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

Correlation

The correlation between FWONK and VOO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FWONK vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Formula One Group (FWONK) 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

FWONK:

1.13

VOO:

0.74

Sortino Ratio

FWONK:

1.73

VOO:

1.04

Omega Ratio

FWONK:

1.23

VOO:

1.15

Calmar Ratio

FWONK:

1.37

VOO:

0.68

Martin Ratio

FWONK:

4.31

VOO:

2.58

Ulcer Index

FWONK:

7.78%

VOO:

4.93%

Daily Std Dev

FWONK:

27.28%

VOO:

19.54%

Max Drawdown

FWONK:

-57.74%

VOO:

-33.99%

Current Drawdown

FWONK:

-5.55%

VOO:

-3.55%

Returns By Period

In the year-to-date period, FWONK achieves a 4.18% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, FWONK has outperformed VOO with an annualized return of 13.70%, while VOO has yielded a comparatively lower 12.81% annualized return.


FWONK

YTD

4.18%

1M

8.86%

6M

9.25%

1Y

30.71%

3Y*

17.04%

5Y*

23.58%

10Y*

13.70%

VOO

YTD

0.90%

1M

6.28%

6M

-1.46%

1Y

14.27%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Formula One Group

Vanguard S&P 500 ETF

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

Risk-Adjusted Performance

FWONK vs. VOO — Risk-Adjusted Performance Rank

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

FWONK
The Risk-Adjusted Performance Rank of FWONK is 8383
Overall Rank
The Sharpe Ratio Rank of FWONK is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FWONK is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FWONK is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FWONK is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FWONK is 8383
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

FWONK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Formula One Group (FWONK) 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 FWONK Sharpe Ratio is 1.13, which is higher than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FWONK 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

FWONK vs. VOO - Dividend Comparison

FWONK has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
FWONK
Formula One Group
0.00%0.00%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FWONK vs. VOO - Drawdown Comparison

The maximum FWONK drawdown since its inception was -57.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FWONK and VOO.


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

Volatility

FWONK vs. VOO - Volatility Comparison

Formula One Group (FWONK) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.84% and 4.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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