FWONA vs. VOO
FWONA (Formula One Group) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, FWONA returned 15.69%/yr vs 15.14%/yr for VOO. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
FWONA vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, FWONA achieves a 0.48% return, which is significantly lower than VOO's 10.16% return. Both investments have delivered pretty close results over the past 10 years, with FWONA having a 15.69% annualized return and VOO not far behind at 15.14%.
FWONA
- 1D
- -2.37%
- 1M
- -1.19%
- 6M
- 12.70%
- YTD
- 0.48%
- 1Y
- 1.11%
- 3Y*
- 12.25%
- 5Y*
- 17.74%
- 10Y*
- 15.69%
- ALL TIME*
- 10.86%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FWONA Formula One Group | $12.62M | $14.95M | $13.90M |
| $3.82B | $3.78B | $5.44B |
FWONA vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FWONA Formula One Group | 0.48% | 6.35% | 44.95% | 13.34% | -9.96% | 56.20% | -13.23% | 47.31% | -9.17% | 4.37% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between FWONA and VOO is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jan 10, 2013 | 0.47 |
Over the past year, the correlation between FWONA and VOO has dropped to 0.16 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
FWONA vs. VOO — Risk / Return Rank
FWONA
VOO
FWONA vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Formula One Group (FWONA) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FWONA | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.28 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 2.21 | -2.22 |
| Martin ratioReturn relative to average drawdown | -0.02 | 9.44 | -9.46 |
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Drawdowns
FWONA vs. VOO - Drawdown Comparison
The maximum FWONA drawdown since its inception was -60.76%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FWONA and VOO.
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Drawdown Indicators
| FWONA | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.76% | -33.99% | -26.77% |
Max Drawdown (1Y)Largest decline over 1 year | -24.99% | -8.90% | -16.09% |
Max Drawdown (3Y)Largest decline over 3 years | -25.71% | -18.69% | -7.02% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -24.52% | -1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -60.76% | -33.99% | -26.77% |
Current DrawdownCurrent decline from peak | -9.58% | -1.38% | -8.20% |
Average DrawdownAverage peak-to-trough decline | -14.10% | -3.67% | -10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.21% | 2.08% | +12.13% |
Volatility
FWONA vs. VOO - Volatility Comparison
Formula One Group (FWONA) has a higher volatility of 7.76% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that FWONA'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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Volatility by Period
| FWONA | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 3.54% | +4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 19.02% | 10.10% | +8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.19% | 12.82% | +11.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.09% | 16.93% | +10.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.47% | 18.01% | +14.46% |
Dividends
FWONA vs. VOO - Dividend Comparison
FWONA has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWONA Formula One Group | 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 | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
FWONA and VOO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FWONA has higher volatility (7.76%) compared to VOO (3.54%). In terms of maximum drawdown, FWONA dropped -60.76% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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