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

Correlation

The correlation between OMCL and VOO is 0.48, 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.


Performance

OMCL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Omnicell, Inc. (OMCL) 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

OMCL:

-0.24

VOO:

0.52

Sortino Ratio

OMCL:

0.06

VOO:

0.89

Omega Ratio

OMCL:

1.01

VOO:

1.13

Calmar Ratio

OMCL:

-0.17

VOO:

0.57

Martin Ratio

OMCL:

-0.71

VOO:

2.18

Ulcer Index

OMCL:

20.96%

VOO:

4.85%

Daily Std Dev

OMCL:

63.09%

VOO:

19.11%

Max Drawdown

OMCL:

-86.67%

VOO:

-33.99%

Current Drawdown

OMCL:

-85.96%

VOO:

-7.67%

Returns By Period

In the year-to-date period, OMCL achieves a -42.09% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, OMCL has underperformed VOO with an annualized return of -3.10%, while VOO has yielded a comparatively higher 12.42% annualized return.


OMCL

YTD

-42.09%

1M

-17.05%

6M

-48.58%

1Y

-14.41%

5Y*

-17.90%

10Y*

-3.10%

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

OMCL vs. VOO — Risk-Adjusted Performance Rank

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

OMCL
The Risk-Adjusted Performance Rank of OMCL is 3838
Overall Rank
The Sharpe Ratio Rank of OMCL is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of OMCL is 3939
Sortino Ratio Rank
The Omega Ratio Rank of OMCL is 3838
Omega Ratio Rank
The Calmar Ratio Rank of OMCL is 4141
Calmar Ratio Rank
The Martin Ratio Rank of OMCL is 3636
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

OMCL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Omnicell, Inc. (OMCL) 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 OMCL Sharpe Ratio is -0.24, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of OMCL 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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Dividends

OMCL vs. VOO - Dividend Comparison

OMCL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
OMCL
Omnicell, 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
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

OMCL vs. VOO - Drawdown Comparison

The maximum OMCL drawdown since its inception was -86.67%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OMCL and VOO. For additional features, visit the drawdowns tool.


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Volatility

OMCL vs. VOO - Volatility Comparison

Omnicell, Inc. (OMCL) has a higher volatility of 19.38% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that OMCL'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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