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GOEV vs. VOOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOEV vs. VOOV - Performance Comparison

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

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Returns By Period


GOEV

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

VOOV

1D
-0.34%
1M
-0.41%
YTD
7.53%
6M
6.93%
1Y
20.11%
3Y*
15.16%
5Y*
11.18%
10Y*
12.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOEV vs. VOOV - Yearly Performance Comparison


2026 (YTD)
GOEV
Canoo Inc.
0.00%
VOOV
Vanguard S&P 500 Value ETF
4.05%

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Return for Risk

GOEV vs. VOOV — Risk / Return Rank

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

GOEV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VOOV
VOOV Risk / Return Rank: 6565
Overall Rank
VOOV Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VOOV Sortino Ratio Rank: 6363
Sortino Ratio Rank
VOOV Omega Ratio Rank: 6161
Omega Ratio Rank
VOOV Calmar Ratio Rank: 6767
Calmar Ratio Rank
VOOV Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GOEV vs. VOOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canoo Inc. (GOEV) and Vanguard S&P 500 Value ETF (VOOV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GOEVVOOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

3.22

Martin ratioReturn relative to average drawdown

12.21

GOEV vs. VOOV - Sharpe Ratio Comparison


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Drawdowns

GOEV vs. VOOV - Drawdown Comparison

The maximum GOEV drawdown since its inception was 0.00%, smaller than the maximum VOOV drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for GOEV and VOOV.


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Drawdown Indicators


GOEVVOOVDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-37.31%

+37.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

Max Drawdown (5Y)

Largest decline over 5 years

-18.10%

Max Drawdown (10Y)

Largest decline over 10 years

-37.31%

Current Drawdown

Current decline from peak

0.00%

-1.25%

+1.25%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.83%

+3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

Volatility

GOEV vs. VOOV - Volatility Comparison


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Volatility by Period


GOEVVOOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

9.97%

-9.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

14.44%

-14.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.92%

-16.92%

Dividends

GOEV vs. VOOV - Dividend Comparison

GOEV has not paid dividends to shareholders, while VOOV's dividend yield for the trailing twelve months is around 1.67%.


PositionTTM20252024202320222021202020192018201720162015
GOEV
Canoo 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%
VOOV
Vanguard S&P 500 Value ETF
1.67%1.76%2.10%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%
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