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

Correlation

The correlation between FROG and VOO is 0.43, 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.


-0.50.00.51.00.4

Performance

FROG vs. VOO - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-13.34%
9.59%
FROG
VOO

Key characteristics

Sharpe Ratio

FROG:

-0.01

VOO:

2.21

Sortino Ratio

FROG:

0.40

VOO:

2.92

Omega Ratio

FROG:

1.06

VOO:

1.41

Calmar Ratio

FROG:

-0.01

VOO:

3.34

Martin Ratio

FROG:

-0.03

VOO:

14.07

Ulcer Index

FROG:

29.41%

VOO:

2.01%

Daily Std Dev

FROG:

58.88%

VOO:

12.80%

Max Drawdown

FROG:

-80.38%

VOO:

-33.99%

Current Drawdown

FROG:

-62.07%

VOO:

-1.36%

Returns By Period

In the year-to-date period, FROG achieves a 11.36% return, which is significantly higher than VOO's 1.98% return.


FROG

YTD

11.36%

1M

7.52%

6M

-13.34%

1Y

-1.59%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*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

FROG vs. VOO — Risk-Adjusted Performance Rank

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

FROG
The Risk-Adjusted Performance Rank of FROG is 4545
Overall Rank
The Sharpe Ratio Rank of FROG is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FROG is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FROG is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FROG is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FROG is 4545
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
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 8383
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.

FROG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JFrog Ltd. (FROG) 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 FROG, currently valued at -0.01, compared to the broader market-2.000.002.004.00-0.012.21
The chart of Sortino ratio for FROG, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.000.402.92
The chart of Omega ratio for FROG, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.41
The chart of Calmar ratio for FROG, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.013.34
The chart of Martin ratio for FROG, currently valued at -0.03, compared to the broader market-10.000.0010.0020.0030.00-0.0314.07
FROG
VOO

The current FROG Sharpe Ratio is -0.01, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FROG 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.01
2.21
FROG
VOO

Dividends

FROG vs. VOO - Dividend Comparison

FROG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
FROG
JFrog Ltd.
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
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FROG vs. VOO - Drawdown Comparison

The maximum FROG drawdown since its inception was -80.38%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FROG and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-62.07%
-1.36%
FROG
VOO

Volatility

FROG vs. VOO - Volatility Comparison

JFrog Ltd. (FROG) has a higher volatility of 9.19% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that FROG'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%AugustSeptemberOctoberNovemberDecember2025
9.19%
5.05%
FROG
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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