ICP-USD vs. VOO
ICP-USD (Internet Computer) is a cryptocurrency, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, ICP-USD returned -41.05%/yr vs 13.02%/yr for VOO. At a 0.24 correlation, their price movements are largely independent.
Performance
ICP-USD vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, ICP-USD achieves a -23.84% return, which is significantly lower than VOO's 8.09% return.
ICP-USD
- 1D
- -1.32%
- 1M
- -18.52%
- YTD
- -23.84%
- 6M
- -27.49%
- 1Y
- -55.20%
- 3Y*
- -20.25%
- 5Y*
- -41.05%
- 10Y*
- —
VOO
- 1D
- 0.00%
- 1M
- -2.07%
- YTD
- 8.09%
- 6M
- 6.78%
- 1Y
- 22.17%
- 3Y*
- 20.91%
- 5Y*
- 13.02%
- 10Y*
- 15.82%
ICP-USD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -23.84% | -71.20% | -25.93% | 237.58% | -83.87% | -96.12% |
VOO Vanguard S&P 500 ETF | 8.09% | 17.82% | 24.98% | 26.32% | -18.17% | 13.68% |
Correlation
The correlation between ICP-USD and VOO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
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 9, 2021 | 0.24 |
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Return for Risk
ICP-USD vs. VOO — Risk / Return Rank
ICP-USD
VOO
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ICP-USD | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.33 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 2.50 | -3.22 |
| Martin ratioReturn relative to average drawdown | -0.99 | 11.08 | -12.07 |
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Drawdowns
ICP-USD vs. VOO - Drawdown Comparison
The maximum ICP-USD drawdown since its inception was -99.67%, 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-USD | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.67% | -33.99% | -65.68% |
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 | -97.38% | -24.52% | -72.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -99.66% | -3.23% | -96.43% |
Average DrawdownAverage peak-to-trough decline | -97.69% | -3.68% | -94.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 64.52% | 2.01% | +62.51% |
Volatility
ICP-USD vs. VOO - Volatility Comparison
Internet Computer (ICP-USD) has a higher volatility of 28.27% compared to Vanguard S&P 500 ETF (VOO) at 4.75%. 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-USD | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.27% | 4.75% | +23.52% |
Volatility (6M)Calculated over the trailing 6-month period | 66.30% | 9.77% | +56.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.83% | 12.39% | +78.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.55% | 16.91% | +71.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.30% | 18.02% | +75.28% |
Frequently Asked Questions
ICP-USD and VOO have a correlation of 0.23, 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 (28.27%) compared to VOO (4.75%). In terms of maximum drawdown, ICP-USD dropped -99.67% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.80 vs -0.51), 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.
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