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

Correlation

The correlation between MBOT and VOO is 0.24, 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.


Performance

MBOT vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MBOT:

1.32

VOO:

0.52

Sortino Ratio

MBOT:

2.89

VOO:

0.89

Omega Ratio

MBOT:

1.39

VOO:

1.13

Calmar Ratio

MBOT:

1.64

VOO:

0.57

Martin Ratio

MBOT:

5.41

VOO:

2.18

Ulcer Index

MBOT:

30.41%

VOO:

4.85%

Daily Std Dev

MBOT:

133.05%

VOO:

19.11%

Max Drawdown

MBOT:

-100.00%

VOO:

-33.99%

Current Drawdown

MBOT:

-100.00%

VOO:

-7.67%

Returns By Period

In the year-to-date period, MBOT achieves a 125.00% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, MBOT has underperformed VOO with an annualized return of -45.24%, while VOO has yielded a comparatively higher 12.42% annualized return.


MBOT

YTD

125.00%

1M

52.73%

6M

147.06%

1Y

173.91%

5Y*

-18.84%

10Y*

-45.24%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

MBOT vs. VOO — Risk-Adjusted Performance Rank

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

MBOT
The Risk-Adjusted Performance Rank of MBOT is 9191
Overall Rank
The Sharpe Ratio Rank of MBOT is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of MBOT is 9494
Sortino Ratio Rank
The Omega Ratio Rank of MBOT is 9393
Omega Ratio Rank
The Calmar Ratio Rank of MBOT is 9191
Calmar Ratio Rank
The Martin Ratio Rank of MBOT is 8888
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

MBOT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Microbot Medical Inc. (MBOT) 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 MBOT Sharpe Ratio is 1.32, which is higher than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of MBOT 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.


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Dividends

MBOT vs. VOO - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
MBOT
Microbot Medical 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

MBOT vs. VOO - Drawdown Comparison

The maximum MBOT drawdown since its inception was -100.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MBOT and VOO. For additional features, visit the drawdowns tool.


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Volatility

MBOT vs. VOO - Volatility Comparison


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