PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GDDY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GDDYVOO
YTD Return16.47%7.94%
1Y Return71.03%28.21%
3Y Return (Ann)14.50%8.82%
5Y Return (Ann)9.27%13.59%
Sharpe Ratio2.912.33
Daily Std Dev25.15%11.70%
Max Drawdown-50.10%-33.99%
Current Drawdown-2.49%-2.36%

Correlation

-0.50.00.51.00.5

The correlation between GDDY and VOO is 0.53, 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

GDDY vs. VOO - Performance Comparison

In the year-to-date period, GDDY achieves a 16.47% return, which is significantly higher than VOO's 7.94% 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%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
518.20%
192.48%
GDDY
VOO

Compare stocks, funds, or ETFs

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


GoDaddy Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

GDDY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GoDaddy Inc. (GDDY) 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.


GDDY
Sharpe ratio
The chart of Sharpe ratio for GDDY, currently valued at 2.91, compared to the broader market-2.00-1.000.001.002.003.004.002.91
Sortino ratio
The chart of Sortino ratio for GDDY, currently valued at 3.94, compared to the broader market-4.00-2.000.002.004.006.003.94
Omega ratio
The chart of Omega ratio for GDDY, currently valued at 1.57, compared to the broader market0.501.001.501.57
Calmar ratio
The chart of Calmar ratio for GDDY, currently valued at 2.88, compared to the broader market0.002.004.006.002.88
Martin ratio
The chart of Martin ratio for GDDY, currently valued at 18.47, compared to the broader market-10.000.0010.0020.0030.0018.47
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.33, compared to the broader market-2.00-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.33
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market0.501.001.501.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.02, compared to the broader market0.002.004.006.002.02
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.40, compared to the broader market-10.000.0010.0020.0030.009.40

GDDY vs. VOO - Sharpe Ratio Comparison

The current GDDY Sharpe Ratio is 2.91, which roughly equals the VOO Sharpe Ratio of 2.33. The chart below compares the 12-month rolling Sharpe Ratio of GDDY and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.91
2.33
GDDY
VOO

Dividends

GDDY vs. VOO - Dividend Comparison

GDDY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.36%.


TTM20232022202120202019201820172016201520142013
GDDY
GoDaddy 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
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GDDY vs. VOO - Drawdown Comparison

The maximum GDDY drawdown since its inception was -50.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GDDY and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.49%
-2.36%
GDDY
VOO

Volatility

GDDY vs. VOO - Volatility Comparison

GoDaddy Inc. (GDDY) has a higher volatility of 5.70% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that GDDY'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
5.70%
4.09%
GDDY
VOO