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

Correlation

The correlation between FUBO and VOO is 0.26, 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.


-0.50.00.51.00.3

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.

-100.00%-50.00%0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
-84.52%
152.74%
FUBO
VOO

Key characteristics

Sharpe Ratio

FUBO:

-0.68

VOO:

2.23

Sortino Ratio

FUBO:

-0.81

VOO:

2.96

Omega Ratio

FUBO:

0.91

VOO:

1.41

Calmar Ratio

FUBO:

-0.51

VOO:

3.32

Martin Ratio

FUBO:

-0.99

VOO:

14.53

Ulcer Index

FUBO:

50.69%

VOO:

1.93%

Daily Std Dev

FUBO:

74.57%

VOO:

12.60%

Max Drawdown

FUBO:

-98.44%

VOO:

-33.99%

Current Drawdown

FUBO:

-97.84%

VOO:

-2.27%

Returns By Period

In the year-to-date period, FUBO achieves a 14.29% return, which is significantly higher than VOO's 1.04% return.


FUBO

YTD

14.29%

1M

-16.28%

6M

15.20%

1Y

-51.52%

5Y*

-32.22%

10Y*

N/A

VOO

YTD

1.04%

1M

-2.24%

6M

7.45%

1Y

28.44%

5Y*

14.74%

10Y*

13.54%

*Annualized

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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 -0.68, compared to the broader market-4.00-2.000.002.00-0.682.23
The chart of Sortino ratio for FUBO, currently valued at -0.81, compared to the broader market-4.00-2.000.002.004.00-0.812.96
The chart of Omega ratio for FUBO, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.41
The chart of Calmar ratio for FUBO, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.513.32
The chart of Martin ratio for FUBO, currently valued at -0.99, compared to the broader market0.005.0010.0015.0020.0025.00-0.9914.53
FUBO
VOO

The current FUBO Sharpe Ratio is -0.68, which is lower than the VOO Sharpe Ratio of 2.23. 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.68
2.23
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 1.23%.


TTM20242023202220212020201920182017201620152014
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
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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%AugustSeptemberOctoberNovemberDecember2025
-97.84%
-2.27%
FUBO
VOO

Volatility

FUBO vs. VOO - Volatility Comparison

fuboTV Inc. (FUBO) has a higher volatility of 20.14% compared to Vanguard S&P 500 ETF (VOO) at 4.32%. 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%AugustSeptemberOctoberNovemberDecember2025
20.14%
4.32%
FUBO
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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