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

Correlation

The correlation between OUST and VOO is 0.42, 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

OUST vs. VOO - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-87.65%
81.73%
OUST
VOO

Key characteristics

Sharpe Ratio

OUST:

0.89

VOO:

2.25

Sortino Ratio

OUST:

2.05

VOO:

2.98

Omega Ratio

OUST:

1.24

VOO:

1.42

Calmar Ratio

OUST:

0.91

VOO:

3.31

Martin Ratio

OUST:

2.35

VOO:

14.77

Ulcer Index

OUST:

37.47%

VOO:

1.90%

Daily Std Dev

OUST:

98.44%

VOO:

12.46%

Max Drawdown

OUST:

-98.01%

VOO:

-33.99%

Current Drawdown

OUST:

-92.63%

VOO:

-2.47%

Returns By Period

In the year-to-date period, OUST achieves a 56.19% return, which is significantly higher than VOO's 26.02% return.


OUST

YTD

56.19%

1M

34.91%

6M

17.45%

1Y

73.12%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OUST vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ouster, Inc. (OUST) 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 OUST, currently valued at 0.89, compared to the broader market-4.00-2.000.002.000.892.25
The chart of Sortino ratio for OUST, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.002.052.98
The chart of Omega ratio for OUST, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.42
The chart of Calmar ratio for OUST, currently valued at 0.91, compared to the broader market0.002.004.006.000.913.31
The chart of Martin ratio for OUST, currently valued at 2.35, compared to the broader market-5.000.005.0010.0015.0020.0025.002.3514.77
OUST
VOO

The current OUST Sharpe Ratio is 0.89, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of OUST 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.89
2.25
OUST
VOO

Dividends

OUST vs. VOO - Dividend Comparison

OUST has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
OUST
Ouster, 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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

OUST vs. VOO - Drawdown Comparison

The maximum OUST drawdown since its inception was -98.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OUST and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-92.63%
-2.47%
OUST
VOO

Volatility

OUST vs. VOO - Volatility Comparison

Ouster, Inc. (OUST) has a higher volatility of 30.14% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that OUST'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%JulyAugustSeptemberOctoberNovemberDecember
30.14%
3.75%
OUST
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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