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

ITCI vs. VOO

Last updated May 20, 2025

Compare and contrast key facts about Intra-Cellular Therapies, Inc. (ITCI) and Vanguard S&P 500 ETF (VOO).

VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITCI or VOO.

Correlation

The correlation between ITCI and VOO is 0.32, 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

ITCI vs. VOO - Performance Comparison

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

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Key characteristics

Returns By Period

ITCI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

1.84%

1M

13.00%

6M

1.80%

1Y

13.86%

3Y*

16.93%

5Y*

16.68%

10Y*

12.82%

*Annualized

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Intra-Cellular Therapies, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

ITCI vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ITCI
The Risk-Adjusted Performance Rank of ITCI is 9797
Overall Rank
The Sharpe Ratio Rank of ITCI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ITCI is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ITCI is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ITCI is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ITCI is 9696
Martin Ratio Rank
VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
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.

ITCI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intra-Cellular Therapies, Inc. (ITCI) 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.

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Dividends

ITCI vs. VOO - Dividend Comparison

ITCI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.

TTM20242023202220212020201920182017201620152014
ITCI
Intra-Cellular Therapies, 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		1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ITCI vs. VOO - Drawdown Comparison

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Volatility

ITCI vs. VOO - Volatility Comparison

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