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

Key characteristics


MOTOVOO
YTD Return1.86%21.11%
1Y Return14.58%32.98%
3Y Return (Ann)-3.84%8.44%
Sharpe Ratio0.852.84
Sortino Ratio1.253.76
Omega Ratio1.161.53
Calmar Ratio0.724.05
Martin Ratio3.0218.51
Ulcer Index5.60%1.85%
Daily Std Dev19.91%12.06%
Max Drawdown-38.24%-33.99%
Current Drawdown-11.04%-2.52%

Correlation

-0.50.00.51.00.8

The correlation between MOTO and VOO is 0.84, 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.

Performance

MOTO vs. VOO - Performance Comparison

In the year-to-date period, MOTO achieves a 1.86% return, which is significantly lower than VOO's 21.11% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.85%
11.08%
MOTO
VOO

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MOTO vs. VOO - Expense Ratio Comparison

MOTO has a 0.68% expense ratio, which is higher than VOO's 0.03% expense ratio.


MOTO
SmartETFs Smart Transportation & Technology ETF
Expense ratio chart for MOTO: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

MOTO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Smart Transportation & Technology ETF (MOTO) 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.


MOTO
Sharpe ratio
The chart of Sharpe ratio for MOTO, currently valued at 0.85, compared to the broader market0.002.004.000.85
Sortino ratio
The chart of Sortino ratio for MOTO, currently valued at 1.25, compared to the broader market0.005.0010.001.25
Omega ratio
The chart of Omega ratio for MOTO, currently valued at 1.16, compared to the broader market1.001.502.002.503.003.501.16
Calmar ratio
The chart of Calmar ratio for MOTO, currently valued at 0.72, compared to the broader market0.005.0010.0015.0020.000.72
Martin ratio
The chart of Martin ratio for MOTO, currently valued at 3.02, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.02
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.84, compared to the broader market0.002.004.002.84
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.76, compared to the broader market0.005.0010.003.76
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.53, compared to the broader market1.001.502.002.503.003.501.53
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.05, compared to the broader market0.005.0010.0015.0020.004.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 18.51, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.51

MOTO vs. VOO - Sharpe Ratio Comparison

The current MOTO Sharpe Ratio is 0.85, which is lower than the VOO Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of MOTO 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.85
2.84
MOTO
VOO

Dividends

MOTO vs. VOO - Dividend Comparison

MOTO's dividend yield for the trailing twelve months is around 2.68%, more than VOO's 1.29% yield.


TTM20232022202120202019201820172016201520142013
MOTO
SmartETFs Smart Transportation & Technology ETF
2.68%2.73%2.33%0.55%2.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

MOTO vs. VOO - Drawdown Comparison

The maximum MOTO drawdown since its inception was -38.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MOTO and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.04%
-2.52%
MOTO
VOO

Volatility

MOTO vs. VOO - Volatility Comparison

SmartETFs Smart Transportation & Technology ETF (MOTO) has a higher volatility of 4.76% compared to Vanguard S&P 500 ETF (VOO) at 3.15%. This indicates that MOTO'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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.76%
3.15%
MOTO
VOO