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

Correlation

The correlation between INTT and VOO is 0.26, 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.


-0.50.00.51.00.3

Performance

INTT vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in inTEST Corporation (INTT) 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%SeptemberOctoberNovemberDecember2025
247.90%
615.91%
INTT
VOO

Key characteristics

Sharpe Ratio

INTT:

-0.46

VOO:

1.88

Sortino Ratio

INTT:

-0.34

VOO:

2.52

Omega Ratio

INTT:

0.96

VOO:

1.34

Calmar Ratio

INTT:

-0.36

VOO:

2.87

Martin Ratio

INTT:

-0.78

VOO:

12.06

Ulcer Index

INTT:

34.85%

VOO:

2.01%

Daily Std Dev

INTT:

58.65%

VOO:

12.80%

Max Drawdown

INTT:

-99.53%

VOO:

-33.99%

Current Drawdown

INTT:

-66.00%

VOO:

-1.31%

Returns By Period

In the year-to-date period, INTT achieves a 6.52% return, which is significantly higher than VOO's 2.69% return. Over the past 10 years, INTT has underperformed VOO with an annualized return of 8.25%, while VOO has yielded a comparatively higher 13.49% annualized return.


INTT

YTD

6.52%

1M

3.04%

6M

17.91%

1Y

-22.13%

5Y*

10.79%

10Y*

8.25%

VOO

YTD

2.69%

1M

2.95%

6M

13.66%

1Y

23.41%

5Y*

15.01%

10Y*

13.49%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

INTT vs. VOO — Risk-Adjusted Performance Rank

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

INTT
The Risk-Adjusted Performance Rank of INTT is 2525
Overall Rank
The Sharpe Ratio Rank of INTT is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of INTT is 2323
Sortino Ratio Rank
The Omega Ratio Rank of INTT is 2424
Omega Ratio Rank
The Calmar Ratio Rank of INTT is 2424
Calmar Ratio Rank
The Martin Ratio Rank of INTT is 2929
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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.

INTT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for inTEST Corporation (INTT) 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 INTT, currently valued at -0.46, compared to the broader market-2.000.002.00-0.461.88
The chart of Sortino ratio for INTT, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.342.52
The chart of Omega ratio for INTT, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.34
The chart of Calmar ratio for INTT, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.362.87
The chart of Martin ratio for INTT, currently valued at -0.78, compared to the broader market0.0010.0020.00-0.7812.06
INTT
VOO

The current INTT Sharpe Ratio is -0.46, which is lower than the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of INTT 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025
-0.46
1.88
INTT
VOO

Dividends

INTT vs. VOO - Dividend Comparison

INTT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


TTM20242023202220212020201920182017201620152014
INTT
inTEST Corporation
0.00%0.00%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
1.21%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

INTT vs. VOO - Drawdown Comparison

The maximum INTT drawdown since its inception was -99.53%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for INTT and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025
-66.00%
-1.31%
INTT
VOO

Volatility

INTT vs. VOO - Volatility Comparison

inTEST Corporation (INTT) has a higher volatility of 17.34% compared to Vanguard S&P 500 ETF (VOO) at 3.94%. This indicates that INTT'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%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025
17.34%
3.94%
INTT
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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