HBAR-USD vs. VOO
Compare and contrast key facts about HederaHashgraph (HBAR-USD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HBAR-USD or VOO.
Key characteristics
HBAR-USD | VOO | |
---|---|---|
YTD Return | -30.76% | 26.94% |
1Y Return | 1.69% | 35.06% |
3Y Return (Ann) | -48.65% | 10.23% |
5Y Return (Ann) | 12.83% | 15.77% |
Sharpe Ratio | -0.55 | 3.08 |
Sortino Ratio | -0.79 | 4.09 |
Omega Ratio | 0.93 | 1.58 |
Calmar Ratio | 0.01 | 4.46 |
Martin Ratio | -1.28 | 20.36 |
Ulcer Index | 51.92% | 1.85% |
Daily Std Dev | 92.31% | 12.23% |
Max Drawdown | -92.80% | -33.99% |
Current Drawdown | -88.25% | -0.25% |
Correlation
The correlation between HBAR-USD and VOO is 0.24, 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.
Performance
HBAR-USD vs. VOO - Performance Comparison
In the year-to-date period, HBAR-USD achieves a -30.76% return, which is significantly lower than VOO's 26.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HBAR-USD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) 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.
Drawdowns
HBAR-USD vs. VOO - Drawdown Comparison
The maximum HBAR-USD drawdown since its inception was -92.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and VOO. For additional features, visit the drawdowns tool.
Volatility
HBAR-USD vs. VOO - Volatility Comparison
HederaHashgraph (HBAR-USD) has a higher volatility of 25.20% compared to Vanguard S&P 500 ETF (VOO) at 3.86%. This indicates that HBAR-USD'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.