NSTS vs. VOO
NSTS (NSTS Bancorp, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, NSTS returned 14.64%/yr vs 20.40%/yr for VOO. At a 0.13 correlation, their price movements are largely independent.
Performance
NSTS vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, NSTS achieves a 6.33% return, which is significantly lower than VOO's 9.87% return.
NSTS
- 1D
- -0.07%
- 1M
- 0.88%
- 6M
- 8.25%
- YTD
- 6.33%
- 1Y
- 12.78%
- 3Y*
- 14.64%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -0.09%
- 1M
- -0.94%
- 6M
- 9.66%
- YTD
- 9.87%
- 1Y
- 20.46%
- 3Y*
- 20.40%
- 5Y*
- 13.01%
- 10Y*
- 15.42%
NSTS vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NSTS NSTS Bancorp, Inc. | 6.33% | 9.75% | 24.08% | -6.12% | -20.55% |
VOO Vanguard S&P 500 ETF | 9.87% | 17.82% | 24.98% | 26.32% | -14.89% |
Correlation
The correlation between NSTS and VOO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2022 | 0.13 |
The correlation between NSTS and VOO shifts across timeframes, from 0.13 (3 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NSTS vs. VOO — Risk / Return Rank
NSTS
VOO
NSTS vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NSTS Bancorp, Inc. (NSTS) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NSTS | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.31 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.43 | -1.45 |
| Martin ratioReturn relative to average drawdown | 2.16 | 10.61 | -8.45 |
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Drawdowns
NSTS vs. VOO - Drawdown Comparison
The maximum NSTS drawdown since its inception was -34.85%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NSTS and VOO.
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Drawdown Indicators
| NSTS | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.85% | -33.99% | -0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -8.90% | -3.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -18.69% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -0.51% | -1.64% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -16.41% | -3.68% | -12.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 2.03% | +3.51% |
Volatility
NSTS vs. VOO - Volatility Comparison
The current volatility for NSTS Bancorp, Inc. (NSTS) is 0.79%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.09%. This indicates that NSTS experiences smaller price fluctuations and is considered to be less risky 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
| NSTS | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 5.09% | -4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.84% | 9.92% | +4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 12.49% | +5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.82% | 16.92% | +3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.82% | 17.99% | +2.83% |
Dividends
NSTS vs. VOO - Dividend Comparison
NSTS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSTS NSTS Bancorp, 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 | 1.07% | 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
NSTS and VOO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOO has higher volatility (5.09%) compared to NSTS (0.79%). In terms of maximum drawdown, NSTS dropped -34.85% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.73 vs 0.64), 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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