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

Correlation

The correlation between HOLI and VOO is 0.32, 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.


-0.50.00.51.00.3

Performance

HOLI vs. VOO - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February0
10.75%
HOLI
VOO

Key characteristics

Returns By Period


HOLI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

4.06%

1M

2.87%

6M

10.75%

1Y

23.12%

5Y*

14.36%

10Y*

13.30%

*Annualized

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Risk-Adjusted Performance

HOLI vs. VOO — Risk-Adjusted Performance Rank

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

HOLI
The Risk-Adjusted Performance Rank of HOLI is 9090
Overall Rank
The Sharpe Ratio Rank of HOLI is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of HOLI is 9494
Sortino Ratio Rank
The Omega Ratio Rank of HOLI is 9393
Omega Ratio Rank
The Calmar Ratio Rank of HOLI is 8787
Calmar Ratio Rank
The Martin Ratio Rank of HOLI is 8585
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8080
Overall Rank
The Sharpe Ratio Rank of VOO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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.

HOLI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hollysys Automation Technologies Ltd. (HOLI) 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 HOLI, currently valued at 0.13, compared to the broader market-2.000.002.004.000.131.98
The chart of Sortino ratio for HOLI, currently valued at 0.45, compared to the broader market-6.00-4.00-2.000.002.004.006.000.452.65
The chart of Omega ratio for HOLI, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.36
The chart of Calmar ratio for HOLI, currently valued at 0.13, compared to the broader market0.002.004.006.000.132.98
The chart of Martin ratio for HOLI, currently valued at 0.47, compared to the broader market-10.000.0010.0020.0030.000.4712.44
HOLI
VOO


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.13
1.98
HOLI
VOO

Dividends

HOLI vs. VOO - Dividend Comparison

HOLI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
HOLI
Hollysys Automation Technologies Ltd.
0.00%0.00%0.00%1.95%0.00%1.36%1.28%1.03%0.54%1.09%1.80%0.00%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

HOLI vs. VOO - Drawdown Comparison


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.60%
0
HOLI
VOO

Volatility

HOLI vs. VOO - Volatility Comparison

The current volatility for Hollysys Automation Technologies Ltd. (HOLI) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.13%. This indicates that HOLI experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
3.13%
HOLI
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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