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

Correlation

The correlation between HACK and VOO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

HACK vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.37%
8.89%
HACK
VOO

Key characteristics

Sharpe Ratio

HACK:

1.30

VOO:

2.21

Sortino Ratio

HACK:

1.76

VOO:

2.93

Omega Ratio

HACK:

1.24

VOO:

1.41

Calmar Ratio

HACK:

1.92

VOO:

3.25

Martin Ratio

HACK:

5.22

VOO:

14.47

Ulcer Index

HACK:

4.91%

VOO:

1.90%

Daily Std Dev

HACK:

19.70%

VOO:

12.43%

Max Drawdown

HACK:

-42.68%

VOO:

-33.99%

Current Drawdown

HACK:

-5.04%

VOO:

-2.87%

Returns By Period

In the year-to-date period, HACK achieves a 24.18% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, HACK has underperformed VOO with an annualized return of 11.24%, while VOO has yielded a comparatively higher 13.04% annualized return.


HACK

YTD

24.18%

1M

4.91%

6M

19.38%

1Y

24.45%

5Y*

13.14%

10Y*

11.24%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

Compare stocks, funds, or ETFs

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


HACK vs. VOO - Expense Ratio Comparison

HACK has a 0.60% expense ratio, which is higher than VOO's 0.03% expense ratio.


HACK
ETFMG Prime Cyber Security ETF
Expense ratio chart for HACK: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
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

HACK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) 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 HACK, currently valued at 1.30, compared to the broader market0.002.004.001.302.21
The chart of Sortino ratio for HACK, currently valued at 1.76, compared to the broader market-2.000.002.004.006.008.0010.001.762.93
The chart of Omega ratio for HACK, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.41
The chart of Calmar ratio for HACK, currently valued at 1.92, compared to the broader market0.005.0010.0015.001.923.25
The chart of Martin ratio for HACK, currently valued at 5.22, compared to the broader market0.0020.0040.0060.0080.00100.005.2214.47
HACK
VOO

The current HACK Sharpe Ratio is 1.30, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of HACK 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.30
2.21
HACK
VOO

Dividends

HACK vs. VOO - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.18%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
HACK
ETFMG Prime Cyber Security ETF
0.18%0.21%0.24%0.26%1.11%0.14%0.09%0.01%1.23%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

HACK vs. VOO - Drawdown Comparison

The maximum HACK drawdown since its inception was -42.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HACK and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.04%
-2.87%
HACK
VOO

Volatility

HACK vs. VOO - Volatility Comparison

ETFMG Prime Cyber Security ETF (HACK) has a higher volatility of 7.74% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that HACK'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%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.74%
3.64%
HACK
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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