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MRAM vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MRAM vs. VOO - Performance Comparison

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

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MRAM vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRAM
Everspin Technologies, Inc.
-5.28%45.23%-29.31%62.59%-50.80%145.65%-12.55%-6.24%-25.20%-9.53%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, MRAM achieves a -5.28% return, which is significantly lower than VOO's -4.42% return.


MRAM

1D
7.72%
1M
-18.61%
YTD
-5.28%
6M
-5.59%
1Y
72.35%
3Y*
8.88%
5Y*
6.79%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MRAM vs. VOO — Risk / Return Rank

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

MRAM
MRAM Risk / Return Rank: 7272
Overall Rank
MRAM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MRAM Sortino Ratio Rank: 7272
Sortino Ratio Rank
MRAM Omega Ratio Rank: 7171
Omega Ratio Rank
MRAM Calmar Ratio Rank: 7171
Calmar Ratio Rank
MRAM Martin Ratio Rank: 7171
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MRAM vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Everspin Technologies, Inc. (MRAM) 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.


MRAMVOODifference

Sharpe ratio

Return per unit of total volatility

1.04

0.98

+0.06

Sortino ratio

Return per unit of downside risk

1.68

1.50

+0.19

Omega ratio

Gain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.48

1.53

-0.05

Martin ratio

Return relative to average drawdown

3.72

7.29

-3.57

MRAM vs. VOO - Sharpe Ratio Comparison

The current MRAM Sharpe Ratio is 1.04, which is comparable to the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of MRAM 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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Sharpe Ratios by Period


MRAMVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.98

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.70

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.83

-0.82

Correlation

The correlation between MRAM and VOO is 0.40, 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.


Dividends

MRAM vs. VOO - Dividend Comparison

MRAM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
MRAM
Everspin Technologies, 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
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

MRAM vs. VOO - Drawdown Comparison

The maximum MRAM drawdown since its inception was -91.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MRAM and VOO.


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Drawdown Indicators


MRAMVOODifference

Max Drawdown

Largest peak-to-trough decline

-91.28%

-33.99%

-57.29%

Max Drawdown (1Y)

Largest decline over 1 year

-49.25%

-11.98%

-37.27%

Max Drawdown (5Y)

Largest decline over 5 years

-67.02%

-24.52%

-42.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-64.67%

-6.29%

-58.38%

Average Drawdown

Average peak-to-trough decline

-65.23%

-3.72%

-61.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.62%

2.52%

+17.10%

Volatility

MRAM vs. VOO - Volatility Comparison

Everspin Technologies, Inc. (MRAM) has a higher volatility of 25.90% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that MRAM'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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Volatility by Period


MRAMVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

25.90%

5.29%

+20.61%

Volatility (6M)

Calculated over the trailing 6-month period

60.58%

9.44%

+51.14%

Volatility (1Y)

Calculated over the trailing 1-year period

69.72%

18.10%

+51.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.96%

16.82%

+51.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.48%

17.99%

+56.49%