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IRTC vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRTC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iRhythm Technologies, Inc. (IRTC) 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, IRTC achieves a -33.97% return, which is significantly lower than VOO's 10.16% return.


IRTC

1D
-1.60%
1M
-7.36%
6M
-24.17%
YTD
-33.97%
1Y
-28.97%
3Y*
4.10%
5Y*
18.04%
10Y*
ALL TIME*
16.31%

VOO

1D
0.71%
1M
0.26%
6M
8.58%
YTD
10.16%
1Y
21.58%
3Y*
19.42%
5Y*
12.83%
10Y*
15.14%
ALL TIME*
14.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$54.70M$63.37M$64.57M
$3.82B$3.78B$5.44B

IRTC vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRTC
iRhythm Technologies, Inc.
-33.97%96.78%-15.76%14.27%-20.41%-50.39%248.38%-2.00%23.96%86.83%
VOO
Vanguard S&P 500 ETF
10.16%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between IRTC and VOO is 0.16, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (3Y)
Balances recent behavior with more history.

0.31

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2016

0.37

Over the past year, the correlation between IRTC and VOO has dropped to 0.16 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

IRTC vs. VOO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IRTC
IRTC Risk / Return Rank: 2929
Overall Rank
IRTC Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IRTC Sortino Ratio Rank: 2626
Sortino Ratio Rank
IRTC Omega Ratio Rank: 2727
Omega Ratio Rank
IRTC Calmar Ratio Rank: 3232
Calmar Ratio Rank
IRTC Martin Ratio Rank: 3232
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6868
Overall Rank
VOO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6565
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6464
Calmar Ratio Rank
VOO Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IRTC vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iRhythm Technologies, Inc. (IRTC) 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.


IRTCVOODifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

0.97

1.28

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.36

2.21

-2.57

Martin ratioReturn relative to average drawdown

-0.63

9.44

-10.07

IRTC vs. VOO - Sharpe Ratio Comparison

The current IRTC Sharpe Ratio is -0.37, which is lower than the VOO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of IRTC 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

IRTC vs. VOO - Drawdown Comparison

The maximum IRTC drawdown since its inception was -84.39%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IRTC and VOO.


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Drawdown Indicators


IRTCVOODifference

Max Drawdown

Largest peak-to-trough decline

-84.39%

-33.99%

-50.40%

Max Drawdown (1Y)

Largest decline over 1 year

-46.21%

-8.90%

-37.31%

Max Drawdown (3Y)

Largest decline over 3 years

-53.83%

-18.69%

-35.14%

Max Drawdown (5Y)

Largest decline over 5 years

-66.03%

-24.52%

-41.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-56.35%

-1.38%

-54.97%

Average Drawdown

Average peak-to-trough decline

-37.37%

-3.67%

-33.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.08%

2.08%

+24.00%

Volatility

IRTC vs. VOO - Volatility Comparison

iRhythm Technologies, Inc. (IRTC) has a higher volatility of 13.19% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that IRTC'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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Volatility by Period


IRTCVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.19%

3.54%

+9.65%

Volatility (6M)

Calculated over the trailing 6-month period

32.54%

10.10%

+22.44%

Volatility (1Y)

Calculated over the trailing 1-year period

44.95%

12.82%

+32.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.58%

16.93%

+46.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.56%

18.01%

+43.55%

Dividends

IRTC vs. VOO - Dividend Comparison

IRTC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.07%.


PositionTTM20252024202320222021202020192018201720162015
IRTC
iRhythm Technologies, Inc.
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
1.07%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


IRTC and VOO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IRTC has higher volatility (13.19%) compared to VOO (3.54%). In terms of maximum drawdown, IRTC dropped -84.39% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (1.53 vs -0.37), 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.

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