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

Correlation

The correlation between GH and VOO is 0.42, 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

GH vs. VOO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
70.82%
9.81%
GH
VOO

Key characteristics

Sharpe Ratio

GH:

1.77

VOO:

1.92

Sortino Ratio

GH:

2.65

VOO:

2.58

Omega Ratio

GH:

1.30

VOO:

1.35

Calmar Ratio

GH:

1.31

VOO:

2.88

Martin Ratio

GH:

5.76

VOO:

12.03

Ulcer Index

GH:

20.66%

VOO:

2.02%

Daily Std Dev

GH:

67.31%

VOO:

12.69%

Max Drawdown

GH:

-91.03%

VOO:

-33.99%

Current Drawdown

GH:

-73.05%

VOO:

0.00%

Returns By Period

In the year-to-date period, GH achieves a 58.00% return, which is significantly higher than VOO's 4.36% return.


GH

YTD

58.00%

1M

31.67%

6M

74.39%

1Y

115.30%

5Y*

-11.24%

10Y*

N/A

VOO

YTD

4.36%

1M

2.34%

6M

10.20%

1Y

24.11%

5Y*

14.50%

10Y*

13.28%

*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

GH vs. VOO — Risk-Adjusted Performance Rank

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

GH
The Risk-Adjusted Performance Rank of GH is 8585
Overall Rank
The Sharpe Ratio Rank of GH is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of GH is 8787
Sortino Ratio Rank
The Omega Ratio Rank of GH is 8282
Omega Ratio Rank
The Calmar Ratio Rank of GH is 8383
Calmar Ratio Rank
The Martin Ratio Rank of GH is 8282
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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.

GH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Guardant Health, Inc. (GH) 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 GH, currently valued at 1.77, compared to the broader market-2.000.002.004.001.771.92
The chart of Sortino ratio for GH, currently valued at 2.65, compared to the broader market-6.00-4.00-2.000.002.004.006.002.652.58
The chart of Omega ratio for GH, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.35
The chart of Calmar ratio for GH, currently valued at 1.31, compared to the broader market0.002.004.006.001.312.88
The chart of Martin ratio for GH, currently valued at 5.76, compared to the broader market0.0010.0020.0030.005.7612.03
GH
VOO

The current GH Sharpe Ratio is 1.77, which is comparable to the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of GH 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
1.77
1.92
GH
VOO

Dividends

GH vs. VOO - Dividend Comparison

GH has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
GH
Guardant Health, 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
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

GH vs. VOO - Drawdown Comparison

The maximum GH drawdown since its inception was -91.03%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GH and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-73.05%
0
GH
VOO

Volatility

GH vs. VOO - Volatility Comparison

Guardant Health, Inc. (GH) has a higher volatility of 24.52% compared to Vanguard S&P 500 ETF (VOO) at 3.12%. This indicates that GH'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
24.52%
3.12%
GH
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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