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

Correlation

The correlation between NHTC and VOO is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

NHTC vs. VOO - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-28.75%
4.42%
NHTC
VOO

Key characteristics

Sharpe Ratio

NHTC:

-0.42

VOO:

1.92

Sortino Ratio

NHTC:

-0.37

VOO:

2.56

Omega Ratio

NHTC:

0.95

VOO:

1.35

Calmar Ratio

NHTC:

-0.14

VOO:

2.88

Martin Ratio

NHTC:

-1.01

VOO:

12.38

Ulcer Index

NHTC:

14.01%

VOO:

1.96%

Daily Std Dev

NHTC:

34.08%

VOO:

12.70%

Max Drawdown

NHTC:

-100.00%

VOO:

-33.99%

Current Drawdown

NHTC:

-99.96%

VOO:

-4.16%

Returns By Period

In the year-to-date period, NHTC achieves a 0.43% return, which is significantly higher than VOO's -0.91% return. Over the past 10 years, NHTC has underperformed VOO with an annualized return of -0.73%, while VOO has yielded a comparatively higher 13.19% annualized return.


NHTC

YTD

0.43%

1M

-0.22%

6M

-28.75%

1Y

-15.14%

5Y*

10.06%

10Y*

-0.73%

VOO

YTD

-0.91%

1M

-4.11%

6M

4.42%

1Y

23.55%

5Y*

14.07%

10Y*

13.19%

*Annualized

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


Risk-Adjusted Performance

NHTC vs. VOO — Risk-Adjusted Performance Rank

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

NHTC
The Risk-Adjusted Performance Rank of NHTC is 2929
Overall Rank
The Sharpe Ratio Rank of NHTC is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of NHTC is 2525
Sortino Ratio Rank
The Omega Ratio Rank of NHTC is 2525
Omega Ratio Rank
The Calmar Ratio Rank of NHTC is 4141
Calmar Ratio Rank
The Martin Ratio Rank of NHTC is 2626
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8181
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
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.

NHTC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natural Health Trends Corp. (NHTC) 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 NHTC, currently valued at -0.42, compared to the broader market-4.00-2.000.002.00-0.421.92
The chart of Sortino ratio for NHTC, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.00-0.372.56
The chart of Omega ratio for NHTC, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.35
The chart of Calmar ratio for NHTC, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.172.88
The chart of Martin ratio for NHTC, currently valued at -1.01, compared to the broader market0.0010.0020.00-1.0112.38
NHTC
VOO

The current NHTC Sharpe Ratio is -0.42, which is lower than the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of NHTC 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.42
1.92
NHTC
VOO

Dividends

NHTC vs. VOO - Dividend Comparison

NHTC's dividend yield for the trailing twelve months is around 17.24%, more than VOO's 1.26% yield.


TTM20242023202220212020201920182017201620152014
NHTC
Natural Health Trends Corp.
17.24%17.32%13.65%23.32%11.83%16.06%11.90%14.98%10.01%2.45%0.42%0.26%
VOO
Vanguard S&P 500 ETF
1.26%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NHTC vs. VOO - Drawdown Comparison

The maximum NHTC 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 NHTC and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-78.20%
-4.16%
NHTC
VOO

Volatility

NHTC vs. VOO - Volatility Comparison

Natural Health Trends Corp. (NHTC) has a higher volatility of 15.17% compared to Vanguard S&P 500 ETF (VOO) at 4.64%. This indicates that NHTC'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%AugustSeptemberOctoberNovemberDecember2025
15.17%
4.64%
NHTC
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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