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

Correlation

The correlation between IRDM and VOO is 0.45, 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.


Performance

IRDM vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IRDM:

-0.17

VOO:

0.70

Sortino Ratio

IRDM:

0.02

VOO:

1.15

Omega Ratio

IRDM:

1.00

VOO:

1.17

Calmar Ratio

IRDM:

-0.12

VOO:

0.76

Martin Ratio

IRDM:

-0.56

VOO:

2.93

Ulcer Index

IRDM:

14.71%

VOO:

4.86%

Daily Std Dev

IRDM:

43.51%

VOO:

19.43%

Max Drawdown

IRDM:

-66.86%

VOO:

-33.99%

Current Drawdown

IRDM:

-58.55%

VOO:

-4.59%

Returns By Period

In the year-to-date period, IRDM achieves a -6.56% return, which is significantly lower than VOO's -0.19% return. Over the past 10 years, IRDM has underperformed VOO with an annualized return of 10.59%, while VOO has yielded a comparatively higher 12.67% annualized return.


IRDM

YTD

-6.56%

1M

11.17%

6M

-10.29%

1Y

-7.55%

5Y*

6.36%

10Y*

10.59%

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

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Risk-Adjusted Performance

IRDM vs. VOO — Risk-Adjusted Performance Rank

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

IRDM
The Risk-Adjusted Performance Rank of IRDM is 3838
Overall Rank
The Sharpe Ratio Rank of IRDM is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of IRDM is 3636
Sortino Ratio Rank
The Omega Ratio Rank of IRDM is 3535
Omega Ratio Rank
The Calmar Ratio Rank of IRDM is 4242
Calmar Ratio Rank
The Martin Ratio Rank of IRDM is 3737
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
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.

IRDM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iridium Communications Inc. (IRDM) 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.


The current IRDM Sharpe Ratio is -0.17, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of IRDM 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.


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Dividends

IRDM vs. VOO - Dividend Comparison

IRDM's dividend yield for the trailing twelve months is around 2.08%, more than VOO's 1.30% yield.


TTM20242023202220212020201920182017201620152014
IRDM
Iridium Communications Inc.
2.08%1.90%1.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

IRDM vs. VOO - Drawdown Comparison

The maximum IRDM drawdown since its inception was -66.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IRDM and VOO. For additional features, visit the drawdowns tool.


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Volatility

IRDM vs. VOO - Volatility Comparison

Iridium Communications Inc. (IRDM) has a higher volatility of 12.64% compared to Vanguard S&P 500 ETF (VOO) at 6.36%. This indicates that IRDM'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.


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