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

Correlation

The correlation between GOL and VOO is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

GOL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gol Linhas Aéreas Inteligentes S.A. (GOL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February0
12.44%
GOL
VOO

Key characteristics

Returns By Period


GOL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

3.31%

1M

4.26%

6M

12.44%

1Y

22.48%

5Y*

14.26%

10Y*

13.25%

*Annualized

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Risk-Adjusted Performance

GOL vs. VOO — Risk-Adjusted Performance Rank

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

GOL

VOO
The Risk-Adjusted Performance Rank of VOO is 7676
Overall Rank
The Sharpe Ratio Rank of VOO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8080
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.

GOL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gol Linhas Aéreas Inteligentes S.A. (GOL) 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
No data
The chart of Calmar ratio for GOL, currently valued at 0.00, compared to the broader market0.002.004.006.000.002.74
GOL
VOO


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-1.00
1.81
GOL
VOO

Dividends

GOL vs. VOO - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
GOL
Gol Linhas Aéreas Inteligentes S.A.
0.00%0.00%0.00%0.00%0.00%0.00%0.02%0.00%0.00%0.00%0.12%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

GOL vs. VOO - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-97.06%
-0.72%
GOL
VOO

Volatility

GOL vs. VOO - Volatility Comparison

The current volatility for Gol Linhas Aéreas Inteligentes S.A. (GOL) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.40%. This indicates that GOL experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
3.40%
GOL
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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