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

Correlation

The correlation between PANDY and VOO is 0.34, 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.


-0.50.00.51.00.3

Performance

PANDY vs. VOO - Performance Comparison

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

-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-41.68%
11.71%
PANDY
VOO

Key characteristics

Sharpe Ratio

PANDY:

-0.69

VOO:

1.73

Sortino Ratio

PANDY:

-0.51

VOO:

2.34

Omega Ratio

PANDY:

0.87

VOO:

1.32

Calmar Ratio

PANDY:

-0.72

VOO:

2.61

Martin Ratio

PANDY:

-3.62

VOO:

10.89

Ulcer Index

PANDY:

11.11%

VOO:

2.02%

Daily Std Dev

PANDY:

58.22%

VOO:

12.77%

Max Drawdown

PANDY:

-90.59%

VOO:

-33.99%

Current Drawdown

PANDY:

-55.00%

VOO:

-1.05%

Returns By Period

In the year-to-date period, PANDY achieves a -50.65% return, which is significantly lower than VOO's 2.97% return. Over the past 10 years, PANDY has underperformed VOO with an annualized return of 6.00%, while VOO has yielded a comparatively higher 13.21% annualized return.


PANDY

YTD

-50.65%

1M

-50.36%

6M

-41.68%

1Y

-39.98%

5Y*

16.34%

10Y*

6.00%

VOO

YTD

2.97%

1M

3.78%

6M

11.71%

1Y

23.82%

5Y*

14.14%

10Y*

13.21%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PANDY vs. VOO — Risk-Adjusted Performance Rank

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

PANDY
The Risk-Adjusted Performance Rank of PANDY is 1010
Overall Rank
The Sharpe Ratio Rank of PANDY is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of PANDY is 2020
Sortino Ratio Rank
The Omega Ratio Rank of PANDY is 1111
Omega Ratio Rank
The Calmar Ratio Rank of PANDY is 77
Calmar Ratio Rank
The Martin Ratio Rank of PANDY is 00
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7575
Overall Rank
The Sharpe Ratio Rank of VOO is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7979
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.

PANDY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pandora A/S ADR (PANDY) 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 PANDY, currently valued at -0.71, compared to the broader market-2.000.002.004.00-0.711.73
The chart of Sortino ratio for PANDY, currently valued at -0.54, compared to the broader market-6.00-4.00-2.000.002.004.00-0.542.34
The chart of Omega ratio for PANDY, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.32
The chart of Calmar ratio for PANDY, currently valued at -0.74, compared to the broader market0.002.004.006.00-0.742.61
The chart of Martin ratio for PANDY, currently valued at -3.54, compared to the broader market0.0010.0020.0030.00-3.5410.89
PANDY
VOO

The current PANDY Sharpe Ratio is -0.69, which is lower than the VOO Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of PANDY 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.71
1.73
PANDY
VOO

Dividends

PANDY vs. VOO - Dividend Comparison

PANDY's dividend yield for the trailing twelve months is around 2.85%, more than VOO's 1.21% yield.


TTM20242023202220212020201920182017201620152014
PANDY
Pandora A/S ADR
2.85%2.81%1.66%6.71%2.52%1.21%9.33%10.82%7.50%3.01%1.04%2.95%
VOO
Vanguard S&P 500 ETF
1.21%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PANDY vs. VOO - Drawdown Comparison

The maximum PANDY drawdown since its inception was -90.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PANDY and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-55.00%
-1.05%
PANDY
VOO

Volatility

PANDY vs. VOO - Volatility Comparison

Pandora A/S ADR (PANDY) has a higher volatility of 70.87% compared to Vanguard S&P 500 ETF (VOO) at 3.44%. This indicates that PANDY'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%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
70.87%
3.44%
PANDY
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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