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

Key characteristics


PAGSVOO
YTD Return-25.98%19.30%
1Y Return4.18%28.36%
3Y Return (Ann)-45.46%10.06%
5Y Return (Ann)-28.33%15.26%
Sharpe Ratio0.062.26
Daily Std Dev41.78%12.63%
Max Drawdown-88.61%-33.99%
Current Drawdown-85.09%-0.28%

Correlation

-0.50.00.51.00.5

The correlation between PAGS and VOO is 0.52, 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.

Performance

PAGS vs. VOO - Performance Comparison

In the year-to-date period, PAGS achieves a -25.98% return, which is significantly lower than VOO's 19.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%AprilMayJuneJulyAugustSeptember
-35.77%
8.62%
PAGS
VOO

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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.


PAGS
Sharpe ratio
The chart of Sharpe ratio for PAGS, currently valued at 0.06, compared to the broader market-4.00-2.000.002.000.06
Sortino ratio
The chart of Sortino ratio for PAGS, currently valued at 0.38, compared to the broader market-6.00-4.00-2.000.002.004.000.38
Omega ratio
The chart of Omega ratio for PAGS, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for PAGS, currently valued at 0.03, compared to the broader market0.001.002.003.004.005.000.03
Martin ratio
The chart of Martin ratio for PAGS, currently valued at 0.18, compared to the broader market-10.000.0010.0020.000.18
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.26, compared to the broader market-4.00-2.000.002.002.26
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.03, compared to the broader market-6.00-4.00-2.000.002.004.003.03
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.45, compared to the broader market0.001.002.003.004.005.002.45
Martin ratio
The chart of Martin ratio for VOO, currently valued at 12.14, compared to the broader market-10.000.0010.0020.0012.14

PAGS vs. VOO - Sharpe Ratio Comparison

The current PAGS Sharpe Ratio is 0.06, which is lower than the VOO Sharpe Ratio of 2.26. The chart below compares the 12-month rolling Sharpe Ratio of PAGS and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00AprilMayJuneJulyAugustSeptember
0.06
2.26
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 1.28%.


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
1.28%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 -88.61%, 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%AprilMayJuneJulyAugustSeptember
-85.09%
-0.28%
PAGS
VOO

Volatility

PAGS vs. VOO - Volatility Comparison

PagSeguro Digital Ltd. (PAGS) has a higher volatility of 19.53% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. 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%AprilMayJuneJulyAugustSeptember
19.53%
3.92%
PAGS
VOO