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

Key characteristics


OGSPVOO
Daily Std Dev2.20%12.64%
Max Drawdown-0.60%-33.99%
Current Drawdown-0.30%-0.60%

Correlation

-0.50.00.51.0-0.0

The correlation between OGSP and VOO is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

OGSP vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%MayJuneJulyAugustSeptember
3.44%
9.54%
OGSP
VOO

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OGSP vs. VOO - Expense Ratio Comparison

OGSP has a 0.90% expense ratio, which is higher than VOO's 0.03% expense ratio.


OGSP
Obra High Grade Structured Products ETF
Expense ratio chart for OGSP: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

OGSP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Obra High Grade Structured Products ETF (OGSP) 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.


OGSP
Sharpe ratio
No data
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.0010.0012.002.98
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.41, compared to the broader market0.005.0010.0015.002.41
Martin ratio
The chart of Martin ratio for VOO, currently valued at 12.12, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.12

OGSP vs. VOO - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

OGSP vs. VOO - Dividend Comparison

OGSP's dividend yield for the trailing twelve months is around 2.44%, more than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
OGSP
Obra High Grade Structured Products ETF
2.44%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
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

OGSP vs. VOO - Drawdown Comparison

The maximum OGSP drawdown since its inception was -0.60%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OGSP and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptember
-0.30%
-0.60%
OGSP
VOO

Volatility

OGSP vs. VOO - Volatility Comparison

The current volatility for Obra High Grade Structured Products ETF (OGSP) is 0.62%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.83%. This indicates that OGSP 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%May 12May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15
0.62%
3.83%
OGSP
VOO