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

Correlation

The correlation between NTDOY and VOO is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

NTDOY vs. VOO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
303.26%
576.04%
NTDOY
VOO

Key characteristics

Sharpe Ratio

NTDOY:

2.34

VOO:

0.75

Sortino Ratio

NTDOY:

2.93

VOO:

1.15

Omega Ratio

NTDOY:

1.39

VOO:

1.17

Calmar Ratio

NTDOY:

3.60

VOO:

0.77

Martin Ratio

NTDOY:

13.41

VOO:

3.04

Ulcer Index

NTDOY:

5.92%

VOO:

4.72%

Daily Std Dev

NTDOY:

33.93%

VOO:

19.15%

Max Drawdown

NTDOY:

-83.05%

VOO:

-33.99%

Current Drawdown

NTDOY:

0.00%

VOO:

-7.30%

Returns By Period

In the year-to-date period, NTDOY achieves a 48.26% return, which is significantly higher than VOO's -3.02% return. Over the past 10 years, NTDOY has outperformed VOO with an annualized return of 19.36%, while VOO has yielded a comparatively lower 12.54% annualized return.


NTDOY

YTD

48.26%

1M

36.50%

6M

65.95%

1Y

76.45%

5Y*

17.99%

10Y*

19.36%

VOO

YTD

-3.02%

1M

11.86%

6M

-0.14%

1Y

12.28%

5Y*

16.47%

10Y*

12.54%

*Annualized

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Risk-Adjusted Performance

NTDOY vs. VOO — Risk-Adjusted Performance Rank

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

NTDOY
The Risk-Adjusted Performance Rank of NTDOY is 9696
Overall Rank
The Sharpe Ratio Rank of NTDOY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NTDOY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of NTDOY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of NTDOY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NTDOY is 9797
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6767
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
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.

NTDOY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nintendo Co ADR (NTDOY) 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 NTDOY, currently valued at 2.34, compared to the broader market-2.00-1.000.001.002.003.00
NTDOY: 2.34
VOO: 0.75
The chart of Sortino ratio for NTDOY, currently valued at 2.93, compared to the broader market-6.00-4.00-2.000.002.004.00
NTDOY: 2.93
VOO: 1.15
The chart of Omega ratio for NTDOY, currently valued at 1.39, compared to the broader market0.501.001.502.00
NTDOY: 1.39
VOO: 1.17
The chart of Calmar ratio for NTDOY, currently valued at 3.60, compared to the broader market0.001.002.003.004.005.00
NTDOY: 3.60
VOO: 0.77
The chart of Martin ratio for NTDOY, currently valued at 13.41, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
NTDOY: 13.41
VOO: 3.04

The current NTDOY Sharpe Ratio is 2.34, which is higher than the VOO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of NTDOY 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
2.34
0.75
NTDOY
VOO

Dividends

NTDOY vs. VOO - Dividend Comparison

NTDOY's dividend yield for the trailing twelve months is around 0.45%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
NTDOY
Nintendo Co ADR
0.45%1.60%1.88%2.85%3.14%1.90%1.61%1.65%1.31%0.43%2.02%0.74%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NTDOY vs. VOO - Drawdown Comparison

The maximum NTDOY drawdown since its inception was -83.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NTDOY and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-7.30%
NTDOY
VOO

Volatility

NTDOY vs. VOO - Volatility Comparison

Nintendo Co ADR (NTDOY) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.82% and 13.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%December2025FebruaryMarchAprilMay
13.82%
13.90%
NTDOY
VOO