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

Performance

FUBO vs. VOO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
13.62%
13.23%
FUBO
VOO

Returns By Period

In the year-to-date period, FUBO achieves a -55.35% return, which is significantly lower than VOO's 26.58% return.


FUBO

YTD

-55.35%

1M

-9.55%

6M

13.60%

1Y

-52.67%

5Y (annualized)

-33.56%

10Y (annualized)

N/A

VOO

YTD

26.58%

1M

3.05%

6M

13.23%

1Y

32.77%

5Y (annualized)

15.74%

10Y (annualized)

13.22%

Key characteristics


FUBOVOO
Sharpe Ratio-0.722.69
Sortino Ratio-0.913.59
Omega Ratio0.901.50
Calmar Ratio-0.543.88
Martin Ratio-1.0017.58
Ulcer Index52.56%1.86%
Daily Std Dev73.17%12.19%
Max Drawdown-98.44%-33.99%
Current Drawdown-97.87%-0.53%

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Correlation

-0.50.00.51.00.3

The correlation between FUBO and VOO is 0.27, 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.

Risk-Adjusted Performance

FUBO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for fuboTV Inc. (FUBO) 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 FUBO, currently valued at -0.72, compared to the broader market-4.00-2.000.002.004.00-0.722.69
The chart of Sortino ratio for FUBO, currently valued at -0.91, compared to the broader market-4.00-2.000.002.004.00-0.913.59
The chart of Omega ratio for FUBO, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.50
The chart of Calmar ratio for FUBO, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.543.88
The chart of Martin ratio for FUBO, currently valued at -1.00, compared to the broader market0.0010.0020.0030.00-1.0017.58
FUBO
VOO

The current FUBO Sharpe Ratio is -0.72, which is lower than the VOO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of FUBO 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.72
2.69
FUBO
VOO

Dividends

FUBO vs. VOO - Dividend Comparison

FUBO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20232022202120202019201820172016201520142013
FUBO
fuboTV 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
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FUBO vs. VOO - Drawdown Comparison

The maximum FUBO drawdown since its inception was -98.44%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FUBO and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-97.87%
-0.53%
FUBO
VOO

Volatility

FUBO vs. VOO - Volatility Comparison

fuboTV Inc. (FUBO) has a higher volatility of 25.00% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that FUBO'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%JuneJulyAugustSeptemberOctoberNovember
25.00%
3.99%
FUBO
VOO