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

Correlation

The correlation between GOTU and VOO is 0.22, 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.


-0.50.00.51.00.2

Performance

GOTU vs. VOO - Performance Comparison

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

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-78.05%
127.85%
GOTU
VOO

Key characteristics

Sharpe Ratio

GOTU:

-0.37

VOO:

2.25

Sortino Ratio

GOTU:

-0.04

VOO:

2.98

Omega Ratio

GOTU:

1.00

VOO:

1.42

Calmar Ratio

GOTU:

-0.34

VOO:

3.31

Martin Ratio

GOTU:

-0.78

VOO:

14.77

Ulcer Index

GOTU:

42.98%

VOO:

1.90%

Daily Std Dev

GOTU:

89.56%

VOO:

12.46%

Max Drawdown

GOTU:

-99.54%

VOO:

-33.99%

Current Drawdown

GOTU:

-98.39%

VOO:

-2.47%

Returns By Period

In the year-to-date period, GOTU achieves a -36.46% return, which is significantly lower than VOO's 26.02% return.


GOTU

YTD

-36.46%

1M

-11.54%

6M

-51.17%

1Y

-37.16%

5Y*

-35.75%

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.


Risk-Adjusted Performance

GOTU vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gaotu Techedu Inc. (GOTU) 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 GOTU, currently valued at -0.37, compared to the broader market-4.00-2.000.002.00-0.372.25
The chart of Sortino ratio for GOTU, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.042.98
The chart of Omega ratio for GOTU, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.42
The chart of Calmar ratio for GOTU, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.343.31
The chart of Martin ratio for GOTU, currently valued at -0.78, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7814.77
GOTU
VOO

The current GOTU Sharpe Ratio is -0.37, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of GOTU 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
-0.37
2.25
GOTU
VOO

Dividends

GOTU vs. VOO - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
GOTU
Gaotu Techedu 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
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

GOTU vs. VOO - Drawdown Comparison

The maximum GOTU drawdown since its inception was -99.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GOTU and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.39%
-2.47%
GOTU
VOO

Volatility

GOTU vs. VOO - Volatility Comparison

Gaotu Techedu Inc. (GOTU) has a higher volatility of 23.06% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that GOTU'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%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
23.06%
3.75%
GOTU
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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