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GSAT vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSAT vs. VOO - Performance Comparison

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

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GSAT vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSAT
Globalstar, Inc.
8.81%96.59%6.70%45.86%14.66%242.59%-34.88%-18.71%-51.17%-17.09%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, GSAT achieves a 8.81% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, GSAT has underperformed VOO with an annualized return of 10.24%, while VOO has yielded a comparatively higher 14.05% annualized return.


GSAT

1D
7.44%
1M
6.66%
YTD
8.81%
6M
82.52%
1Y
218.41%
3Y*
56.28%
5Y*
26.08%
10Y*
10.24%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GSAT vs. VOO — Risk / Return Rank

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

GSAT
GSAT Risk / Return Rank: 9595
Overall Rank
GSAT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GSAT Sortino Ratio Rank: 9393
Sortino Ratio Rank
GSAT Omega Ratio Rank: 9292
Omega Ratio Rank
GSAT Calmar Ratio Rank: 9797
Calmar Ratio Rank
GSAT Martin Ratio Rank: 9696
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

GSAT vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Globalstar, Inc. (GSAT) 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.


GSATVOODifference

Sharpe ratio

Return per unit of total volatility

3.07

0.98

+2.09

Sortino ratio

Return per unit of downside risk

3.24

1.50

+1.75

Omega ratio

Gain probability vs. loss probability

1.43

1.23

+0.21

Calmar ratio

Return relative to maximum drawdown

7.99

1.53

+6.46

Martin ratio

Return relative to average drawdown

18.70

7.29

+11.41

GSAT vs. VOO - Sharpe Ratio Comparison

The current GSAT Sharpe Ratio is 3.07, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of GSAT 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.


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Sharpe Ratios by Period


GSATVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.07

0.98

+2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.70

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.78

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.83

-0.90

Correlation

The correlation between GSAT and VOO is 0.29, 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.


Dividends

GSAT vs. VOO - Dividend Comparison

GSAT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
GSAT
Globalstar, 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
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

GSAT vs. VOO - Drawdown Comparison

The maximum GSAT drawdown since its inception was -99.14%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GSAT and VOO.


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Drawdown Indicators


GSATVOODifference

Max Drawdown

Largest peak-to-trough decline

-99.14%

-33.99%

-65.15%

Max Drawdown (1Y)

Largest decline over 1 year

-26.53%

-11.98%

-14.55%

Max Drawdown (5Y)

Largest decline over 5 years

-67.54%

-24.52%

-43.02%

Max Drawdown (10Y)

Largest decline over 10 years

-90.55%

-33.99%

-56.56%

Current Drawdown

Current decline from peak

-74.73%

-6.29%

-68.44%

Average Drawdown

Average peak-to-trough decline

-88.59%

-3.72%

-84.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.34%

2.52%

+8.82%

Volatility

GSAT vs. VOO - Volatility Comparison

Globalstar, Inc. (GSAT) has a higher volatility of 22.22% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that GSAT'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.


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Volatility by Period


GSATVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

22.22%

5.29%

+16.93%

Volatility (6M)

Calculated over the trailing 6-month period

55.36%

9.44%

+45.92%

Volatility (1Y)

Calculated over the trailing 1-year period

71.58%

18.10%

+53.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.16%

16.82%

+67.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.78%

17.99%

+74.79%