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

Correlation

The correlation between GLBE and VOO is 0.51, 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.


-0.50.00.51.00.5

Performance

GLBE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global-e Online Ltd. (GLBE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
114.20%
52.48%
GLBE
VOO

Key characteristics

Sharpe Ratio

GLBE:

0.85

VOO:

2.04

Sortino Ratio

GLBE:

1.36

VOO:

2.72

Omega Ratio

GLBE:

1.18

VOO:

1.38

Calmar Ratio

GLBE:

0.57

VOO:

3.02

Martin Ratio

GLBE:

2.27

VOO:

13.60

Ulcer Index

GLBE:

16.31%

VOO:

1.88%

Daily Std Dev

GLBE:

43.81%

VOO:

12.52%

Max Drawdown

GLBE:

-79.10%

VOO:

-33.99%

Current Drawdown

GLBE:

-33.14%

VOO:

-3.52%

Returns By Period

In the year-to-date period, GLBE achieves a 37.82% return, which is significantly higher than VOO's 24.65% return.


GLBE

YTD

37.82%

1M

33.81%

6M

76.99%

1Y

35.40%

5Y*

N/A

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

GLBE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global-e Online Ltd. (GLBE) 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 GLBE, currently valued at 0.85, compared to the broader market-4.00-2.000.002.000.852.04
The chart of Sortino ratio for GLBE, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.362.72
The chart of Omega ratio for GLBE, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.38
The chart of Calmar ratio for GLBE, currently valued at 0.57, compared to the broader market0.002.004.006.000.573.02
The chart of Martin ratio for GLBE, currently valued at 2.27, compared to the broader market0.0010.0020.002.2713.60
GLBE
VOO

The current GLBE Sharpe Ratio is 0.85, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of GLBE 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.85
2.04
GLBE
VOO

Dividends

GLBE vs. VOO - Dividend Comparison

GLBE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
GLBE
Global-e Online Ltd.
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
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GLBE vs. VOO - Drawdown Comparison

The maximum GLBE drawdown since its inception was -79.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GLBE and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.14%
-3.52%
GLBE
VOO

Volatility

GLBE vs. VOO - Volatility Comparison

Global-e Online Ltd. (GLBE) has a higher volatility of 13.93% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that GLBE'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%JulyAugustSeptemberOctoberNovemberDecember
13.93%
3.58%
GLBE
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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