PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KOSS vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KOSS and VOO is 0.17, 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.


-0.50.00.51.00.2

Performance

KOSS vs. VOO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
71.50%
602.93%
KOSS
VOO

Key characteristics

Sharpe Ratio

KOSS:

0.63

VOO:

2.25

Sortino Ratio

KOSS:

3.19

VOO:

2.98

Omega Ratio

KOSS:

1.41

VOO:

1.42

Calmar Ratio

KOSS:

1.14

VOO:

3.31

Martin Ratio

KOSS:

3.10

VOO:

14.77

Ulcer Index

KOSS:

35.39%

VOO:

1.90%

Daily Std Dev

KOSS:

174.21%

VOO:

12.46%

Max Drawdown

KOSS:

-96.42%

VOO:

-33.99%

Current Drawdown

KOSS:

-87.52%

VOO:

-2.47%

Returns By Period

In the year-to-date period, KOSS achieves a 138.51% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, KOSS has outperformed VOO with an annualized return of 15.90%, while VOO has yielded a comparatively lower 13.08% annualized return.


KOSS

YTD

138.51%

1M

14.47%

6M

102.79%

1Y

117.71%

5Y*

40.18%

10Y*

15.90%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

KOSS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Koss Corporation (KOSS) 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.


Sharpe ratio
The chart of Sharpe ratio for KOSS, currently valued at 0.63, compared to the broader market-4.00-2.000.002.000.632.25
The chart of Sortino ratio for KOSS, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.003.192.98
The chart of Omega ratio for KOSS, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.42
The chart of Calmar ratio for KOSS, currently valued at 1.14, compared to the broader market0.002.004.006.001.143.31
The chart of Martin ratio for KOSS, currently valued at 3.10, compared to the broader market-5.000.005.0010.0015.0020.0025.003.1014.77
KOSS
VOO

The current KOSS Sharpe Ratio is 0.63, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of KOSS 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.63
2.25
KOSS
VOO

Dividends

KOSS vs. VOO - Dividend Comparison

KOSS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
KOSS
Koss Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.43%4.71%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

KOSS vs. VOO - Drawdown Comparison

The maximum KOSS drawdown since its inception was -96.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KOSS and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-87.52%
-2.47%
KOSS
VOO

Volatility

KOSS vs. VOO - Volatility Comparison

Koss Corporation (KOSS) has a higher volatility of 16.88% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that KOSS'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.


0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
16.88%
3.75%
KOSS
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab