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

Correlation

The correlation between OZON and VOO is 0.17, 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.


-0.50.00.51.00.2

Performance

OZON vs. VOO - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February0
9.70%
OZON
VOO

Key characteristics

Returns By Period


OZON

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

4.06%

1M

2.04%

6M

9.70%

1Y

23.75%

5Y*

14.34%

10Y*

13.25%

*Annualized

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Risk-Adjusted Performance

OZON vs. VOO — Risk-Adjusted Performance Rank

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

OZON

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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.

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.


Sharpe ratio
No data
The chart of Calmar ratio for OZON, currently valued at 0.00, compared to the broader market0.002.004.006.000.002.98
OZON
VOO


Rolling 12-month Sharpe Ratio2.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.98
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 1.20%.


TTM20242023202220212020201920182017201620152014
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
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

OZON vs. VOO - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-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 3.13%. 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%SeptemberOctoberNovemberDecember2025February0
3.13%
OZON
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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