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

Key characteristics


OZONVOO

Correlation

-0.50.00.51.00.2

The correlation between OZON and VOO is 0.18, 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

OZON vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
15.18%
OZON
VOO

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Risk-Adjusted Performance

OZON vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ozon Holdings PLC (OZON) 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.


OZON
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for OZON, currently valued at 0.00, compared to the broader market0.002.004.006.000.00
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.003.25
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.31, compared to the broader market-4.00-2.000.002.004.006.004.31
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.61, compared to the broader market0.501.001.502.001.61
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.74, compared to the broader market0.002.004.006.004.74
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.63, compared to the broader market0.0010.0020.0030.0021.63

OZON vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.25
OZON
VOO

Dividends

OZON vs. VOO - Dividend Comparison

OZON has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
OZON
Ozon Holdings PLC
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
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

OZON vs. VOO - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-82.59%
0
OZON
VOO

Volatility

OZON vs. VOO - Volatility Comparison

The current volatility for Ozon Holdings PLC (OZON) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that OZON experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
3.92%
OZON
VOO