PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PAVM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PAVM 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.


-0.50.00.51.00.2

Performance

PAVM vs. VOO - Performance Comparison

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

0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
13.89%
9.88%
PAVM
VOO

Key characteristics

Sharpe Ratio

PAVM:

-0.48

VOO:

1.98

Sortino Ratio

PAVM:

-0.24

VOO:

2.65

Omega Ratio

PAVM:

0.97

VOO:

1.36

Calmar Ratio

PAVM:

-0.59

VOO:

2.98

Martin Ratio

PAVM:

-0.97

VOO:

12.44

Ulcer Index

PAVM:

61.11%

VOO:

2.02%

Daily Std Dev

PAVM:

123.46%

VOO:

12.69%

Max Drawdown

PAVM:

-99.75%

VOO:

-33.99%

Current Drawdown

PAVM:

-99.65%

VOO:

0.00%

Returns By Period

In the year-to-date period, PAVM achieves a 25.90% return, which is significantly higher than VOO's 4.06% return.


PAVM

YTD

25.90%

1M

21.54%

6M

14.49%

1Y

-64.09%

5Y*

-54.74%

10Y*

N/A

VOO

YTD

4.06%

1M

2.04%

6M

9.70%

1Y

23.75%

5Y*

14.34%

10Y*

13.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PAVM vs. VOO — Risk-Adjusted Performance Rank

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

PAVM
The Risk-Adjusted Performance Rank of PAVM is 2121
Overall Rank
The Sharpe Ratio Rank of PAVM is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of PAVM is 2424
Sortino Ratio Rank
The Omega Ratio Rank of PAVM is 2626
Omega Ratio Rank
The Calmar Ratio Rank of PAVM is 1212
Calmar Ratio Rank
The Martin Ratio Rank of PAVM is 2222
Martin Ratio Rank

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.

PAVM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PAVmed Inc. (PAVM) 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 PAVM, currently valued at -0.48, compared to the broader market-2.000.002.004.00-0.481.98
The chart of Sortino ratio for PAVM, currently valued at -0.24, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.242.65
The chart of Omega ratio for PAVM, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.36
The chart of Calmar ratio for PAVM, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.592.98
The chart of Martin ratio for PAVM, currently valued at -0.97, compared to the broader market-10.000.0010.0020.0030.00-0.9712.44
PAVM
VOO

The current PAVM Sharpe Ratio is -0.48, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of PAVM 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
-0.48
1.98
PAVM
VOO

Dividends

PAVM vs. VOO - Dividend Comparison

PAVM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
PAVM
PAVmed Inc.
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

PAVM vs. VOO - Drawdown Comparison

The maximum PAVM drawdown since its inception was -99.75%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PAVM and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.65%
0
PAVM
VOO

Volatility

PAVM vs. VOO - Volatility Comparison

PAVmed Inc. (PAVM) has a higher volatility of 28.27% compared to Vanguard S&P 500 ETF (VOO) at 3.13%. This indicates that PAVM'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%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
28.27%
3.13%
PAVM
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab