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

Correlation

The correlation between GDRX and VOO is 0.43, 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.


-0.50.00.51.00.4

Performance

GDRX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GoodRx Holdings, Inc. (GDRX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-29.72%
10.75%
GDRX
VOO

Key characteristics

Sharpe Ratio

GDRX:

-0.36

VOO:

1.98

Sortino Ratio

GDRX:

-0.16

VOO:

2.65

Omega Ratio

GDRX:

0.98

VOO:

1.36

Calmar Ratio

GDRX:

-0.23

VOO:

2.98

Martin Ratio

GDRX:

-0.73

VOO:

12.44

Ulcer Index

GDRX:

28.76%

VOO:

2.02%

Daily Std Dev

GDRX:

58.56%

VOO:

12.69%

Max Drawdown

GDRX:

-92.90%

VOO:

-33.99%

Current Drawdown

GDRX:

-91.18%

VOO:

0.00%

Returns By Period

In the year-to-date period, GDRX achieves a 8.39% return, which is significantly higher than VOO's 4.06% return.


GDRX

YTD

8.39%

1M

15.86%

6M

-29.71%

1Y

-25.11%

5Y*

N/A

10Y*

N/A

VOO

YTD

4.06%

1M

2.87%

6M

10.75%

1Y

23.12%

5Y*

14.36%

10Y*

13.30%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

GDRX vs. VOO — Risk-Adjusted Performance Rank

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

GDRX
The Risk-Adjusted Performance Rank of GDRX is 2929
Overall Rank
The Sharpe Ratio Rank of GDRX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of GDRX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of GDRX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of GDRX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of GDRX is 3030
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8080
Overall Rank
The Sharpe Ratio Rank of VOO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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.

GDRX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GoodRx Holdings, Inc. (GDRX) 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 GDRX, currently valued at -0.36, compared to the broader market-2.000.002.004.00-0.361.98
The chart of Sortino ratio for GDRX, currently valued at -0.16, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.162.65
The chart of Omega ratio for GDRX, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.36
The chart of Calmar ratio for GDRX, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.232.98
The chart of Martin ratio for GDRX, currently valued at -0.73, compared to the broader market-10.000.0010.0020.0030.00-0.7312.44
GDRX
VOO

The current GDRX Sharpe Ratio is -0.36, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of GDRX 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.36
1.98
GDRX
VOO

Dividends

GDRX vs. VOO - Dividend Comparison

GDRX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
GDRX
GoodRx Holdings, 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
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

GDRX vs. VOO - Drawdown Comparison

The maximum GDRX drawdown since its inception was -92.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GDRX and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-91.18%
0
GDRX
VOO

Volatility

GDRX vs. VOO - Volatility Comparison

GoodRx Holdings, Inc. (GDRX) has a higher volatility of 9.95% compared to Vanguard S&P 500 ETF (VOO) at 3.13%. This indicates that GDRX'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%SeptemberOctoberNovemberDecember2025February
9.95%
3.13%
GDRX
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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