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JBSAY vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JBSAY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JBS SA (JBSAY) 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


JBSAY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

VOO

1D
-0.29%
1M
0.08%
YTD
9.75%
6M
9.30%
1Y
26.77%
3Y*
21.36%
5Y*
13.58%
10Y*
15.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBSAY vs. VOO - Yearly Performance Comparison


2026 (YTD)
JBSAY
JBS SA
0.00%
VOO
Vanguard S&P 500 ETF
10.46%

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Return for Risk

JBSAY vs. VOO — Risk / Return Rank

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

JBSAY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VOO
VOO Risk / Return Rank: 6868
Overall Rank
VOO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6767
Sortino Ratio Rank
VOO Omega Ratio Rank: 6969
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JBSAY vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JBS SA (JBSAY) 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.


JBSAYVOODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

3.02

Martin ratioReturn relative to average drawdown

13.58

JBSAY vs. VOO - Sharpe Ratio Comparison


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Drawdowns

JBSAY vs. VOO - Drawdown Comparison

The maximum JBSAY drawdown since its inception was 0.00%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JBSAY and VOO.


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Drawdown Indicators


JBSAYVOODifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-33.99%

+33.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

0.00%

-1.74%

+1.74%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.68%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

Volatility

JBSAY vs. VOO - Volatility Comparison


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Volatility by Period


JBSAYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.39%

-12.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.90%

-16.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.05%

-18.05%

Dividends

JBSAY vs. VOO - Dividend Comparison

JBSAY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.04%.


PositionTTM20252024202320222021202020192018201720162015
JBSAY
JBS SA
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
1.04%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
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