6M

11.53%

1Y

16.37%

5Y*

7.78%

10Y*

N/A

*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

FNCH vs. VOOM.DE — Risk-Adjusted Performance Rank

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

FNCH
The Risk-Adjusted Performance Rank of FNCH is 9696
Overall Rank
The Sharpe Ratio Rank of FNCH is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FNCH is 9696
Sortino Ratio Rank
The Omega Ratio Rank of FNCH is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FNCH is 9898
Calmar Ratio Rank
The Martin Ratio Rank of FNCH is 9696
Martin Ratio Rank

VOOM.DE
The Risk-Adjusted Performance Rank of VOOM.DE is 6161
Overall Rank
The Sharpe Ratio Rank of VOOM.DE is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOM.DE is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOOM.DE is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOOM.DE is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VOOM.DE is 7474
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.

FNCH vs. VOOM.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Finch Therapeutics Group, Inc. (FNCH) and Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE). 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 FNCH, currently valued at 2.74, compared to the broader market-2.000.002.004.002.740.88
The chart of Sortino ratio for FNCH, currently valued at 4.26, compared to the broader market-6.00-4.00-2.000.002.004.006.004.261.32
The chart of Omega ratio for FNCH, currently valued at 1.64, compared to the broader market0.501.001.502.001.641.16
The chart of Calmar ratio for FNCH, currently valued at 5.21, compared to the broader market0.002.004.006.005.210.70
The chart of Martin ratio for FNCH, currently valued at 16.26, compared to the broader market-10.000.0010.0020.0030.0016.263.97
FNCH
VOOM.DE

The current FNCH Sharpe Ratio is 2.59, which is higher than the VOOM.DE Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of FNCH and VOOM.DE, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.74
0.88
FNCH
VOOM.DE

Dividends

FNCH vs. VOOM.DE - Dividend Comparison

Neither FNCH nor VOOM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FNCH vs. VOOM.DE - Drawdown Comparison

The maximum FNCH drawdown since its inception was -99.86%, which is greater than VOOM.DE's maximum drawdown of -36.78%. Use the drawdown chart below to compare losses from any high point for FNCH and VOOM.DE. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-97.65%
-3.76%
FNCH
VOOM.DE

Volatility

FNCH vs. VOOM.DE - Volatility Comparison

Finch Therapeutics Group, Inc. (FNCH) has a higher volatility of 25.52% compared to Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) at 2.53%. This indicates that FNCH's price experiences larger fluctuations and is considered to be riskier than VOOM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
25.52%
2.53%
FNCH
VOOM.DE
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