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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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-15.48%
9.97%
INTT
VOO

Key characteristics

Sharpe Ratio

INTT:

-0.66

VOO:

2.22

Sortino Ratio

INTT:

-0.74

VOO:

2.95

Omega Ratio

INTT:

0.91

VOO:

1.42

Calmar Ratio

INTT:

-0.49

VOO:

3.27

Martin Ratio

INTT:

-1.12

VOO:

14.57

Ulcer Index

INTT:

33.62%

VOO:

1.90%

Daily Std Dev

INTT:

56.62%

VOO:

12.47%

Max Drawdown

INTT:

-99.53%

VOO:

-33.99%

Current Drawdown

INTT:

-69.57%

VOO:

-1.77%

Returns By Period

In the year-to-date period, INTT achieves a -39.78% return, which is significantly lower than VOO's 26.92% return. Over the past 10 years, INTT has underperformed VOO with an annualized return of 6.94%, while VOO has yielded a comparatively higher 13.12% annualized return.


INTT

YTD

-39.78%

1M

7.34%

6M

-15.48%

1Y

-37.48%

5Y*

6.87%

10Y*

6.94%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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Risk-Adjusted Performance

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 -0.66, compared to the broader market-4.00-2.000.002.00-0.662.20
The chart of Sortino ratio for INTT, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.00-0.742.93
The chart of Omega ratio for INTT, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.41
The chart of Calmar ratio for INTT, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.493.24
The chart of Martin ratio for INTT, currently valued at -1.11, compared to the broader market0.0010.0020.00-1.1214.39
INTT
VOO

The current INTT Sharpe Ratio is -0.66, which is lower than the VOO Sharpe Ratio of 2.22. 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.66
2.20
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 1.23%.


TTM20232022202120202019201820172016201520142013
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
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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%JulyAugustSeptemberOctoberNovemberDecember
-69.57%
-1.77%
INTT
VOO

Volatility

INTT vs. VOO - Volatility Comparison

inTEST Corporation (INTT) has a higher volatility of 15.30% compared to Vanguard S&P 500 ETF (VOO) at 3.77%. 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%JulyAugustSeptemberOctoberNovemberDecember
15.30%
3.77%
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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