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ICP-USD vs. VOO
Performance
Return for Risk
Drawdowns
Volatility

Performance

ICP-USD vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, ICP-USD achieves a -4.55% return, which is significantly lower than VOO's 11.34% return.


ICP-USD

1D
-12.71%
1M
2.19%
YTD
-4.55%
6M
-25.69%
1Y
-47.96%
3Y*
-14.57%
5Y*
-51.86%
10Y*

VOO

1D
0.39%
1M
4.62%
YTD
11.34%
6M
11.27%
1Y
28.62%
3Y*
22.68%
5Y*
13.98%
10Y*
15.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICP-USD vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ICP-USD
Internet Computer
-4.55%-71.20%-25.93%237.58%-83.87%-94.28%
VOO
Vanguard S&P 500 ETF
11.34%17.82%24.98%26.32%-18.17%13.68%

Correlation

The correlation between ICP-USD and VOO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since May 10, 2021

0.24

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Return for Risk

ICP-USD vs. VOO — Risk / Return Rank

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

ICP-USD
ICP-USD Risk / Return Rank: 6969
Overall Rank
ICP-USD Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ICP-USD Sortino Ratio Rank: 7373
Sortino Ratio Rank
ICP-USD Omega Ratio Rank: 7373
Omega Ratio Rank
ICP-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
ICP-USD Martin Ratio Rank: 6666
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7474
Overall Rank
VOO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7575
Sortino Ratio Rank
VOO Omega Ratio Rank: 7575
Omega Ratio Rank
VOO Calmar Ratio Rank: 6666
Calmar Ratio Rank
VOO Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ICP-USD vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Internet Computer (ICP-USD) 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.


ICP-USDVOODifference
Sharpe ratioReturn per unit of total volatility

-2.88

Sortino ratioReturn per unit of downside risk

-3.43

Omega ratioGain probability vs. loss probability

0.99

1.44

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.63

3.23

-3.86

Martin ratioReturn relative to average drawdown

-0.90

15.03

-15.93

ICP-USD vs. VOO - Sharpe Ratio Comparison

The current ICP-USD Sharpe Ratio is -0.44, which is lower than the VOO Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of ICP-USD and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ICP-USDVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

2.44

-2.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

0.84

-1.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.57

0.89

-1.45

Drawdowns

ICP-USD vs. VOO - Drawdown Comparison

The maximum ICP-USD drawdown since its inception was -99.51%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ICP-USD and VOO.


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Drawdown Indicators


ICP-USDVOODifference

Max Drawdown

Largest peak-to-trough decline

-99.51%

-33.99%

-65.52%

Max Drawdown (1Y)

Largest decline over 1 year

-76.70%

-8.90%

-67.80%

Max Drawdown (3Y)

Largest decline over 3 years

-89.03%

-18.69%

-70.34%

Max Drawdown (5Y)

Largest decline over 5 years

-98.00%

-24.52%

-73.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-99.37%

-0.32%

-99.05%

Average Drawdown

Average peak-to-trough decline

-96.62%

-3.69%

-92.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.62%

1.91%

+59.71%

Volatility

ICP-USD vs. VOO - Volatility Comparison

Internet Computer (ICP-USD) has a higher volatility of 36.22% compared to Vanguard S&P 500 ETF (VOO) at 2.78%. This indicates that ICP-USD'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.


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Volatility by Period


ICP-USDVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

36.22%

2.78%

+33.44%

Volatility (6M)

Calculated over the trailing 6-month period

68.50%

8.90%

+59.60%

Volatility (1Y)

Calculated over the trailing 1-year period

90.87%

11.80%

+79.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.71%

16.81%

+72.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.81%

18.00%

+74.81%

Frequently Asked Questions


ICP-USD and VOO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICP-USD has higher volatility (36.22%) compared to VOO (2.78%). In terms of maximum drawdown, ICP-USD dropped -99.51% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.44 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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