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

Correlation

The correlation between NTES and VOO is 0.37, 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: 0.4

Performance

NTES vs. VOO - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
1,496.65%
504.39%
NTES
VOO

Key characteristics

Sharpe Ratio

NTES:

0.09

VOO:

-0.07

Sortino Ratio

NTES:

0.44

VOO:

0.01

Omega Ratio

NTES:

1.05

VOO:

1.00

Calmar Ratio

NTES:

0.10

VOO:

-0.07

Martin Ratio

NTES:

0.28

VOO:

-0.36

Ulcer Index

NTES:

13.51%

VOO:

3.31%

Daily Std Dev

NTES:

40.85%

VOO:

15.79%

Max Drawdown

NTES:

-57.34%

VOO:

-33.99%

Current Drawdown

NTES:

-19.99%

VOO:

-17.13%

Returns By Period

In the year-to-date period, NTES achieves a 10.82% return, which is significantly higher than VOO's -13.30% return. Over the past 10 years, NTES has outperformed VOO with an annualized return of 17.90%, while VOO has yielded a comparatively lower 11.35% annualized return.


NTES

YTD

10.82%

1M

-4.17%

6M

-2.90%

1Y

4.55%

5Y*

10.47%

10Y*

17.90%

VOO

YTD

-13.30%

1M

-12.91%

6M

-11.02%

1Y

0.06%

5Y*

17.17%

10Y*

11.35%

*Annualized

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Risk-Adjusted Performance

NTES vs. VOO — Risk-Adjusted Performance Rank

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

NTES
The Risk-Adjusted Performance Rank of NTES is 5757
Overall Rank
The Sharpe Ratio Rank of NTES is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of NTES is 5454
Sortino Ratio Rank
The Omega Ratio Rank of NTES is 5353
Omega Ratio Rank
The Calmar Ratio Rank of NTES is 6060
Calmar Ratio Rank
The Martin Ratio Rank of NTES is 5959
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 2222
Overall Rank
The Sharpe Ratio Rank of VOO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 2323
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 2121
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.

NTES vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NetEase, Inc. (NTES) 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 NTES, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.00
NTES: 0.09
VOO: -0.07
The chart of Sortino ratio for NTES, currently valued at 0.44, compared to the broader market-6.00-4.00-2.000.002.004.00
NTES: 0.44
VOO: 0.01
The chart of Omega ratio for NTES, currently valued at 1.05, compared to the broader market0.501.001.502.00
NTES: 1.05
VOO: 1.00
The chart of Calmar ratio for NTES, currently valued at 0.10, compared to the broader market0.001.002.003.004.00
NTES: 0.10
VOO: -0.07
The chart of Martin ratio for NTES, currently valued at 0.28, compared to the broader market-10.000.0010.0020.00
NTES: 0.28
VOO: -0.36

The current NTES Sharpe Ratio is 0.09, which is higher than the VOO Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of NTES 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.09
-0.07
NTES
VOO

Dividends

NTES vs. VOO - Dividend Comparison

NTES's dividend yield for the trailing twelve months is around 1.38%, less than VOO's 1.50% yield.


TTM20242023202220212020201920182017201620152014
NTES
NetEase, Inc.
1.38%2.74%1.88%2.10%0.81%0.97%3.20%0.71%1.05%1.36%0.98%2.50%
VOO
Vanguard S&P 500 ETF
1.50%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NTES vs. VOO - Drawdown Comparison

The maximum NTES drawdown since its inception was -57.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NTES and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.99%
-17.13%
NTES
VOO

Volatility

NTES vs. VOO - Volatility Comparison

NetEase, Inc. (NTES) has a higher volatility of 9.63% compared to Vanguard S&P 500 ETF (VOO) at 9.12%. This indicates that NTES'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
9.63%
9.12%
NTES
VOO