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FSLY vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSLY vs. VOO - Performance Comparison

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

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FSLY vs. VOO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FSLY
Fastly, Inc.
185.46%7.84%-46.97%117.34%-76.90%-59.43%335.33%-16.34%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%14.31%

Returns By Period

In the year-to-date period, FSLY achieves a 185.46% return, which is significantly higher than VOO's -4.42% return.


FSLY

1D
13.87%
1M
51.99%
YTD
185.46%
6M
239.88%
1Y
359.08%
3Y*
17.84%
5Y*
-16.20%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FSLY vs. VOO — Risk / Return Rank

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

FSLY
FSLY Risk / Return Rank: 9898
Overall Rank
FSLY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FSLY Sortino Ratio Rank: 9999
Sortino Ratio Rank
FSLY Omega Ratio Rank: 9797
Omega Ratio Rank
FSLY Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSLY Martin Ratio Rank: 9898
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSLY vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastly, Inc. (FSLY) 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.


FSLYVOODifference

Sharpe ratio

Return per unit of total volatility

3.37

0.98

+2.39

Sortino ratio

Return per unit of downside risk

4.94

1.50

+3.44

Omega ratio

Gain probability vs. loss probability

1.58

1.23

+0.35

Calmar ratio

Return relative to maximum drawdown

9.76

1.53

+8.22

Martin ratio

Return relative to average drawdown

25.25

7.29

+17.96

FSLY vs. VOO - Sharpe Ratio Comparison

The current FSLY Sharpe Ratio is 3.37, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FSLY 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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Sharpe Ratios by Period


FSLYVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.37

0.98

+2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.70

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.83

-0.80

Correlation

The correlation between FSLY and VOO is 0.44, 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.


Dividends

FSLY vs. VOO - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
FSLY
Fastly, 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%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FSLY vs. VOO - Drawdown Comparison

The maximum FSLY drawdown since its inception was -96.12%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FSLY and VOO.


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Drawdown Indicators


FSLYVOODifference

Max Drawdown

Largest peak-to-trough decline

-96.12%

-33.99%

-62.13%

Max Drawdown (1Y)

Largest decline over 1 year

-35.49%

-11.98%

-23.51%

Max Drawdown (5Y)

Largest decline over 5 years

-93.05%

-24.52%

-68.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-77.44%

-6.29%

-71.15%

Average Drawdown

Average peak-to-trough decline

-69.85%

-3.72%

-66.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.72%

2.52%

+11.20%

Volatility

FSLY vs. VOO - Volatility Comparison

Fastly, Inc. (FSLY) has a higher volatility of 28.89% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that FSLY'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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Volatility by Period


FSLYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

28.89%

5.29%

+23.60%

Volatility (6M)

Calculated over the trailing 6-month period

78.55%

9.44%

+69.11%

Volatility (1Y)

Calculated over the trailing 1-year period

107.33%

18.10%

+89.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.47%

16.82%

+67.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.39%

17.99%

+69.40%