MASI vs. VOO

In the year-to-date period, MASI achieves a -5.28% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, MASI has outperformed VOO with an annualized return of 16.37%, while VOO has yielded a comparatively lower 12.42% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Masimo Corporation (MASI) 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 current MASI Sharpe Ratio is 0.60, which is comparable to the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of MASI 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.

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

The maximum MASI drawdown since its inception was -74.70%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MASI and VOO. For additional features, visit the drawdowns tool.

Masimo Corporation (MASI) has a higher volatility of 13.63% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that MASI'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.