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

Correlation

The correlation between MKSI and VOO is 0.66, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

MKSI vs. VOO - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
408.57%
557.08%
MKSI
VOO

Key characteristics

Sharpe Ratio

MKSI:

-0.55

VOO:

0.54

Sortino Ratio

MKSI:

-0.50

VOO:

0.88

Omega Ratio

MKSI:

0.94

VOO:

1.13

Calmar Ratio

MKSI:

-0.49

VOO:

0.55

Martin Ratio

MKSI:

-1.28

VOO:

2.27

Ulcer Index

MKSI:

26.37%

VOO:

4.55%

Daily Std Dev

MKSI:

61.81%

VOO:

19.19%

Max Drawdown

MKSI:

-85.67%

VOO:

-33.99%

Current Drawdown

MKSI:

-61.18%

VOO:

-9.90%

Returns By Period

In the year-to-date period, MKSI achieves a -28.88% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, MKSI has underperformed VOO with an annualized return of 8.92%, while VOO has yielded a comparatively higher 12.24% annualized return.


MKSI

YTD

-28.88%

1M

-9.20%

6M

-26.32%

1Y

-38.18%

5Y*

-4.70%

10Y*

8.92%

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

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Risk-Adjusted Performance

MKSI vs. VOO — Risk-Adjusted Performance Rank

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

MKSI
The Risk-Adjusted Performance Rank of MKSI is 2121
Overall Rank
The Sharpe Ratio Rank of MKSI is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of MKSI is 2424
Sortino Ratio Rank
The Omega Ratio Rank of MKSI is 2424
Omega Ratio Rank
The Calmar Ratio Rank of MKSI is 2121
Calmar Ratio Rank
The Martin Ratio Rank of MKSI is 1717
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
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 6565
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.

MKSI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MKS Instruments, Inc. (MKSI) 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 chart of Sharpe ratio for MKSI, currently valued at -0.55, compared to the broader market-2.00-1.000.001.002.003.00
MKSI: -0.55
VOO: 0.54
The chart of Sortino ratio for MKSI, currently valued at -0.50, compared to the broader market-6.00-4.00-2.000.002.004.00
MKSI: -0.50
VOO: 0.88
The chart of Omega ratio for MKSI, currently valued at 0.94, compared to the broader market0.501.001.502.00
MKSI: 0.94
VOO: 1.13
The chart of Calmar ratio for MKSI, currently valued at -0.49, compared to the broader market0.001.002.003.004.005.00
MKSI: -0.49
VOO: 0.55
The chart of Martin ratio for MKSI, currently valued at -1.28, compared to the broader market-5.000.005.0010.0015.0020.00
MKSI: -1.28
VOO: 2.27

The current MKSI Sharpe Ratio is -0.55, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MKSI 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.55
0.54
MKSI
VOO

Dividends

MKSI vs. VOO - Dividend Comparison

MKSI's dividend yield for the trailing twelve months is around 1.19%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
MKSI
MKS Instruments, Inc.
1.19%0.84%0.86%1.04%0.49%0.53%0.73%1.21%0.75%1.14%1.88%1.79%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MKSI vs. VOO - Drawdown Comparison

The maximum MKSI drawdown since its inception was -85.67%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MKSI and VOO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-61.18%
-9.90%
MKSI
VOO

Volatility

MKSI vs. VOO - Volatility Comparison

MKS Instruments, Inc. (MKSI) has a higher volatility of 40.56% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that MKSI'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%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
40.56%
13.96%
MKSI
VOO