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

Correlation

The correlation between NUTX and VOO is 0.18, 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.


Performance

NUTX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nutex Health Inc (NUTX) 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

NUTX:

19.62

VOO:

0.74

Sortino Ratio

NUTX:

6.71

VOO:

1.04

Omega Ratio

NUTX:

1.79

VOO:

1.15

Calmar Ratio

NUTX:

22.93

VOO:

0.68

Martin Ratio

NUTX:

155.21

VOO:

2.58

Ulcer Index

NUTX:

14.76%

VOO:

4.93%

Daily Std Dev

NUTX:

126.27%

VOO:

19.54%

Max Drawdown

NUTX:

-99.93%

VOO:

-33.99%

Current Drawdown

NUTX:

-97.20%

VOO:

-3.55%

Returns By Period

In the year-to-date period, NUTX achieves a 429.32% return, which is significantly higher than VOO's 0.90% return.


NUTX

YTD

429.32%

1M

42.16%

6M

350.91%

1Y

2,357.73%

3Y*

-51.79%

5Y*

N/A

10Y*

N/A

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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Nutex Health 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

NUTX vs. VOO — Risk-Adjusted Performance Rank

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

NUTX
The Risk-Adjusted Performance Rank of NUTX is 100100
Overall Rank
The Sharpe Ratio Rank of NUTX is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of NUTX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of NUTX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of NUTX is 100100
Calmar Ratio Rank
The Martin Ratio Rank of NUTX is 100100
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.

NUTX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nutex Health Inc (NUTX) 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 NUTX Sharpe Ratio is 19.62, which is higher than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of NUTX 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

NUTX vs. VOO - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
NUTX
Nutex Health 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

NUTX vs. VOO - Drawdown Comparison

The maximum NUTX drawdown since its inception was -99.93%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NUTX and VOO.


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

Volatility

NUTX vs. VOO - Volatility Comparison

Nutex Health Inc (NUTX) has a higher volatility of 32.11% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that NUTX'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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