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

Correlation

The correlation between HDSN 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.


-0.50.00.51.00.2

Performance

HDSN vs. VOO - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-36.27%
11.37%
HDSN
VOO

Key characteristics

Sharpe Ratio

HDSN:

-1.12

VOO:

1.96

Sortino Ratio

HDSN:

-1.63

VOO:

2.62

Omega Ratio

HDSN:

0.77

VOO:

1.36

Calmar Ratio

HDSN:

-0.65

VOO:

2.99

Martin Ratio

HDSN:

-1.20

VOO:

12.55

Ulcer Index

HDSN:

43.58%

VOO:

2.01%

Daily Std Dev

HDSN:

46.63%

VOO:

12.90%

Max Drawdown

HDSN:

-98.81%

VOO:

-33.99%

Current Drawdown

HDSN:

-78.41%

VOO:

-1.69%

Returns By Period

In the year-to-date period, HDSN achieves a 1.08% return, which is significantly lower than VOO's 2.31% return. Over the past 10 years, HDSN has underperformed VOO with an annualized return of 5.30%, while VOO has yielded a comparatively higher 13.71% annualized return.


HDSN

YTD

1.08%

1M

4.44%

6M

-36.20%

1Y

-53.16%

5Y*

45.07%

10Y*

5.30%

VOO

YTD

2.31%

1M

0.76%

6M

10.79%

1Y

24.60%

5Y*

14.76%

10Y*

13.71%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

HDSN vs. VOO — Risk-Adjusted Performance Rank

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

HDSN
The Risk-Adjusted Performance Rank of HDSN is 77
Overall Rank
The Sharpe Ratio Rank of HDSN is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of HDSN is 33
Sortino Ratio Rank
The Omega Ratio Rank of HDSN is 33
Omega Ratio Rank
The Calmar Ratio Rank of HDSN is 99
Calmar Ratio Rank
The Martin Ratio Rank of HDSN is 1515
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8181
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
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.

HDSN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hudson Technologies, Inc. (HDSN) 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 HDSN, currently valued at -1.12, compared to the broader market-2.000.002.00-1.121.96
The chart of Sortino ratio for HDSN, currently valued at -1.63, compared to the broader market-4.00-2.000.002.004.00-1.632.62
The chart of Omega ratio for HDSN, currently valued at 0.77, compared to the broader market0.501.001.502.000.771.36
The chart of Calmar ratio for HDSN, currently valued at -0.80, compared to the broader market0.002.004.006.00-0.802.99
The chart of Martin ratio for HDSN, currently valued at -1.20, compared to the broader market-10.000.0010.0020.00-1.2012.55
HDSN
VOO

The current HDSN Sharpe Ratio is -1.12, which is lower than the VOO Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of HDSN 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 Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-1.12
1.96
HDSN
VOO

Dividends

HDSN vs. VOO - Dividend Comparison

HDSN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
HDSN
Hudson Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

HDSN vs. VOO - Drawdown Comparison

The maximum HDSN drawdown since its inception was -98.81%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HDSN and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-62.30%
-1.69%
HDSN
VOO

Volatility

HDSN vs. VOO - Volatility Comparison

Hudson Technologies, Inc. (HDSN) has a higher volatility of 9.50% compared to Vanguard S&P 500 ETF (VOO) at 4.22%. This indicates that HDSN'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%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
9.50%
4.22%
HDSN
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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