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

Correlation

The correlation between OPI and VOO is 0.43, 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

OPI vs. VOO - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-62.58%
7.98%
OPI
VOO

Key characteristics

Sharpe Ratio

OPI:

-0.84

VOO:

2.04

Sortino Ratio

OPI:

-1.83

VOO:

2.72

Omega Ratio

OPI:

0.80

VOO:

1.38

Calmar Ratio

OPI:

-0.77

VOO:

3.09

Martin Ratio

OPI:

-1.54

VOO:

13.04

Ulcer Index

OPI:

48.92%

VOO:

2.00%

Daily Std Dev

OPI:

89.32%

VOO:

12.79%

Max Drawdown

OPI:

-98.13%

VOO:

-33.99%

Current Drawdown

OPI:

-98.04%

VOO:

-2.15%

Returns By Period

In the year-to-date period, OPI achieves a -9.57% return, which is significantly lower than VOO's 1.16% return. Over the past 10 years, OPI has underperformed VOO with an annualized return of -31.03%, while VOO has yielded a comparatively higher 13.46% annualized return.


OPI

YTD

-9.57%

1M

-23.38%

6M

-65.03%

1Y

-73.94%

5Y*

-47.29%

10Y*

-31.03%

VOO

YTD

1.16%

1M

-1.97%

6M

7.17%

1Y

26.51%

5Y*

14.13%

10Y*

13.46%

*Annualized

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Risk-Adjusted Performance

OPI vs. VOO — Risk-Adjusted Performance Rank

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

OPI
The Risk-Adjusted Performance Rank of OPI is 66
Overall Rank
The Sharpe Ratio Rank of OPI is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of OPI is 33
Sortino Ratio Rank
The Omega Ratio Rank of OPI is 66
Omega Ratio Rank
The Calmar Ratio Rank of OPI is 66
Calmar Ratio Rank
The Martin Ratio Rank of OPI is 55
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

OPI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Office Properties Income Trust (OPI) 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 OPI, currently valued at -0.84, compared to the broader market-2.000.002.00-0.842.04
The chart of Sortino ratio for OPI, currently valued at -1.83, compared to the broader market-4.00-2.000.002.004.00-1.832.72
The chart of Omega ratio for OPI, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.38
The chart of Calmar ratio for OPI, currently valued at -0.77, compared to the broader market0.002.004.006.00-0.773.09
The chart of Martin ratio for OPI, currently valued at -1.54, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.5413.04
OPI
VOO

The current OPI Sharpe Ratio is -0.84, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of OPI 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.84
2.04
OPI
VOO

Dividends

OPI vs. VOO - Dividend Comparison

OPI's dividend yield for the trailing twelve months is around 4.42%, more than VOO's 1.23% yield.


TTM20242023202220212020201920182017201620152014
OPI
Office Properties Income Trust
4.42%4.00%17.76%16.48%8.86%9.68%6.85%25.04%9.28%9.02%10.84%7.54%
VOO
Vanguard S&P 500 ETF
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

OPI vs. VOO - Drawdown Comparison

The maximum OPI drawdown since its inception was -98.13%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OPI and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-98.04%
-2.15%
OPI
VOO

Volatility

OPI vs. VOO - Volatility Comparison

Office Properties Income Trust (OPI) has a higher volatility of 19.54% compared to Vanguard S&P 500 ETF (VOO) at 4.96%. This indicates that OPI'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%50.00%AugustSeptemberOctoberNovemberDecember2025
19.54%
4.96%
OPI
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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