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

Correlation

The correlation between OTGLY and VOO is 0.23, 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.

OTGLY vs. VOO

Last updated May 30, 2025

Compare and contrast key facts about CD Projekt SA (OTGLY) and Vanguard S&P 500 ETF (VOO).

VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OTGLY or VOO.

Performance

OTGLY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CD Projekt SA (OTGLY) 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

OTGLY:

2.12

VOO:

0.70

Sortino Ratio

OTGLY:

2.44

VOO:

1.05

Omega Ratio

OTGLY:

1.30

VOO:

1.15

Calmar Ratio

OTGLY:

1.31

VOO:

0.69

Martin Ratio

OTGLY:

8.25

VOO:

2.62

Ulcer Index

OTGLY:

8.44%

VOO:

4.93%

Daily Std Dev

OTGLY:

40.00%

VOO:

19.55%

Max Drawdown

OTGLY:

-76.62%

VOO:

-33.99%

Current Drawdown

OTGLY:

-13.50%

VOO:

-3.45%

Returns By Period

In the year-to-date period, OTGLY achieves a 28.98% return, which is significantly higher than VOO's 1.00% return.

OTGLY

YTD

28.98%

1M

-4.13%

6M

47.97%

1Y

82.57%

3Y*

32.58%

5Y*

1.10%

10Y*

N/A

VOO

YTD

1.00%

1M

6.44%

6M

-0.84%

1Y

13.62%

3Y*

14.14%

5Y*

15.91%

10Y*

12.81%

*Annualized

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CD Projekt SA

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

OTGLY vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OTGLY
The Risk-Adjusted Performance Rank of OTGLY is 9090
Overall Rank
The Sharpe Ratio Rank of OTGLY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of OTGLY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of OTGLY is 8787
Omega Ratio Rank
The Calmar Ratio Rank of OTGLY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of OTGLY is 9393
Martin Ratio Rank
VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

OTGLY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CD Projekt SA (OTGLY) 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 OTGLY Sharpe Ratio is 2.12, which is higher than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of OTGLY 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

OTGLY vs. VOO - Dividend Comparison

OTGLY's dividend yield for the trailing twelve months is around 0.42%, less than VOO's 1.29% yield.

TTM20242023202220212020201920182017201620152014
OTGLY
CD Projekt SA		0.42%0.54%0.82%0.77%42.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

OTGLY vs. VOO - Drawdown Comparison

The maximum OTGLY drawdown since its inception was -76.62%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OTGLY and VOO.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

OTGLY vs. VOO - Volatility Comparison

CD Projekt SA (OTGLY) has a higher volatility of 13.28% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that OTGLY'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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