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IMPPP vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMPPP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Imperial Petroleum Inc. (IMPPP) 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, IMPPP achieves a 2.87% return, which is significantly lower than VOO's 8.19% return.


IMPPP

1D
-0.61%
1M
1.51%
YTD
2.87%
6M
0.54%
1Y
13.16%
3Y*
20.76%
5Y*
10Y*

VOO

1D
-1.42%
1M
-1.34%
YTD
8.19%
6M
7.24%
1Y
23.69%
3Y*
20.78%
5Y*
13.13%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMPPP vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IMPPP
Imperial Petroleum Inc.
2.87%14.37%30.25%13.89%31.00%19.02%
VOO
Vanguard S&P 500 ETF
8.19%17.82%24.98%26.32%-18.17%5.12%

Correlation

The correlation between IMPPP and VOO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.00

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2021

0.01

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Return for Risk

IMPPP vs. VOO — Risk / Return Rank

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

IMPPP
IMPPP Risk / Return Rank: 7676
Overall Rank
IMPPP Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IMPPP Sortino Ratio Rank: 6868
Sortino Ratio Rank
IMPPP Omega Ratio Rank: 7171
Omega Ratio Rank
IMPPP Calmar Ratio Rank: 8282
Calmar Ratio Rank
IMPPP Martin Ratio Rank: 8383
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 5959
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5656
Sortino Ratio Rank
VOO Omega Ratio Rank: 5858
Omega Ratio Rank
VOO Calmar Ratio Rank: 5656
Calmar Ratio Rank
VOO Martin Ratio Rank: 6767
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.

IMPPP vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Petroleum Inc. (IMPPP) 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.


IMPPPVOODifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.22

1.35

-0.13

Calmar ratioReturn relative to maximum drawdown

2.78

2.67

+0.11

Martin ratioReturn relative to average drawdown

7.17

11.96

-4.79

IMPPP vs. VOO - Sharpe Ratio Comparison

The current IMPPP Sharpe Ratio is 1.07, which is lower than the VOO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of IMPPP 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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Drawdowns

IMPPP vs. VOO - Drawdown Comparison

The maximum IMPPP drawdown since its inception was -15.83%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IMPPP and VOO.


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Drawdown Indicators


IMPPPVOODifference

Max Drawdown

Largest peak-to-trough decline

-15.83%

-33.99%

+18.16%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-8.90%

+4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-7.19%

-18.69%

+11.50%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-1.17%

-3.14%

+1.97%

Average Drawdown

Average peak-to-trough decline

-3.14%

-3.68%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.99%

-0.15%

Volatility

IMPPP vs. VOO - Volatility Comparison

The current volatility for Imperial Petroleum Inc. (IMPPP) is 2.88%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.83%. This indicates that IMPPP 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.


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Volatility by Period


IMPPPVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

4.83%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

9.82%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

12.46%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.40%

16.91%

+8.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.40%

18.02%

+7.38%

Dividends

IMPPP vs. VOO - Dividend Comparison

IMPPP's dividend yield for the trailing twelve months is around 8.35%, more than VOO's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
IMPPP
Imperial Petroleum Inc.
8.35%8.42%11.04%10.32%10.54%0.93%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


IMPPP and VOO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOO has higher volatility (4.83%) compared to IMPPP (2.88%). In terms of maximum drawdown, IMPPP dropped -15.83% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (1.91 vs 1.07), 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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