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HBAR-USD vs. VOO
Performance
Return for Risk
Drawdowns
Volatility

Performance

HBAR-USD vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, HBAR-USD achieves a -38.16% return, which is significantly lower than VOO's 9.60% return.


HBAR-USD

1D
-1.32%
1M
-19.17%
6M
-44.63%
YTD
-38.16%
1Y
-76.26%
3Y*
7.48%
5Y*
-18.47%
10Y*

VOO

1D
-1.01%
1M
0.55%
6M
8.05%
YTD
9.60%
1Y
19.76%
3Y*
19.41%
5Y*
13.08%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBAR-USD vs. VOO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HBAR-USD
HederaHashgraph
-38.16%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%
VOO
Vanguard S&P 500 ETF
9.60%17.82%24.98%26.32%-18.17%28.79%18.32%8.34%

Correlation

The correlation between HBAR-USD and VOO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.24

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Return for Risk

HBAR-USD vs. VOO — Risk / Return Rank

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

HBAR-USD
HBAR-USD Risk / Return Rank: 99
Overall Rank
HBAR-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 77
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 1414
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 33
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 1616
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 5959
Overall Rank
VOO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 5858
Omega Ratio Rank
VOO Calmar Ratio Rank: 5555
Calmar Ratio Rank
VOO Martin Ratio Rank: 6868
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.

HBAR-USD vs. VOO - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HBAR-USDVOODifference
Sharpe ratioReturn per unit of total volatility

-2.67

Sortino ratioReturn per unit of downside risk

-4.54

Omega ratioGain probability vs. loss probability

0.79

1.29

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.98

2.23

-3.21

Martin ratioReturn relative to average drawdown

-1.35

9.71

-11.05

HBAR-USD vs. VOO - Sharpe Ratio Comparison

The current HBAR-USD Sharpe Ratio is -1.09, which is lower than the VOO Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of HBAR-USD and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HBAR-USD vs. VOO - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -97.58%, 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.


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Drawdown Indicators


HBAR-USDVOODifference

Max Drawdown

Largest peak-to-trough decline

-97.58%

-33.99%

-63.59%

Max Drawdown (1Y)

Largest decline over 1 year

-77.49%

-8.90%

-68.59%

Max Drawdown (3Y)

Largest decline over 3 years

-82.48%

-18.69%

-63.79%

Max Drawdown (5Y)

Largest decline over 5 years

-92.79%

-24.52%

-68.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-87.02%

-1.88%

-85.14%

Average Drawdown

Average peak-to-trough decline

-74.66%

-3.67%

-70.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.34%

2.04%

+47.30%

Volatility

HBAR-USD vs. VOO - Volatility Comparison

HederaHashgraph (HBAR-USD) has a higher volatility of 12.45% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. 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.


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Volatility by Period


HBAR-USDVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.45%

3.58%

+8.87%

Volatility (6M)

Calculated over the trailing 6-month period

40.54%

10.02%

+30.52%

Volatility (1Y)

Calculated over the trailing 1-year period

60.06%

12.56%

+47.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.59%

16.92%

+67.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.92%

17.99%

+89.93%

Frequently Asked Questions


HBAR-USD and VOO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBAR-USD has higher volatility (12.45%) compared to VOO (3.58%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (1.58 vs -1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HBAR-USD and VOO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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