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

Correlation

The correlation between PAGS and VOO is 0.51, 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.


-0.50.00.51.00.5

Performance

PAGS vs. VOO - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-78.70%
132.21%
PAGS
VOO

Key characteristics

Sharpe Ratio

PAGS:

-1.14

VOO:

2.04

Sortino Ratio

PAGS:

-1.66

VOO:

2.72

Omega Ratio

PAGS:

0.80

VOO:

1.38

Calmar Ratio

PAGS:

-0.51

VOO:

3.02

Martin Ratio

PAGS:

-1.75

VOO:

13.60

Ulcer Index

PAGS:

26.13%

VOO:

1.88%

Daily Std Dev

PAGS:

40.21%

VOO:

12.52%

Max Drawdown

PAGS:

-89.95%

VOO:

-33.99%

Current Drawdown

PAGS:

-89.95%

VOO:

-3.52%

Returns By Period

In the year-to-date period, PAGS achieves a -50.12% return, which is significantly lower than VOO's 24.65% return.


PAGS

YTD

-50.12%

1M

-18.05%

6M

-44.22%

1Y

-47.82%

5Y*

-28.52%

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

PAGS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PagSeguro Digital Ltd. (PAGS) 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 PAGS, currently valued at -1.14, compared to the broader market-4.00-2.000.002.00-1.142.04
The chart of Sortino ratio for PAGS, currently valued at -1.66, compared to the broader market-4.00-2.000.002.004.00-1.662.72
The chart of Omega ratio for PAGS, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.38
The chart of Calmar ratio for PAGS, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.513.02
The chart of Martin ratio for PAGS, currently valued at -1.75, compared to the broader market0.0010.0020.00-1.7513.60
PAGS
VOO

The current PAGS Sharpe Ratio is -1.14, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of PAGS 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.14
2.04
PAGS
VOO

Dividends

PAGS vs. VOO - Dividend Comparison

PAGS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
PAGS
PagSeguro Digital Ltd.
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
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PAGS vs. VOO - Drawdown Comparison

The maximum PAGS drawdown since its inception was -89.95%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PAGS and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-89.95%
-3.52%
PAGS
VOO

Volatility

PAGS vs. VOO - Volatility Comparison

PagSeguro Digital Ltd. (PAGS) has a higher volatility of 15.57% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that PAGS'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%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.57%
3.58%
PAGS
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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