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

Correlation

The correlation between MQ 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

MQ vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marqeta, Inc. (MQ) 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

MQ:

0.00

VOO:

0.74

Sortino Ratio

MQ:

0.41

VOO:

1.04

Omega Ratio

MQ:

1.08

VOO:

1.15

Calmar Ratio

MQ:

-0.03

VOO:

0.68

Martin Ratio

MQ:

-0.12

VOO:

2.58

Ulcer Index

MQ:

25.05%

VOO:

4.93%

Daily Std Dev

MQ:

63.74%

VOO:

19.54%

Max Drawdown

MQ:

-89.71%

VOO:

-33.99%

Current Drawdown

MQ:

-83.82%

VOO:

-3.55%

Returns By Period

In the year-to-date period, MQ achieves a 41.95% return, which is significantly higher than VOO's 0.90% return.


MQ

YTD

41.95%

1M

31.54%

6M

38.66%

1Y

1.13%

3Y*

-19.90%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Marqeta, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MQ vs. VOO — Risk-Adjusted Performance Rank

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

MQ
The Risk-Adjusted Performance Rank of MQ is 4949
Overall Rank
The Sharpe Ratio Rank of MQ is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of MQ is 4848
Sortino Ratio Rank
The Omega Ratio Rank of MQ is 5353
Omega Ratio Rank
The Calmar Ratio Rank of MQ is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MQ is 4848
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

MQ vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marqeta, Inc. (MQ) 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 MQ Sharpe Ratio is 0.00, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of MQ 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MQ vs. VOO - Dividend Comparison

MQ has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
MQ
Marqeta, 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
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MQ vs. VOO - Drawdown Comparison

The maximum MQ drawdown since its inception was -89.71%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MQ and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MQ vs. VOO - Volatility Comparison

Marqeta, Inc. (MQ) has a higher volatility of 14.20% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that MQ'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.


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