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

Correlation

The correlation between MNST and VOO is 0.48, 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.


Performance

MNST vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monster Beverage Corporation (MNST) 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

MNST:

0.72

VOO:

0.58

Sortino Ratio

MNST:

0.99

VOO:

0.96

Omega Ratio

MNST:

1.15

VOO:

1.14

Calmar Ratio

MNST:

0.64

VOO:

0.62

Martin Ratio

MNST:

2.32

VOO:

2.36

Ulcer Index

MNST:

7.17%

VOO:

4.90%

Daily Std Dev

MNST:

25.45%

VOO:

19.45%

Max Drawdown

MNST:

-69.17%

VOO:

-33.99%

Current Drawdown

MNST:

0.00%

VOO:

-4.62%

Returns By Period

In the year-to-date period, MNST achieves a 20.05% return, which is significantly higher than VOO's -0.22% return. Over the past 10 years, MNST has underperformed VOO with an annualized return of 11.33%, while VOO has yielded a comparatively higher 12.59% annualized return.


MNST

YTD

20.05%

1M

8.77%

6M

17.50%

1Y

18.21%

3Y*

12.93%

5Y*

12.93%

10Y*

11.33%

VOO

YTD

-0.22%

1M

13.42%

6M

-0.65%

1Y

11.15%

3Y*

16.14%

5Y*

16.32%

10Y*

12.59%

*Annualized

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Monster Beverage Corporation

Vanguard S&P 500 ETF

Risk-Adjusted Performance

MNST vs. VOO — Risk-Adjusted Performance Rank

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

MNST
The Risk-Adjusted Performance Rank of MNST is 7272
Overall Rank
The Sharpe Ratio Rank of MNST is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MNST is 6565
Sortino Ratio Rank
The Omega Ratio Rank of MNST is 6767
Omega Ratio Rank
The Calmar Ratio Rank of MNST is 7676
Calmar Ratio Rank
The Martin Ratio Rank of MNST is 7575
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5959
Overall Rank
The Sharpe Ratio Rank of VOO is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
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.

MNST vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Monster Beverage Corporation (MNST) 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 MNST Sharpe Ratio is 0.72, which is comparable to the VOO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of MNST 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

MNST vs. VOO - Dividend Comparison

MNST has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
MNST
Monster Beverage Corporation
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
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MNST vs. VOO - Drawdown Comparison

The maximum MNST drawdown since its inception was -69.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MNST and VOO. For additional features, visit the drawdowns tool.


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Volatility

MNST vs. VOO - Volatility Comparison

Monster Beverage Corporation (MNST) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.91% and 4.80%, 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.


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