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

Correlation

The correlation between IBUY and VOO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

IBUY vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
20.03%
9.59%
IBUY
VOO

Key characteristics

Sharpe Ratio

IBUY:

1.50

VOO:

2.21

Sortino Ratio

IBUY:

2.09

VOO:

2.92

Omega Ratio

IBUY:

1.26

VOO:

1.41

Calmar Ratio

IBUY:

0.51

VOO:

3.34

Martin Ratio

IBUY:

6.55

VOO:

14.07

Ulcer Index

IBUY:

5.01%

VOO:

2.01%

Daily Std Dev

IBUY:

21.92%

VOO:

12.80%

Max Drawdown

IBUY:

-73.00%

VOO:

-33.99%

Current Drawdown

IBUY:

-52.26%

VOO:

-1.36%

Returns By Period

In the year-to-date period, IBUY achieves a 2.75% return, which is significantly higher than VOO's 1.98% return.


IBUY

YTD

2.75%

1M

2.50%

6M

20.03%

1Y

31.04%

5Y*

4.13%

10Y*

N/A

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

Compare stocks, funds, or ETFs

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


IBUY vs. VOO - Expense Ratio Comparison

IBUY has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.


IBUY
Amplify Online Retail ETF
Expense ratio chart for IBUY: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

IBUY vs. VOO — Risk-Adjusted Performance Rank

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

IBUY
The Risk-Adjusted Performance Rank of IBUY is 5050
Overall Rank
The Sharpe Ratio Rank of IBUY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of IBUY is 5656
Sortino Ratio Rank
The Omega Ratio Rank of IBUY is 5454
Omega Ratio Rank
The Calmar Ratio Rank of IBUY is 2525
Calmar Ratio Rank
The Martin Ratio Rank of IBUY is 5555
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

IBUY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Online Retail ETF (IBUY) 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 IBUY, currently valued at 1.50, compared to the broader market0.002.004.001.502.21
The chart of Sortino ratio for IBUY, currently valued at 2.09, compared to the broader market0.005.0010.002.092.92
The chart of Omega ratio for IBUY, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.41
The chart of Calmar ratio for IBUY, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.513.34
The chart of Martin ratio for IBUY, currently valued at 6.55, compared to the broader market0.0020.0040.0060.0080.00100.006.5514.07
IBUY
VOO

The current IBUY Sharpe Ratio is 1.50, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of IBUY 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.50
2.21
IBUY
VOO

Dividends

IBUY vs. VOO - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
IBUY
Amplify Online Retail ETF
0.00%0.00%0.00%0.00%0.00%0.54%0.29%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

IBUY vs. VOO - Drawdown Comparison

The maximum IBUY drawdown since its inception was -73.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IBUY and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-52.26%
-1.36%
IBUY
VOO

Volatility

IBUY vs. VOO - Volatility Comparison

Amplify Online Retail ETF (IBUY) has a higher volatility of 7.01% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that IBUY'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.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
7.01%
5.05%
IBUY
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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