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

Correlation

The correlation between FTEK and VOO is 0.23, 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.


Performance

FTEK vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuel Tech, Inc. (FTEK) 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

FTEK:

0.82

VOO:

0.72

Sortino Ratio

FTEK:

1.98

VOO:

1.14

Omega Ratio

FTEK:

1.23

VOO:

1.17

Calmar Ratio

FTEK:

0.44

VOO:

0.76

Martin Ratio

FTEK:

3.89

VOO:

2.87

Ulcer Index

FTEK:

11.01%

VOO:

4.94%

Daily Std Dev

FTEK:

52.73%

VOO:

19.55%

Max Drawdown

FTEK:

-98.97%

VOO:

-33.99%

Current Drawdown

FTEK:

-95.78%

VOO:

-2.99%

Returns By Period

In the year-to-date period, FTEK achieves a 52.38% return, which is significantly higher than VOO's 1.48% return. Over the past 10 years, FTEK has underperformed VOO with an annualized return of -3.85%, while VOO has yielded a comparatively higher 12.96% annualized return.


FTEK

YTD

52.38%

1M

68.42%

6M

55.34%

1Y

42.86%

3Y*

6.09%

5Y*

14.54%

10Y*

-3.85%

VOO

YTD

1.48%

1M

4.65%

6M

-1.16%

1Y

13.95%

3Y*

14.76%

5Y*

15.43%

10Y*

12.96%

*Annualized

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Fuel Tech, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FTEK vs. VOO — Risk-Adjusted Performance Rank

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

FTEK
The Risk-Adjusted Performance Rank of FTEK is 7979
Overall Rank
The Sharpe Ratio Rank of FTEK is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FTEK is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FTEK is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FTEK is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FTEK is 8282
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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.

FTEK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuel Tech, Inc. (FTEK) 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 FTEK Sharpe Ratio is 0.82, which is comparable to the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FTEK 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FTEK vs. VOO - Dividend Comparison

FTEK has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.


TTM20242023202220212020201920182017201620152014
FTEK
Fuel Tech, 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
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FTEK vs. VOO - Drawdown Comparison

The maximum FTEK drawdown since its inception was -98.97%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FTEK and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FTEK vs. VOO - Volatility Comparison

Fuel Tech, Inc. (FTEK) has a higher volatility of 34.44% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that FTEK'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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