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

Correlation

The correlation between IMMR and VOO is 0.42, 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.


-0.50.00.51.00.4

Performance

IMMR vs. VOO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
88.99%
602.93%
IMMR
VOO

Key characteristics

Sharpe Ratio

IMMR:

0.74

VOO:

2.25

Sortino Ratio

IMMR:

1.31

VOO:

2.98

Omega Ratio

IMMR:

1.17

VOO:

1.42

Calmar Ratio

IMMR:

0.38

VOO:

3.31

Martin Ratio

IMMR:

1.57

VOO:

14.77

Ulcer Index

IMMR:

22.17%

VOO:

1.90%

Daily Std Dev

IMMR:

46.70%

VOO:

12.46%

Max Drawdown

IMMR:

-98.66%

VOO:

-33.99%

Current Drawdown

IMMR:

-87.03%

VOO:

-2.47%

Returns By Period

In the year-to-date period, IMMR achieves a 31.70% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, IMMR has underperformed VOO with an annualized return of 0.51%, while VOO has yielded a comparatively higher 13.08% annualized return.


IMMR

YTD

31.70%

1M

9.25%

6M

-10.70%

1Y

31.70%

5Y*

5.45%

10Y*

0.51%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

IMMR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) 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 IMMR, currently valued at 0.74, compared to the broader market-4.00-2.000.002.000.742.25
The chart of Sortino ratio for IMMR, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.001.312.98
The chart of Omega ratio for IMMR, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.42
The chart of Calmar ratio for IMMR, currently valued at 0.57, compared to the broader market0.002.004.006.000.573.31
The chart of Martin ratio for IMMR, currently valued at 1.57, compared to the broader market-5.000.005.0010.0015.0020.0025.001.5714.77
IMMR
VOO

The current IMMR Sharpe Ratio is 0.74, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of IMMR 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.74
2.25
IMMR
VOO

Dividends

IMMR vs. VOO - Dividend Comparison

IMMR's dividend yield for the trailing twelve months is around 1.98%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
IMMR
Immersion Corporation
1.98%1.70%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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

IMMR vs. VOO - Drawdown Comparison

The maximum IMMR drawdown since its inception was -98.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IMMR and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.90%
-2.47%
IMMR
VOO

Volatility

IMMR vs. VOO - Volatility Comparison

Immersion Corporation (IMMR) has a higher volatility of 14.30% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that IMMR'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%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.30%
3.75%
IMMR
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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