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

Correlation

The correlation between FPAY and VOO is 0.11, 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

FPAY vs. VOO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
33.61%
10.51%
FPAY
VOO

Key characteristics

Sharpe Ratio

FPAY:

0.46

VOO:

1.89

Sortino Ratio

FPAY:

1.25

VOO:

2.54

Omega Ratio

FPAY:

1.15

VOO:

1.35

Calmar Ratio

FPAY:

0.39

VOO:

2.83

Martin Ratio

FPAY:

1.55

VOO:

11.83

Ulcer Index

FPAY:

22.39%

VOO:

2.02%

Daily Std Dev

FPAY:

76.22%

VOO:

12.66%

Max Drawdown

FPAY:

-93.27%

VOO:

-33.99%

Current Drawdown

FPAY:

-84.50%

VOO:

-0.42%

Returns By Period

In the year-to-date period, FPAY achieves a -9.36% return, which is significantly lower than VOO's 4.17% return. Over the past 10 years, FPAY has underperformed VOO with an annualized return of -17.35%, while VOO has yielded a comparatively higher 13.26% annualized return.


FPAY

YTD

-9.36%

1M

-4.91%

6M

33.62%

1Y

37.17%

5Y*

-10.87%

10Y*

-17.35%

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*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

FPAY vs. VOO — Risk-Adjusted Performance Rank

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

FPAY
The Risk-Adjusted Performance Rank of FPAY is 6363
Overall Rank
The Sharpe Ratio Rank of FPAY is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FPAY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FPAY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FPAY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FPAY is 6262
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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.

FPAY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShopper, Inc. (FPAY) 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 FPAY, currently valued at 0.46, compared to the broader market-2.000.002.000.461.89
The chart of Sortino ratio for FPAY, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.006.001.252.54
The chart of Omega ratio for FPAY, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.35
The chart of Calmar ratio for FPAY, currently valued at 0.39, compared to the broader market0.002.004.006.000.392.83
The chart of Martin ratio for FPAY, currently valued at 1.55, compared to the broader market-10.000.0010.0020.0030.001.5511.83
FPAY
VOO

The current FPAY Sharpe Ratio is 0.46, which is lower than the VOO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FPAY 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
0.46
1.89
FPAY
VOO

Dividends

FPAY vs. VOO - Dividend Comparison

FPAY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
FPAY
FlexShopper, 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
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FPAY vs. VOO - Drawdown Comparison

The maximum FPAY drawdown since its inception was -93.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FPAY and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-84.50%
-0.42%
FPAY
VOO

Volatility

FPAY vs. VOO - Volatility Comparison

FlexShopper, Inc. (FPAY) has a higher volatility of 23.14% compared to Vanguard S&P 500 ETF (VOO) at 2.94%. This indicates that FPAY'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%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
23.14%
2.94%
FPAY
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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