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

Performance

METV vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Ball Metaverse ETF (METV) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.80%
13.95%
METV
VOOG

Returns By Period

In the year-to-date period, METV achieves a 23.20% return, which is significantly lower than VOOG's 33.08% return.


METV

YTD

23.20%

1M

7.18%

6M

13.80%

1Y

34.12%

5Y (annualized)

N/A

10Y (annualized)

N/A

VOOG

YTD

33.08%

1M

3.16%

6M

13.95%

1Y

37.77%

5Y (annualized)

17.51%

10Y (annualized)

14.87%

Key characteristics


METVVOOG
Sharpe Ratio1.692.21
Sortino Ratio2.322.88
Omega Ratio1.291.41
Calmar Ratio0.922.82
Martin Ratio8.0611.72
Ulcer Index4.23%3.22%
Daily Std Dev20.25%17.05%
Max Drawdown-59.64%-32.73%
Current Drawdown-15.89%-1.62%

Compare stocks, funds, or ETFs

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


METV vs. VOOG - Expense Ratio Comparison

METV has a 0.75% expense ratio, which is higher than VOOG's 0.10% expense ratio.


METV
Roundhill Ball Metaverse ETF
Expense ratio chart for METV: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.9

The correlation between METV and VOOG is 0.87, 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.

Risk-Adjusted Performance

METV vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Ball Metaverse ETF (METV) 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.


Sharpe ratio
The chart of Sharpe ratio for METV, currently valued at 1.69, compared to the broader market0.002.004.001.692.21
The chart of Sortino ratio for METV, currently valued at 2.32, compared to the broader market-2.000.002.004.006.008.0010.0012.002.322.88
The chart of Omega ratio for METV, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.41
The chart of Calmar ratio for METV, currently valued at 0.92, compared to the broader market0.005.0010.0015.0020.000.922.82
The chart of Martin ratio for METV, currently valued at 8.06, compared to the broader market0.0020.0040.0060.0080.00100.008.0611.72
METV
VOOG

The current METV Sharpe Ratio is 1.69, which is comparable to the VOOG Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of METV 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.69
2.21
METV
VOOG

Dividends

METV vs. VOOG - Dividend Comparison

METV's dividend yield for the trailing twelve months is around 0.13%, less than VOOG's 0.60% yield.


TTM20232022202120202019201820172016201520142013
METV
Roundhill Ball Metaverse ETF
0.13%0.17%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.60%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

METV vs. VOOG - Drawdown Comparison

The maximum METV drawdown since its inception was -59.64%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for METV and VOOG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.89%
-1.62%
METV
VOOG

Volatility

METV vs. VOOG - Volatility Comparison

Roundhill Ball Metaverse ETF (METV) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 5.50% and 5.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.50%
5.39%
METV
VOOG