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

Correlation

The correlation between NERD and VOO is 0.66, 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.


-0.50.00.51.00.7

Performance

NERD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill BITKRAFT Esports & Digital Entertainment ETF (NERD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
29.91%
9.97%
NERD
VOO

Key characteristics

Sharpe Ratio

NERD:

1.59

VOO:

2.22

Sortino Ratio

NERD:

2.16

VOO:

2.95

Omega Ratio

NERD:

1.28

VOO:

1.42

Calmar Ratio

NERD:

0.50

VOO:

3.27

Martin Ratio

NERD:

8.15

VOO:

14.57

Ulcer Index

NERD:

3.82%

VOO:

1.90%

Daily Std Dev

NERD:

19.56%

VOO:

12.47%

Max Drawdown

NERD:

-65.58%

VOO:

-33.99%

Current Drawdown

NERD:

-46.35%

VOO:

-1.77%

Returns By Period

In the year-to-date period, NERD achieves a 30.90% return, which is significantly higher than VOO's 26.92% return.


NERD

YTD

30.90%

1M

2.87%

6M

31.41%

1Y

33.17%

5Y*

5.92%

10Y*

N/A

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

Compare stocks, funds, or ETFs

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


NERD vs. VOO - Expense Ratio Comparison

NERD has a 0.25% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


NERD
Roundhill BITKRAFT Esports & Digital Entertainment ETF
Expense ratio chart for NERD: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
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

NERD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill BITKRAFT Esports & Digital Entertainment ETF (NERD) 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 NERD, currently valued at 1.59, compared to the broader market0.002.004.001.592.22
The chart of Sortino ratio for NERD, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.002.162.95
The chart of Omega ratio for NERD, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.42
The chart of Calmar ratio for NERD, currently valued at 0.50, compared to the broader market0.005.0010.0015.000.503.27
The chart of Martin ratio for NERD, currently valued at 8.15, compared to the broader market0.0020.0040.0060.0080.00100.008.1514.57
NERD
VOO

The current NERD Sharpe Ratio is 1.59, which is comparable to the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of NERD 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.59
2.22
NERD
VOO

Dividends

NERD vs. VOO - Dividend Comparison

NERD's dividend yield for the trailing twelve months is around 0.82%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
NERD
Roundhill BITKRAFT Esports & Digital Entertainment ETF
0.82%1.07%0.69%0.02%1.05%0.31%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

NERD vs. VOO - Drawdown Comparison

The maximum NERD drawdown since its inception was -65.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NERD and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-46.35%
-1.77%
NERD
VOO

Volatility

NERD vs. VOO - Volatility Comparison

Roundhill BITKRAFT Esports & Digital Entertainment ETF (NERD) has a higher volatility of 8.26% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that NERD'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%JulyAugustSeptemberOctoberNovemberDecember
8.26%
3.78%
NERD
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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