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

Correlation

The correlation between NTAP and VOO is 0.60, 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.


-0.50.00.51.00.6

Performance

NTAP vs. VOO - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
237.65%
595.32%
NTAP
VOO

Key characteristics

Sharpe Ratio

NTAP:

1.08

VOO:

2.04

Sortino Ratio

NTAP:

1.74

VOO:

2.72

Omega Ratio

NTAP:

1.24

VOO:

1.38

Calmar Ratio

NTAP:

1.34

VOO:

3.02

Martin Ratio

NTAP:

5.46

VOO:

13.60

Ulcer Index

NTAP:

6.31%

VOO:

1.88%

Daily Std Dev

NTAP:

31.91%

VOO:

12.52%

Max Drawdown

NTAP:

-96.21%

VOO:

-33.99%

Current Drawdown

NTAP:

-11.72%

VOO:

-3.52%

Returns By Period

In the year-to-date period, NTAP achieves a 36.78% return, which is significantly higher than VOO's 24.65% return. Both investments have delivered pretty close results over the past 10 years, with NTAP having a 13.56% annualized return and VOO not far behind at 13.02%.


NTAP

YTD

36.78%

1M

-0.84%

6M

-7.30%

1Y

33.05%

5Y*

17.12%

10Y*

13.56%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

NTAP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NetApp, Inc. (NTAP) 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 NTAP, currently valued at 1.08, compared to the broader market-4.00-2.000.002.001.082.04
The chart of Sortino ratio for NTAP, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.001.742.72
The chart of Omega ratio for NTAP, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.38
The chart of Calmar ratio for NTAP, currently valued at 2.27, compared to the broader market0.002.004.006.002.273.02
The chart of Martin ratio for NTAP, currently valued at 5.46, compared to the broader market0.0010.0020.005.4613.60
NTAP
VOO

The current NTAP Sharpe Ratio is 1.08, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of NTAP 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.08
2.04
NTAP
VOO

Dividends

NTAP vs. VOO - Dividend Comparison

NTAP's dividend yield for the trailing twelve months is around 1.72%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
NTAP
NetApp, Inc.
1.72%2.27%3.33%2.13%2.90%2.83%2.01%1.41%2.10%2.60%1.52%0.73%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

NTAP vs. VOO - Drawdown Comparison

The maximum NTAP drawdown since its inception was -96.21%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NTAP and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.72%
-3.52%
NTAP
VOO

Volatility

NTAP vs. VOO - Volatility Comparison

NetApp, Inc. (NTAP) has a higher volatility of 12.96% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that NTAP'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
12.96%
3.58%
NTAP
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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