PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OLPX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OLPX and VOO is 0.41, 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.


-0.50.00.51.00.4

Performance

OLPX vs. VOO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-18.41%
16.41%
OLPX
VOO

Key characteristics

Sharpe Ratio

OLPX:

-0.43

VOO:

1.99

Sortino Ratio

OLPX:

-0.22

VOO:

2.67

Omega Ratio

OLPX:

0.98

VOO:

1.36

Calmar Ratio

OLPX:

-0.34

VOO:

3.02

Martin Ratio

OLPX:

-1.17

VOO:

12.64

Ulcer Index

OLPX:

28.01%

VOO:

2.02%

Daily Std Dev

OLPX:

76.44%

VOO:

12.75%

Max Drawdown

OLPX:

-95.72%

VOO:

-33.99%

Current Drawdown

OLPX:

-94.87%

VOO:

-1.96%

Returns By Period

In the year-to-date period, OLPX achieves a -12.72% return, which is significantly lower than VOO's 2.02% return.


OLPX

YTD

-12.72%

1M

-7.36%

6M

-18.38%

1Y

-36.02%

5Y*

N/A

10Y*

N/A

VOO

YTD

2.02%

1M

0.97%

6M

16.41%

1Y

22.60%

5Y*

14.26%

10Y*

13.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OLPX vs. VOO — Risk-Adjusted Performance Rank

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

OLPX
The Risk-Adjusted Performance Rank of OLPX is 2424
Overall Rank
The Sharpe Ratio Rank of OLPX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of OLPX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of OLPX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of OLPX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of OLPX is 1616
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8181
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
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.

OLPX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Olaplex Holdings, Inc. (OLPX) 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 OLPX, currently valued at -0.43, compared to the broader market-2.000.002.00-0.431.99
The chart of Sortino ratio for OLPX, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.00-0.222.67
The chart of Omega ratio for OLPX, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.36
The chart of Calmar ratio for OLPX, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.343.02
The chart of Martin ratio for OLPX, currently valued at -1.17, compared to the broader market-10.000.0010.0020.0030.00-1.1712.64
OLPX
VOO

The current OLPX Sharpe Ratio is -0.43, which is lower than the VOO Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of OLPX 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.43
1.99
OLPX
VOO

Dividends

OLPX vs. VOO - Dividend Comparison

OLPX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
OLPX
Olaplex Holdings, 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
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

OLPX vs. VOO - Drawdown Comparison

The maximum OLPX drawdown since its inception was -95.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OLPX and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-94.87%
-1.96%
OLPX
VOO

Volatility

OLPX vs. VOO - Volatility Comparison

Olaplex Holdings, Inc. (OLPX) has a higher volatility of 12.00% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that OLPX'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%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
12.00%
3.99%
OLPX
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab