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

Correlation

The correlation between MRVL and VOO is 0.59, 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.


-0.50.00.51.00.6

Performance

MRVL vs. VOO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
70.29%
7.98%
MRVL
VOO

Key characteristics

Sharpe Ratio

MRVL:

1.36

VOO:

2.04

Sortino Ratio

MRVL:

2.05

VOO:

2.72

Omega Ratio

MRVL:

1.26

VOO:

1.38

Calmar Ratio

MRVL:

0.77

VOO:

3.09

Martin Ratio

MRVL:

5.18

VOO:

13.04

Ulcer Index

MRVL:

14.89%

VOO:

2.00%

Daily Std Dev

MRVL:

56.59%

VOO:

12.79%

Max Drawdown

MRVL:

-100.00%

VOO:

-33.99%

Current Drawdown

MRVL:

-99.99%

VOO:

-2.15%

Returns By Period

In the year-to-date period, MRVL achieves a 5.08% return, which is significantly higher than VOO's 1.16% return. Over the past 10 years, MRVL has outperformed VOO with an annualized return of 23.59%, while VOO has yielded a comparatively lower 13.46% annualized return.


MRVL

YTD

5.08%

1M

-6.99%

6M

71.00%

1Y

77.58%

5Y*

33.20%

10Y*

23.59%

VOO

YTD

1.16%

1M

-1.97%

6M

7.17%

1Y

26.51%

5Y*

14.13%

10Y*

13.46%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MRVL vs. VOO — Risk-Adjusted Performance Rank

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

MRVL
The Risk-Adjusted Performance Rank of MRVL is 8282
Overall Rank
The Sharpe Ratio Rank of MRVL is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of MRVL is 8383
Sortino Ratio Rank
The Omega Ratio Rank of MRVL is 8080
Omega Ratio Rank
The Calmar Ratio Rank of MRVL is 7777
Calmar Ratio Rank
The Martin Ratio Rank of MRVL is 8383
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

MRVL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marvell Technology Group Ltd. (MRVL) 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 MRVL, currently valued at 1.36, compared to the broader market-2.000.002.001.362.04
The chart of Sortino ratio for MRVL, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.002.052.72
The chart of Omega ratio for MRVL, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.38
The chart of Calmar ratio for MRVL, currently valued at 2.04, compared to the broader market0.002.004.006.002.043.09
The chart of Martin ratio for MRVL, currently valued at 5.18, compared to the broader market-30.00-20.00-10.000.0010.0020.005.1813.04
MRVL
VOO

The current MRVL Sharpe Ratio is 1.36, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of MRVL 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.36
2.04
MRVL
VOO

Dividends

MRVL vs. VOO - Dividend Comparison

MRVL's dividend yield for the trailing twelve months is around 0.21%, less than VOO's 1.23% yield.


TTM20242023202220212020201920182017201620152014
MRVL
Marvell Technology Group Ltd.
0.21%0.22%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%
VOO
Vanguard S&P 500 ETF
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MRVL vs. VOO - Drawdown Comparison

The maximum MRVL drawdown since its inception was -100.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MRVL and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.99%
-2.15%
MRVL
VOO

Volatility

MRVL vs. VOO - Volatility Comparison

Marvell Technology Group Ltd. (MRVL) has a higher volatility of 19.02% compared to Vanguard S&P 500 ETF (VOO) at 4.96%. This indicates that MRVL'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
19.02%
4.96%
MRVL
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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