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

Correlation

The correlation between MODN and VOO is 0.38, 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.


-0.50.00.51.00.4

Performance

MODN vs. VOO - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February0
10.75%
MODN
VOO

Key characteristics

Returns By Period


MODN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

4.06%

1M

2.87%

6M

10.75%

1Y

23.12%

5Y*

14.36%

10Y*

13.30%

*Annualized

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Risk-Adjusted Performance

MODN vs. VOO — Risk-Adjusted Performance Rank

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

MODN
The Risk-Adjusted Performance Rank of MODN is 3232
Overall Rank
The Sharpe Ratio Rank of MODN is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of MODN is 2929
Sortino Ratio Rank
The Omega Ratio Rank of MODN is 2828
Omega Ratio Rank
The Calmar Ratio Rank of MODN is 3333
Calmar Ratio Rank
The Martin Ratio Rank of MODN is 3939
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8080
Overall Rank
The Sharpe Ratio Rank of VOO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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.

MODN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Model N, Inc. (MODN) 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 MODN, currently valued at 0.86, compared to the broader market-2.000.002.004.000.861.98
The chart of Sortino ratio for MODN, currently valued at 1.50, compared to the broader market-6.00-4.00-2.000.002.004.006.001.502.65
The chart of Omega ratio for MODN, currently valued at 1.47, compared to the broader market0.501.001.502.001.471.36
The chart of Calmar ratio for MODN, currently valued at 0.29, compared to the broader market0.002.004.006.000.292.98
The chart of Martin ratio for MODN, currently valued at 4.91, compared to the broader market-10.000.0010.0020.0030.004.9112.44
MODN
VOO


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.86
1.98
MODN
VOO

Dividends

MODN vs. VOO - Dividend Comparison

MODN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
MODN
Model N, 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
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MODN vs. VOO - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-33.47%
0
MODN
VOO

Volatility

MODN vs. VOO - Volatility Comparison

The current volatility for Model N, Inc. (MODN) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.13%. This indicates that MODN experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
3.13%
MODN
VOO
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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.

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