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

Correlation

The correlation between OPCH and VOO is 0.36, 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

OPCH vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Option Care Health, Inc. (OPCH) 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

OPCH:

0.14

VOO:

0.70

Sortino Ratio

OPCH:

0.45

VOO:

1.15

Omega Ratio

OPCH:

1.08

VOO:

1.17

Calmar Ratio

OPCH:

0.07

VOO:

0.76

Martin Ratio

OPCH:

0.39

VOO:

2.93

Ulcer Index

OPCH:

14.09%

VOO:

4.86%

Daily Std Dev

OPCH:

41.05%

VOO:

19.43%

Max Drawdown

OPCH:

-95.83%

VOO:

-33.99%

Current Drawdown

OPCH:

-64.60%

VOO:

-4.59%

Returns By Period

In the year-to-date period, OPCH achieves a 37.33% return, which is significantly higher than VOO's -0.19% return. Over the past 10 years, OPCH has underperformed VOO with an annualized return of 7.05%, while VOO has yielded a comparatively higher 12.67% annualized return.


OPCH

YTD

37.33%

1M

0.98%

6M

39.37%

1Y

5.78%

5Y*

21.38%

10Y*

7.05%

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

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Risk-Adjusted Performance

OPCH vs. VOO — Risk-Adjusted Performance Rank

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

OPCH
The Risk-Adjusted Performance Rank of OPCH is 5353
Overall Rank
The Sharpe Ratio Rank of OPCH is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of OPCH is 4848
Sortino Ratio Rank
The Omega Ratio Rank of OPCH is 5252
Omega Ratio Rank
The Calmar Ratio Rank of OPCH is 5353
Calmar Ratio Rank
The Martin Ratio Rank of OPCH is 5555
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
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.

OPCH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Option Care Health, Inc. (OPCH) 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 OPCH Sharpe Ratio is 0.14, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of OPCH 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

OPCH vs. VOO - Dividend Comparison

OPCH has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
OPCH
Option Care 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
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

OPCH vs. VOO - Drawdown Comparison

The maximum OPCH drawdown since its inception was -95.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OPCH and VOO. For additional features, visit the drawdowns tool.


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Volatility

OPCH vs. VOO - Volatility Comparison

Option Care Health, Inc. (OPCH) has a higher volatility of 13.63% compared to Vanguard S&P 500 ETF (VOO) at 6.36%. This indicates that OPCH'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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