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

Correlation

The correlation between GNOM and VOO is 0.60, 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.


-0.50.00.51.00.6

Performance

GNOM vs. VOO - Performance Comparison

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

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-35.55%
125.10%
GNOM
VOO

Key characteristics

Sharpe Ratio

GNOM:

-0.40

VOO:

2.25

Sortino Ratio

GNOM:

-0.39

VOO:

2.98

Omega Ratio

GNOM:

0.96

VOO:

1.42

Calmar Ratio

GNOM:

-0.17

VOO:

3.31

Martin Ratio

GNOM:

-0.96

VOO:

14.77

Ulcer Index

GNOM:

11.67%

VOO:

1.90%

Daily Std Dev

GNOM:

27.85%

VOO:

12.46%

Max Drawdown

GNOM:

-68.54%

VOO:

-33.99%

Current Drawdown

GNOM:

-64.53%

VOO:

-2.47%

Returns By Period

In the year-to-date period, GNOM achieves a -14.43% return, which is significantly lower than VOO's 26.02% return.


GNOM

YTD

-14.43%

1M

0.71%

6M

-4.90%

1Y

-13.05%

5Y*

-9.16%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


GNOM vs. VOO - Expense Ratio Comparison

GNOM has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.


GNOM
Global X Genomics & Biotechnology ETF
Expense ratio chart for GNOM: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

GNOM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology ETF (GNOM) 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 GNOM, currently valued at -0.40, compared to the broader market0.002.004.00-0.402.25
The chart of Sortino ratio for GNOM, currently valued at -0.39, compared to the broader market-2.000.002.004.006.008.0010.00-0.392.98
The chart of Omega ratio for GNOM, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.42
The chart of Calmar ratio for GNOM, currently valued at -0.17, compared to the broader market0.005.0010.0015.00-0.173.31
The chart of Martin ratio for GNOM, currently valued at -0.96, compared to the broader market0.0020.0040.0060.0080.00100.00-0.9614.77
GNOM
VOO

The current GNOM Sharpe Ratio is -0.40, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of GNOM 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
-0.40
2.25
GNOM
VOO

Dividends

GNOM vs. VOO - Dividend Comparison

GNOM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
GNOM
Global X Genomics & Biotechnology ETF
0.00%0.00%0.00%0.04%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GNOM vs. VOO - Drawdown Comparison

The maximum GNOM drawdown since its inception was -68.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GNOM and VOO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-64.53%
-2.47%
GNOM
VOO

Volatility

GNOM vs. VOO - Volatility Comparison

Global X Genomics & Biotechnology ETF (GNOM) has a higher volatility of 9.66% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that GNOM'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%JulyAugustSeptemberOctoberNovemberDecember
9.66%
3.75%
GNOM
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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