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

Correlation

The correlation between NOK and VOO is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

NOK vs. VOO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
-18.17%
557.08%
NOK
VOO

Key characteristics

Sharpe Ratio

NOK:

1.21

VOO:

0.54

Sortino Ratio

NOK:

1.77

VOO:

0.88

Omega Ratio

NOK:

1.25

VOO:

1.13

Calmar Ratio

NOK:

0.44

VOO:

0.55

Martin Ratio

NOK:

6.12

VOO:

2.27

Ulcer Index

NOK:

6.31%

VOO:

4.55%

Daily Std Dev

NOK:

32.04%

VOO:

19.19%

Max Drawdown

NOK:

-95.97%

VOO:

-33.99%

Current Drawdown

NOK:

-83.41%

VOO:

-9.90%

Returns By Period

In the year-to-date period, NOK achieves a 13.41% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, NOK has underperformed VOO with an annualized return of -1.59%, while VOO has yielded a comparatively higher 12.07% annualized return.


NOK

YTD

13.41%

1M

-5.13%

6M

5.32%

1Y

40.18%

5Y*

10.30%

10Y*

-1.59%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

NOK vs. VOO — Risk-Adjusted Performance Rank

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

NOK
The Risk-Adjusted Performance Rank of NOK is 8383
Overall Rank
The Sharpe Ratio Rank of NOK is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of NOK is 8383
Sortino Ratio Rank
The Omega Ratio Rank of NOK is 8383
Omega Ratio Rank
The Calmar Ratio Rank of NOK is 7171
Calmar Ratio Rank
The Martin Ratio Rank of NOK is 9090
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

NOK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nokia Corporation (NOK) 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.


The chart of Sharpe ratio for NOK, currently valued at 1.21, compared to the broader market-2.00-1.000.001.002.003.00
NOK: 1.21
VOO: 0.54
The chart of Sortino ratio for NOK, currently valued at 1.77, compared to the broader market-6.00-4.00-2.000.002.004.00
NOK: 1.77
VOO: 0.88
The chart of Omega ratio for NOK, currently valued at 1.25, compared to the broader market0.501.001.502.00
NOK: 1.25
VOO: 1.13
The chart of Calmar ratio for NOK, currently valued at 0.75, compared to the broader market0.001.002.003.004.005.00
NOK: 0.75
VOO: 0.55
The chart of Martin ratio for NOK, currently valued at 6.12, compared to the broader market-5.000.005.0010.0015.0020.00
NOK: 6.12
VOO: 2.27

The current NOK Sharpe Ratio is 1.21, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of NOK 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.21
0.54
NOK
VOO

Dividends

NOK vs. VOO - Dividend Comparison

NOK's dividend yield for the trailing twelve months is around 1.92%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
NOK
Nokia Corporation
1.92%3.18%5.47%1.32%0.00%0.00%3.02%4.05%3.91%6.22%2.26%6.50%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NOK vs. VOO - Drawdown Comparison

The maximum NOK drawdown since its inception was -95.97%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NOK and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.92%
-9.90%
NOK
VOO

Volatility

NOK vs. VOO - Volatility Comparison

Nokia Corporation (NOK) has a higher volatility of 15.82% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that NOK'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%NovemberDecember2025FebruaryMarchApril
15.82%
13.96%
NOK
VOO