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

Correlation

The correlation between ITRI and VOO is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ITRI vs. VOO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
86.19%
576.04%
ITRI
VOO

Key characteristics

Sharpe Ratio

ITRI:

0.50

VOO:

0.75

Sortino Ratio

ITRI:

0.99

VOO:

1.15

Omega Ratio

ITRI:

1.12

VOO:

1.17

Calmar Ratio

ITRI:

0.67

VOO:

0.77

Martin Ratio

ITRI:

1.56

VOO:

3.04

Ulcer Index

ITRI:

11.18%

VOO:

4.72%

Daily Std Dev

ITRI:

35.09%

VOO:

19.15%

Max Drawdown

ITRI:

-94.36%

VOO:

-33.99%

Current Drawdown

ITRI:

-13.03%

VOO:

-7.30%

Returns By Period

In the year-to-date period, ITRI achieves a -0.32% return, which is significantly higher than VOO's -3.02% return. Over the past 10 years, ITRI has underperformed VOO with an annualized return of 11.90%, while VOO has yielded a comparatively higher 12.58% annualized return.


ITRI

YTD

-0.32%

1M

7.33%

6M

-3.20%

1Y

1.14%

5Y*

9.98%

10Y*

11.90%

VOO

YTD

-3.02%

1M

5.37%

6M

-0.14%

1Y

12.28%

5Y*

16.67%

10Y*

12.58%

*Annualized

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Risk-Adjusted Performance

ITRI vs. VOO — Risk-Adjusted Performance Rank

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

ITRI
The Risk-Adjusted Performance Rank of ITRI is 6868
Overall Rank
The Sharpe Ratio Rank of ITRI is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ITRI is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ITRI is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ITRI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ITRI is 6868
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
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.

ITRI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Itron, Inc. (ITRI) 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 chart of Sharpe ratio for ITRI, currently valued at 0.50, compared to the broader market-2.00-1.000.001.002.003.00
ITRI: 0.50
VOO: 0.75
The chart of Sortino ratio for ITRI, currently valued at 0.99, compared to the broader market-6.00-4.00-2.000.002.004.00
ITRI: 0.99
VOO: 1.15
The chart of Omega ratio for ITRI, currently valued at 1.12, compared to the broader market0.501.001.502.00
ITRI: 1.12
VOO: 1.17
The chart of Calmar ratio for ITRI, currently valued at 0.67, compared to the broader market0.001.002.003.004.005.00
ITRI: 0.67
VOO: 0.77
The chart of Martin ratio for ITRI, currently valued at 1.56, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
ITRI: 1.56
VOO: 3.04

The current ITRI Sharpe Ratio is 0.50, which is lower than the VOO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ITRI 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.50
0.75
ITRI
VOO

Dividends

ITRI vs. VOO - Dividend Comparison

ITRI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
ITRI
Itron, 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
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ITRI vs. VOO - Drawdown Comparison

The maximum ITRI drawdown since its inception was -94.36%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ITRI and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.03%
-7.30%
ITRI
VOO

Volatility

ITRI vs. VOO - Volatility Comparison

Itron, Inc. (ITRI) has a higher volatility of 14.71% compared to Vanguard S&P 500 ETF (VOO) at 13.90%. This indicates that ITRI'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%14.00%December2025FebruaryMarchAprilMay
14.71%
13.90%
ITRI
VOO