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

Correlation

The correlation between IDT and VOO is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

IDT vs. VOO - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
1,393.82%
528.25%
IDT
VOO

Key characteristics

Sharpe Ratio

IDT:

1.05

VOO:

0.32

Sortino Ratio

IDT:

2.06

VOO:

0.57

Omega Ratio

IDT:

1.25

VOO:

1.08

Calmar Ratio

IDT:

0.78

VOO:

0.32

Martin Ratio

IDT:

4.39

VOO:

1.42

Ulcer Index

IDT:

8.36%

VOO:

4.19%

Daily Std Dev

IDT:

34.94%

VOO:

18.73%

Max Drawdown

IDT:

-98.96%

VOO:

-33.99%

Current Drawdown

IDT:

-25.26%

VOO:

-13.85%

Returns By Period

In the year-to-date period, IDT achieves a 3.92% return, which is significantly higher than VOO's -9.88% return. Over the past 10 years, IDT has outperformed VOO with an annualized return of 16.81%, while VOO has yielded a comparatively lower 11.61% annualized return.


IDT

YTD

3.92%

1M

-3.20%

6M

4.18%

1Y

35.13%

5Y*

55.26%

10Y*

16.81%

VOO

YTD

-9.88%

1M

-6.64%

6M

-9.35%

1Y

7.75%

5Y*

15.13%

10Y*

11.61%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

IDT vs. VOO — Risk-Adjusted Performance Rank

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

IDT
The Risk-Adjusted Performance Rank of IDT is 8585
Overall Rank
The Sharpe Ratio Rank of IDT is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of IDT is 8888
Sortino Ratio Rank
The Omega Ratio Rank of IDT is 8484
Omega Ratio Rank
The Calmar Ratio Rank of IDT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IDT is 8585
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5757
Overall Rank
The Sharpe Ratio Rank of VOO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 5959
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.

IDT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IDT Corporation (IDT) 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 IDT, currently valued at 1.05, compared to the broader market-2.00-1.000.001.002.003.00
IDT: 1.05
VOO: 0.32
The chart of Sortino ratio for IDT, currently valued at 2.06, compared to the broader market-6.00-4.00-2.000.002.004.00
IDT: 2.06
VOO: 0.57
The chart of Omega ratio for IDT, currently valued at 1.25, compared to the broader market0.501.001.502.00
IDT: 1.25
VOO: 1.08
The chart of Calmar ratio for IDT, currently valued at 0.78, compared to the broader market0.001.002.003.004.00
IDT: 0.78
VOO: 0.32
The chart of Martin ratio for IDT, currently valued at 4.39, compared to the broader market-5.000.005.0010.0015.0020.00
IDT: 4.39
VOO: 1.42

The current IDT Sharpe Ratio is 1.05, which is higher than the VOO Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of IDT 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.05
0.32
IDT
VOO

Dividends

IDT vs. VOO - Dividend Comparison

IDT's dividend yield for the trailing twelve months is around 0.43%, less than VOO's 1.44% yield.


TTM20242023202220212020201920182017201620152014
IDT
IDT Corporation
0.43%0.42%0.00%0.00%0.00%0.00%0.00%2.68%7.17%3.93%11.75%6.75%
VOO
Vanguard S&P 500 ETF
1.44%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

IDT vs. VOO - Drawdown Comparison

The maximum IDT drawdown since its inception was -98.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IDT and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.26%
-13.85%
IDT
VOO

Volatility

IDT vs. VOO - Volatility Comparison

The current volatility for IDT Corporation (IDT) is 9.77%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.31%. This indicates that IDT 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%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
9.77%
13.31%
IDT
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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