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

Correlation

The correlation between FSLY and VOO is 0.42, 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

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.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-37.00%
125.28%
FSLY
VOO

Key characteristics

Sharpe Ratio

FSLY:

-0.59

VOO:

2.25

Sortino Ratio

FSLY:

-0.48

VOO:

2.98

Omega Ratio

FSLY:

0.93

VOO:

1.42

Calmar Ratio

FSLY:

-0.46

VOO:

3.31

Martin Ratio

FSLY:

-0.74

VOO:

14.77

Ulcer Index

FSLY:

59.82%

VOO:

1.90%

Daily Std Dev

FSLY:

74.42%

VOO:

12.46%

Max Drawdown

FSLY:

-95.63%

VOO:

-33.99%

Current Drawdown

FSLY:

-92.18%

VOO:

-2.47%

Returns By Period

In the year-to-date period, FSLY achieves a -43.37% return, which is significantly lower than VOO's 26.02% return.


FSLY

YTD

-43.37%

1M

55.56%

6M

38.65%

1Y

-45.04%

5Y*

-12.05%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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

FSLY vs. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FSLY, currently valued at -0.59, compared to the broader market-4.00-2.000.002.00-0.592.25
The chart of Sortino ratio for FSLY, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.482.98
The chart of Omega ratio for FSLY, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.42
The chart of Calmar ratio for FSLY, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.463.31
The chart of Martin ratio for FSLY, currently valued at -0.74, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7414.77
FSLY
VOO

The current FSLY Sharpe Ratio is -0.59, which is lower than the VOO Sharpe Ratio of 2.25. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.59
2.25
FSLY
VOO

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 0.91%.


TTM20232022202120202019201820172016201520142013
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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FSLY vs. VOO - Drawdown Comparison

The maximum FSLY drawdown since its inception was -95.63%, 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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-92.18%
-2.47%
FSLY
VOO

Volatility

FSLY vs. VOO - Volatility Comparison

Fastly, Inc. (FSLY) has a higher volatility of 29.68% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
29.68%
3.75%
FSLY
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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