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KOMP vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KOMP and VOOG is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

KOMP vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho New Economies Composite ETF (KOMP) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
59.09%
128.86%
KOMP
VOOG

Key characteristics

Sharpe Ratio

KOMP:

0.02

VOOG:

0.33

Sortino Ratio

KOMP:

0.20

VOOG:

0.61

Omega Ratio

KOMP:

1.03

VOOG:

1.09

Calmar Ratio

KOMP:

0.01

VOOG:

0.36

Martin Ratio

KOMP:

0.07

VOOG:

1.35

Ulcer Index

KOMP:

6.76%

VOOG:

5.92%

Daily Std Dev

KOMP:

24.97%

VOOG:

24.46%

Max Drawdown

KOMP:

-50.06%

VOOG:

-32.73%

Current Drawdown

KOMP:

-38.84%

VOOG:

-17.04%

Returns By Period

In the year-to-date period, KOMP achieves a -13.62% return, which is significantly lower than VOOG's -12.76% return.


KOMP

YTD

-13.62%

1M

-8.84%

6M

-11.90%

1Y

1.07%

5Y*

8.34%

10Y*

N/A

VOOG

YTD

-12.76%

1M

-5.26%

6M

-8.59%

1Y

8.98%

5Y*

14.83%

10Y*

13.18%

*Annualized

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KOMP vs. VOOG - Expense Ratio Comparison

KOMP has a 0.20% expense ratio, which is higher than VOOG's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for KOMP: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KOMP: 0.20%
Expense ratio chart for VOOG: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOOG: 0.10%

Risk-Adjusted Performance

KOMP vs. VOOG — Risk-Adjusted Performance Rank

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

KOMP
The Risk-Adjusted Performance Rank of KOMP is 3030
Overall Rank
The Sharpe Ratio Rank of KOMP is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of KOMP is 3232
Sortino Ratio Rank
The Omega Ratio Rank of KOMP is 3131
Omega Ratio Rank
The Calmar Ratio Rank of KOMP is 2929
Calmar Ratio Rank
The Martin Ratio Rank of KOMP is 2929
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 5959
Overall Rank
The Sharpe Ratio Rank of VOOG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 5858
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.

KOMP vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho New Economies Composite ETF (KOMP) and Vanguard S&P 500 Growth ETF (VOOG). 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 KOMP, currently valued at 0.02, compared to the broader market-1.000.001.002.003.004.00
KOMP: 0.02
VOOG: 0.33
The chart of Sortino ratio for KOMP, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.0010.00
KOMP: 0.20
VOOG: 0.61
The chart of Omega ratio for KOMP, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
KOMP: 1.03
VOOG: 1.09
The chart of Calmar ratio for KOMP, currently valued at 0.01, compared to the broader market0.002.004.006.008.0010.0012.00
KOMP: 0.01
VOOG: 0.36
The chart of Martin ratio for KOMP, currently valued at 0.07, compared to the broader market0.0020.0040.0060.00
KOMP: 0.07
VOOG: 1.35

The current KOMP Sharpe Ratio is 0.02, which is lower than the VOOG Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of KOMP and VOOG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.02
0.33
KOMP
VOOG

Dividends

KOMP vs. VOOG - Dividend Comparison

KOMP's dividend yield for the trailing twelve months is around 1.28%, more than VOOG's 0.64% yield.


TTM20242023202220212020201920182017201620152014
KOMP
SPDR S&P Kensho New Economies Composite ETF
1.28%1.04%1.27%1.47%1.44%0.69%0.81%0.13%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.64%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

KOMP vs. VOOG - Drawdown Comparison

The maximum KOMP drawdown since its inception was -50.06%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for KOMP and VOOG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.84%
-17.04%
KOMP
VOOG

Volatility

KOMP vs. VOOG - Volatility Comparison

The current volatility for SPDR S&P Kensho New Economies Composite ETF (KOMP) is 14.72%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 15.67%. This indicates that KOMP experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.72%
15.67%
KOMP
VOOG