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HBAR-USD vs. VOOG
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between HBAR-USD and VOOG 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.


Performance

HBAR-USD vs. VOOG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HBAR-USD:

0.75

VOOG:

0.80

Sortino Ratio

HBAR-USD:

4.55

VOOG:

1.36

Omega Ratio

HBAR-USD:

1.44

VOOG:

1.19

Calmar Ratio

HBAR-USD:

5.83

VOOG:

1.02

Martin Ratio

HBAR-USD:

21.09

VOOG:

3.41

Ulcer Index

HBAR-USD:

32.91%

VOOG:

6.62%

Daily Std Dev

HBAR-USD:

106.56%

VOOG:

25.12%

Max Drawdown

HBAR-USD:

-92.80%

VOOG:

-32.73%

Current Drawdown

HBAR-USD:

-59.26%

VOOG:

-3.04%

Returns By Period

In the year-to-date period, HBAR-USD achieves a -23.22% return, which is significantly lower than VOOG's 1.98% return.


HBAR-USD

YTD

-23.22%

1M

31.33%

6M

223.22%

1Y

85.72%

5Y*

41.87%

10Y*

N/A

VOOG

YTD

1.98%

1M

13.70%

6M

3.27%

1Y

19.85%

5Y*

17.88%

10Y*

14.78%

*Annualized

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Risk-Adjusted Performance

HBAR-USD vs. VOOG — Risk-Adjusted Performance Rank

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

HBAR-USD
The Risk-Adjusted Performance Rank of HBAR-USD is 9494
Overall Rank
The Sharpe Ratio Rank of HBAR-USD is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of HBAR-USD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of HBAR-USD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of HBAR-USD is 9797
Calmar Ratio Rank
The Martin Ratio Rank of HBAR-USD is 9797
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 7878
Overall Rank
The Sharpe Ratio Rank of VOOG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 7777
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.

HBAR-USD vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) and Vanguard S&P 500 Growth ETF (VOOG). 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 current HBAR-USD Sharpe Ratio is 0.75, which is comparable to the VOOG Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of HBAR-USD and VOOG, 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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Drawdowns

HBAR-USD vs. VOOG - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -92.80%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and VOOG. For additional features, visit the drawdowns tool.


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Volatility

HBAR-USD vs. VOOG - Volatility Comparison

HederaHashgraph (HBAR-USD) has a higher volatility of 20.46% compared to Vanguard S&P 500 Growth ETF (VOOG) at 7.62%. This indicates that HBAR-USD's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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