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

Correlation

The correlation between MDB and VOO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

MDB vs. VOO - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
7.95%
8.90%
MDB
VOO

Key characteristics

Sharpe Ratio

MDB:

-0.68

VOO:

2.21

Sortino Ratio

MDB:

-0.77

VOO:

2.93

Omega Ratio

MDB:

0.90

VOO:

1.41

Calmar Ratio

MDB:

-0.62

VOO:

3.25

Martin Ratio

MDB:

-1.02

VOO:

14.47

Ulcer Index

MDB:

38.16%

VOO:

1.90%

Daily Std Dev

MDB:

56.83%

VOO:

12.43%

Max Drawdown

MDB:

-76.52%

VOO:

-33.99%

Current Drawdown

MDB:

-58.01%

VOO:

-2.87%

Returns By Period

In the year-to-date period, MDB achieves a -39.92% return, which is significantly lower than VOO's 25.49% return.


MDB

YTD

-39.92%

1M

-12.82%

6M

7.95%

1Y

-40.06%

5Y*

13.48%

10Y*

N/A

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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

MDB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MongoDB, Inc. (MDB) 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 MDB, currently valued at -0.68, compared to the broader market-4.00-2.000.002.00-0.682.21
The chart of Sortino ratio for MDB, currently valued at -0.77, compared to the broader market-4.00-2.000.002.004.00-0.772.93
The chart of Omega ratio for MDB, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.41
The chart of Calmar ratio for MDB, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.623.25
The chart of Martin ratio for MDB, currently valued at -1.02, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.0214.47
MDB
VOO

The current MDB Sharpe Ratio is -0.68, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of MDB 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.68
2.21
MDB
VOO

Dividends

MDB vs. VOO - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
MDB
MongoDB, 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
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

MDB vs. VOO - Drawdown Comparison

The maximum MDB drawdown since its inception was -76.52%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MDB and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.01%
-2.87%
MDB
VOO

Volatility

MDB vs. VOO - Volatility Comparison

MongoDB, Inc. (MDB) has a higher volatility of 26.32% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that MDB'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%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
26.32%
3.64%
MDB
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