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

Key characteristics


IASVOO
YTD Return-32.52%5.63%
1Y Return-37.88%23.68%
Sharpe Ratio-0.631.91
Daily Std Dev62.08%11.70%
Max Drawdown-74.66%-33.99%
Current Drawdown-63.22%-4.45%

Correlation

-0.50.00.51.00.5

The correlation between IAS and VOO is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

IAS vs. VOO - Performance Comparison

In the year-to-date period, IAS achieves a -32.52% return, which is significantly lower than VOO's 5.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%December2024FebruaryMarchAprilMay
-52.82%
21.98%
IAS
VOO

Compare stocks, funds, or ETFs

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


Integral Ad Science Holding Corp.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

IAS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Integral Ad Science Holding Corp. (IAS) 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.


IAS
Sharpe ratio
The chart of Sharpe ratio for IAS, currently valued at -0.63, compared to the broader market-2.00-1.000.001.002.003.00-0.63
Sortino ratio
The chart of Sortino ratio for IAS, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.006.00-0.50
Omega ratio
The chart of Omega ratio for IAS, currently valued at 0.91, compared to the broader market0.501.001.500.91
Calmar ratio
The chart of Calmar ratio for IAS, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.60
Martin ratio
The chart of Martin ratio for IAS, currently valued at -1.14, compared to the broader market-10.000.0010.0020.0030.00-1.14
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.75, compared to the broader market-4.00-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.65, compared to the broader market0.002.004.006.001.65
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.71, compared to the broader market-10.000.0010.0020.0030.007.71

IAS vs. VOO - Sharpe Ratio Comparison

The current IAS Sharpe Ratio is -0.63, which is lower than the VOO Sharpe Ratio of 1.91. The chart below compares the 12-month rolling Sharpe Ratio of IAS and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.63
1.91
IAS
VOO

Dividends

IAS vs. VOO - Dividend Comparison

IAS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


TTM20232022202120202019201820172016201520142013
IAS
Integral Ad Science Holding Corp.
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
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

IAS vs. VOO - Drawdown Comparison

The maximum IAS drawdown since its inception was -74.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IAS and VOO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-63.22%
-4.45%
IAS
VOO

Volatility

IAS vs. VOO - Volatility Comparison

Integral Ad Science Holding Corp. (IAS) has a higher volatility of 10.11% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that IAS'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%10.00%20.00%30.00%40.00%50.00%60.00%December2024FebruaryMarchAprilMay
10.11%
3.89%
IAS
VOO