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

Correlation

The correlation between ONTO and VOO is 0.56, 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.


-0.50.00.51.00.6

Performance

ONTO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Onto Innovation Inc. (ONTO) 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%SeptemberOctoberNovemberDecember2025February
-19.67%
10.51%
ONTO
VOO

Key characteristics

Sharpe Ratio

ONTO:

-0.15

VOO:

1.89

Sortino Ratio

ONTO:

0.18

VOO:

2.54

Omega Ratio

ONTO:

1.02

VOO:

1.35

Calmar Ratio

ONTO:

-0.25

VOO:

2.83

Martin Ratio

ONTO:

-0.48

VOO:

11.83

Ulcer Index

ONTO:

17.11%

VOO:

2.02%

Daily Std Dev

ONTO:

55.78%

VOO:

12.66%

Max Drawdown

ONTO:

-98.56%

VOO:

-33.99%

Current Drawdown

ONTO:

-29.78%

VOO:

-0.42%

Returns By Period

In the year-to-date period, ONTO achieves a 0.29% return, which is significantly lower than VOO's 4.17% return. Over the past 10 years, ONTO has outperformed VOO with an annualized return of 25.21%, while VOO has yielded a comparatively lower 13.26% annualized return.


ONTO

YTD

0.29%

1M

-23.91%

6M

-19.67%

1Y

-0.48%

5Y*

35.20%

10Y*

25.21%

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ONTO vs. VOO — Risk-Adjusted Performance Rank

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

ONTO
The Risk-Adjusted Performance Rank of ONTO is 3636
Overall Rank
The Sharpe Ratio Rank of ONTO is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of ONTO is 3737
Sortino Ratio Rank
The Omega Ratio Rank of ONTO is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ONTO is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ONTO is 3636
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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.

ONTO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Onto Innovation Inc. (ONTO) 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 ONTO, currently valued at -0.15, compared to the broader market-2.000.002.00-0.151.89
The chart of Sortino ratio for ONTO, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.006.000.182.54
The chart of Omega ratio for ONTO, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.35
The chart of Calmar ratio for ONTO, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.252.83
The chart of Martin ratio for ONTO, currently valued at -0.48, compared to the broader market-10.000.0010.0020.0030.00-0.4811.83
ONTO
VOO

The current ONTO Sharpe Ratio is -0.15, which is lower than the VOO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of ONTO 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.15
1.89
ONTO
VOO

Dividends

ONTO vs. VOO - Dividend Comparison

ONTO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
ONTO
Onto Innovation 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
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ONTO vs. VOO - Drawdown Comparison

The maximum ONTO drawdown since its inception was -98.56%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ONTO and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-29.78%
-0.42%
ONTO
VOO

Volatility

ONTO vs. VOO - Volatility Comparison

Onto Innovation Inc. (ONTO) has a higher volatility of 23.22% compared to Vanguard S&P 500 ETF (VOO) at 2.94%. This indicates that ONTO'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%20.00%25.00%SeptemberOctoberNovemberDecember2025February
23.22%
2.94%
ONTO
VOO
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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.

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