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

Key characteristics


FUBOVOO
YTD Return-56.29%7.31%
1Y Return27.52%25.21%
3Y Return (Ann)-60.29%8.45%
5Y Return (Ann)-28.06%13.50%
10Y Return (Ann)-81.15%12.57%
Sharpe Ratio0.342.36
Daily Std Dev100.07%11.75%
Max Drawdown-100.00%-33.99%
Current Drawdown-100.00%-2.94%

Correlation

-0.50.00.51.00.2

The correlation between FUBO and VOO is 0.17, 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

FUBO vs. VOO - Performance Comparison

In the year-to-date period, FUBO achieves a -56.29% return, which is significantly lower than VOO's 7.31% return. Over the past 10 years, FUBO has underperformed VOO with an annualized return of -81.15%, while VOO has yielded a comparatively higher 12.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2024FebruaryMarchApril
-100.00%
24.73%
FUBO
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


fuboTV Inc.

Vanguard S&P 500 ETF

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.


FUBO
Sharpe ratio
The chart of Sharpe ratio for FUBO, currently valued at 0.34, compared to the broader market-2.00-1.000.001.002.003.004.000.34
Sortino ratio
The chart of Sortino ratio for FUBO, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.006.001.27
Omega ratio
The chart of Omega ratio for FUBO, currently valued at 1.14, compared to the broader market0.501.001.501.14
Calmar ratio
The chart of Calmar ratio for FUBO, currently valued at 0.34, compared to the broader market0.002.004.006.000.34
Martin ratio
The chart of Martin ratio for FUBO, currently valued at 1.10, compared to the broader market0.0010.0020.0030.001.10
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.36, compared to the broader market-2.00-1.000.001.002.003.004.002.36
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.40, compared to the broader market-4.00-2.000.002.004.006.003.40
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.64, compared to the broader market0.0010.0020.0030.009.64

FUBO vs. VOO - Sharpe Ratio Comparison

The current FUBO Sharpe Ratio is 0.34, which is lower than the VOO Sharpe Ratio of 2.36. The chart below compares the 12-month rolling Sharpe Ratio of FUBO and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.34
2.36
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 1.37%.


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
1.37%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 -100.00%, 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%NovemberDecember2024FebruaryMarchApril
-100.00%
-2.94%
FUBO
VOO

Volatility

FUBO vs. VOO - Volatility Comparison

fuboTV Inc. (FUBO) has a higher volatility of 12.65% compared to Vanguard S&P 500 ETF (VOO) at 3.60%. 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%NovemberDecember2024FebruaryMarchApril
12.65%
3.60%
FUBO
VOO