NICE vs. VOO
NICE (NICE Ltd.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, NICE returned 3.94%/yr vs 15.56%/yr for VOO. At a 0.50 correlation, their price movements are largely independent.
Performance
NICE vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, NICE achieves a -16.04% return, which is significantly lower than VOO's 10.91% return. Over the past 10 years, NICE has underperformed VOO with an annualized return of 3.94%, while VOO has yielded a comparatively higher 15.56% annualized return.
NICE
- 1D
- -2.21%
- 1M
- -23.58%
- YTD
- -16.04%
- 6M
- -10.65%
- 1Y
- -44.32%
- 3Y*
- -22.84%
- 5Y*
- -15.17%
- 10Y*
- 3.94%
VOO
- 1D
- -0.70%
- 1M
- 5.04%
- YTD
- 10.91%
- 6M
- 10.93%
- 1Y
- 28.04%
- 3Y*
- 22.44%
- 5Y*
- 13.90%
- 10Y*
- 15.56%
NICE vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NICE NICE Ltd. | -16.04% | -33.44% | -14.87% | 3.75% | -36.66% | 7.07% | 82.75% | 43.38% | 17.73% | 33.92% |
VOO Vanguard S&P 500 ETF | 10.91% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between NICE and VOO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.50 |
Over the past year, the correlation between NICE and VOO has dropped to 0.22 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
NICE vs. VOO — Risk / Return Rank
NICE
VOO
NICE vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NICE Ltd. (NICE) 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.
| NICE | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.26 | ||
| Sortino ratioReturn per unit of downside risk | -4.38 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.43 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 3.16 | -4.03 |
| Martin ratioReturn relative to average drawdown | -1.40 | 14.73 | -16.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NICE | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.87 | 2.39 | -3.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.83 | -1.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.87 | -0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.89 | -0.65 |
Drawdowns
NICE vs. VOO - Drawdown Comparison
The maximum NICE drawdown since its inception was -93.23%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NICE and VOO.
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Drawdown Indicators
| NICE | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.23% | -33.99% | -59.24% |
Max Drawdown (1Y)Largest decline over 1 year | -51.56% | -8.90% | -42.66% |
Max Drawdown (3Y)Largest decline over 3 years | -66.98% | -18.69% | -48.29% |
Max Drawdown (5Y)Largest decline over 5 years | -72.58% | -24.52% | -48.06% |
Max Drawdown (10Y)Largest decline over 10 years | -72.58% | -33.99% | -38.59% |
Current DrawdownCurrent decline from peak | -69.87% | -0.70% | -69.17% |
Average DrawdownAverage peak-to-trough decline | -35.15% | -3.69% | -31.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.72% | 1.91% | +29.81% |
Volatility
NICE vs. VOO - Volatility Comparison
NICE Ltd. (NICE) has a higher volatility of 28.29% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that NICE'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
| NICE | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.29% | 2.84% | +25.45% |
Volatility (6M)Calculated over the trailing 6-month period | 41.65% | 8.90% | +32.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.97% | 11.80% | +39.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.81% | 16.81% | +23.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.21% | 18.01% | +15.20% |
Dividends
NICE vs. VOO - Dividend Comparison
NICE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NICE NICE Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.14% | 0.76% | 0.91% |
VOO Vanguard S&P 500 ETF | 1.03% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
NICE and VOO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NICE has higher volatility (28.29%) compared to VOO (2.84%). In terms of maximum drawdown, NICE dropped -93.23% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.39 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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