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

Correlation

The correlation between FROG and VOO is 0.46, 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.


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.

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Key characteristics

Sharpe Ratio

FROG:

0.62

VOO:

0.72

Sortino Ratio

FROG:

1.03

VOO:

1.20

Omega Ratio

FROG:

1.16

VOO:

1.18

Calmar Ratio

FROG:

0.41

VOO:

0.81

Martin Ratio

FROG:

1.47

VOO:

3.09

Ulcer Index

FROG:

20.03%

VOO:

4.88%

Daily Std Dev

FROG:

50.67%

VOO:

19.37%

Max Drawdown

FROG:

-80.38%

VOO:

-33.99%

Current Drawdown

FROG:

-50.08%

VOO:

-2.75%

Returns By Period

In the year-to-date period, FROG achieves a 46.58% return, which is significantly higher than VOO's 1.73% return.


FROG

YTD

46.58%

1M

38.71%

6M

40.33%

1Y

30.24%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.73%

1M

12.89%

6M

2.12%

1Y

13.74%

5Y*

16.87%

10Y*

12.86%

*Annualized

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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 6969
Overall Rank
The Sharpe Ratio Rank of FROG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FROG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FROG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FROG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FROG is 6969
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7171
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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.


The current FROG Sharpe Ratio is 0.62, which is comparable to the VOO Sharpe Ratio of 0.72. 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.


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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 1.28%.


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
1.28%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.


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Volatility

FROG vs. VOO - Volatility Comparison

JFrog Ltd. (FROG) has a higher volatility of 13.86% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. 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.


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