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

Correlation

The correlation between PEGA and VOO is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PEGA vs. VOO - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
710.67%
557.08%
PEGA
VOO

Key characteristics

Sharpe Ratio

PEGA:

1.00

VOO:

0.54

Sortino Ratio

PEGA:

1.82

VOO:

0.88

Omega Ratio

PEGA:

1.26

VOO:

1.13

Calmar Ratio

PEGA:

0.89

VOO:

0.55

Martin Ratio

PEGA:

3.44

VOO:

2.27

Ulcer Index

PEGA:

15.91%

VOO:

4.55%

Daily Std Dev

PEGA:

54.59%

VOO:

19.19%

Max Drawdown

PEGA:

-94.81%

VOO:

-33.99%

Current Drawdown

PEGA:

-37.24%

VOO:

-9.90%

Returns By Period

In the year-to-date period, PEGA achieves a -1.58% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, PEGA has outperformed VOO with an annualized return of 15.40%, while VOO has yielded a comparatively lower 12.12% annualized return.


PEGA

YTD

-1.58%

1M

26.46%

6M

14.61%

1Y

48.49%

5Y*

3.35%

10Y*

15.40%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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Risk-Adjusted Performance

PEGA vs. VOO — Risk-Adjusted Performance Rank

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

PEGA
The Risk-Adjusted Performance Rank of PEGA is 8383
Overall Rank
The Sharpe Ratio Rank of PEGA is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of PEGA is 8484
Sortino Ratio Rank
The Omega Ratio Rank of PEGA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of PEGA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PEGA is 8282
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

PEGA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pegasystems Inc. (PEGA) 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.


The chart of Sharpe ratio for PEGA, currently valued at 1.00, compared to the broader market-2.00-1.000.001.002.003.00
PEGA: 1.00
VOO: 0.54
The chart of Sortino ratio for PEGA, currently valued at 1.82, compared to the broader market-6.00-4.00-2.000.002.004.00
PEGA: 1.82
VOO: 0.88
The chart of Omega ratio for PEGA, currently valued at 1.26, compared to the broader market0.501.001.502.00
PEGA: 1.26
VOO: 1.13
The chart of Calmar ratio for PEGA, currently valued at 0.89, compared to the broader market0.001.002.003.004.005.00
PEGA: 0.89
VOO: 0.55
The chart of Martin ratio for PEGA, currently valued at 3.44, compared to the broader market-5.000.005.0010.0015.0020.00
PEGA: 3.44
VOO: 2.27

The current PEGA Sharpe Ratio is 1.00, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PEGA 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.00
0.54
PEGA
VOO

Dividends

PEGA vs. VOO - Dividend Comparison

PEGA's dividend yield for the trailing twelve months is around 0.07%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
PEGA
Pegasystems Inc.
0.07%0.05%0.12%0.18%0.05%0.05%0.08%0.13%0.13%0.17%0.22%0.25%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PEGA vs. VOO - Drawdown Comparison

The maximum PEGA drawdown since its inception was -94.81%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PEGA and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.24%
-9.90%
PEGA
VOO

Volatility

PEGA vs. VOO - Volatility Comparison

Pegasystems Inc. (PEGA) has a higher volatility of 31.64% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that PEGA'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%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
31.64%
13.96%
PEGA
VOO