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

Key characteristics


ISSCVOO
YTD Return-24.62%5.63%
1Y Return-5.30%23.68%
3Y Return (Ann)1.44%7.89%
5Y Return (Ann)15.91%13.12%
10Y Return (Ann)1.37%12.38%
Sharpe Ratio-0.061.91
Daily Std Dev34.78%11.70%
Max Drawdown-89.03%-33.99%
Current Drawdown-54.74%-4.45%

Correlation

-0.50.00.51.00.2

The correlation between ISSC and VOO is 0.18, 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.

Performance

ISSC vs. VOO - Performance Comparison

In the year-to-date period, ISSC achieves a -24.62% return, which is significantly lower than VOO's 5.63% return. Over the past 10 years, ISSC has underperformed VOO with an annualized return of 1.37%, while VOO has yielded a comparatively higher 12.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
96.49%
489.23%
ISSC
VOO

Compare stocks, funds, or ETFs

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


Innovative Solutions and Support, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

ISSC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovative Solutions and Support, Inc. (ISSC) 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.


ISSC
Sharpe ratio
The chart of Sharpe ratio for ISSC, currently valued at -0.06, compared to the broader market-2.00-1.000.001.002.003.004.00-0.06
Sortino ratio
The chart of Sortino ratio for ISSC, currently valued at 0.17, compared to the broader market-4.00-2.000.002.004.006.000.17
Omega ratio
The chart of Omega ratio for ISSC, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for ISSC, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06
Martin ratio
The chart of Martin ratio for ISSC, currently valued at -0.22, compared to the broader market-10.000.0010.0020.0030.00-0.22
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.75, compared to the broader market-4.00-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.65, compared to the broader market0.002.004.006.001.65
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.71, compared to the broader market-10.000.0010.0020.0030.007.71

ISSC vs. VOO - Sharpe Ratio Comparison

The current ISSC Sharpe Ratio is -0.06, which is lower than the VOO Sharpe Ratio of 1.91. The chart below compares the 12-month rolling Sharpe Ratio of ISSC and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.06
1.91
ISSC
VOO

Dividends

ISSC vs. VOO - Dividend Comparison

ISSC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


TTM20232022202120202019201820172016201520142013
ISSC
Innovative Solutions and Support, Inc.
0.00%0.00%0.00%0.00%17.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ISSC vs. VOO - Drawdown Comparison

The maximum ISSC drawdown since its inception was -89.03%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ISSC and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-34.12%
-4.45%
ISSC
VOO

Volatility

ISSC vs. VOO - Volatility Comparison

Innovative Solutions and Support, Inc. (ISSC) has a higher volatility of 11.33% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that ISSC'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
11.33%
3.89%
ISSC
VOO