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

Correlation

The correlation between NSIT and VOO is 0.57, 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.


Performance

NSIT vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NSIT:

-0.94

VOO:

0.74

Sortino Ratio

NSIT:

-1.34

VOO:

1.04

Omega Ratio

NSIT:

0.81

VOO:

1.15

Calmar Ratio

NSIT:

-0.85

VOO:

0.68

Martin Ratio

NSIT:

-1.46

VOO:

2.58

Ulcer Index

NSIT:

25.13%

VOO:

4.93%

Daily Std Dev

NSIT:

35.33%

VOO:

19.54%

Max Drawdown

NSIT:

-95.19%

VOO:

-33.99%

Current Drawdown

NSIT:

-42.11%

VOO:

-3.55%

Returns By Period

In the year-to-date period, NSIT achieves a -14.27% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, NSIT has outperformed VOO with an annualized return of 15.65%, while VOO has yielded a comparatively lower 12.81% annualized return.


NSIT

YTD

-14.27%

1M

-2.56%

6M

-16.66%

1Y

-33.30%

3Y*

9.68%

5Y*

20.53%

10Y*

15.65%

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Insight Enterprises, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NSIT vs. VOO — Risk-Adjusted Performance Rank

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

NSIT
The Risk-Adjusted Performance Rank of NSIT is 66
Overall Rank
The Sharpe Ratio Rank of NSIT is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of NSIT is 77
Sortino Ratio Rank
The Omega Ratio Rank of NSIT is 66
Omega Ratio Rank
The Calmar Ratio Rank of NSIT is 44
Calmar Ratio Rank
The Martin Ratio Rank of NSIT is 77
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
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.

NSIT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Insight Enterprises, Inc. (NSIT) 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 current NSIT Sharpe Ratio is -0.94, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of NSIT 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NSIT vs. VOO - Dividend Comparison

NSIT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
NSIT
Insight Enterprises, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NSIT vs. VOO - Drawdown Comparison

The maximum NSIT drawdown since its inception was -95.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NSIT and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NSIT vs. VOO - Volatility Comparison

Insight Enterprises, Inc. (NSIT) has a higher volatility of 8.69% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that NSIT'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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