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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.


-0.50.00.51.0
Correlation: 0.7

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.

160.00%180.00%200.00%220.00%240.00%260.00%NovemberDecember2025FebruaryMarchApril
200.98%
223.86%
HACK
VOO

Key characteristics

Sharpe Ratio

HACK:

0.75

VOO:

0.57

Sortino Ratio

HACK:

1.19

VOO:

0.92

Omega Ratio

HACK:

1.16

VOO:

1.13

Calmar Ratio

HACK:

0.88

VOO:

0.58

Martin Ratio

HACK:

3.22

VOO:

2.42

Ulcer Index

HACK:

5.98%

VOO:

4.51%

Daily Std Dev

HACK:

25.46%

VOO:

19.17%

Max Drawdown

HACK:

-42.68%

VOO:

-33.99%

Current Drawdown

HACK:

-12.69%

VOO:

-10.56%

Returns By Period

In the year-to-date period, HACK achieves a -2.93% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, HACK has underperformed VOO with an annualized return of 9.58%, while VOO has yielded a comparatively higher 12.02% annualized return.


HACK

YTD

-2.93%

1M

-5.46%

6M

3.70%

1Y

16.69%

5Y*

13.19%

10Y*

9.58%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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HACK vs. VOO - Expense Ratio Comparison

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


Expense ratio chart for HACK: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HACK: 0.60%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

HACK vs. VOO — Risk-Adjusted Performance Rank

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

HACK
The Risk-Adjusted Performance Rank of HACK is 7575
Overall Rank
The Sharpe Ratio Rank of HACK is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of HACK is 7474
Sortino Ratio Rank
The Omega Ratio Rank of HACK is 7373
Omega Ratio Rank
The Calmar Ratio Rank of HACK is 8080
Calmar Ratio Rank
The Martin Ratio Rank of HACK is 7676
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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.

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.


The chart of Sharpe ratio for HACK, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.00
HACK: 0.75
VOO: 0.57
The chart of Sortino ratio for HACK, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.00
HACK: 1.19
VOO: 0.92
The chart of Omega ratio for HACK, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
HACK: 1.16
VOO: 1.13
The chart of Calmar ratio for HACK, currently valued at 0.88, compared to the broader market0.002.004.006.008.0010.0012.00
HACK: 0.88
VOO: 0.58
The chart of Martin ratio for HACK, currently valued at 3.22, compared to the broader market0.0020.0040.0060.00
HACK: 3.22
VOO: 2.42

The current HACK Sharpe Ratio is 0.75, which is higher than the VOO Sharpe Ratio of 0.57. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.75
0.57
HACK
VOO

Dividends

HACK vs. VOO - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.14%, less than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
HACK
ETFMG Prime Cyber Security ETF
0.14%0.14%0.21%0.24%0.26%1.11%0.14%0.09%0.01%1.23%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.69%
-10.56%
HACK
VOO

Volatility

HACK vs. VOO - Volatility Comparison

ETFMG Prime Cyber Security ETF (HACK) has a higher volatility of 16.18% compared to Vanguard S&P 500 ETF (VOO) at 13.97%. 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.18%
13.97%
HACK
VOO