PEGA vs. VOO
PEGA (Pegasystems Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, PEGA returned 8.64%/yr vs 15.14%/yr for VOO. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
PEGA vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, PEGA achieves a -48.73% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, PEGA has underperformed VOO with an annualized return of 8.64%, while VOO has yielded a comparatively higher 15.14% annualized return.
PEGA
- 1D
- 1.73%
- 1M
- -1.59%
- 6M
- -29.96%
- YTD
- -48.73%
- 1Y
- -46.63%
- 3Y*
- 4.75%
- 5Y*
- -13.51%
- 10Y*
- 8.64%
- ALL TIME*
- 8.19%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
PEGA Pegasystems Inc. | $161.98M | $112.97M | $82.99M |
| $3.82B | $3.78B | $5.44B |
PEGA vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEGA Pegasystems Inc. | -48.73% | 28.39% | 91.01% | 43.07% | -69.29% | -16.01% | 67.51% | 66.81% | 1.66% | 31.28% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between PEGA and VOO is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.56 |
Over the past year, the correlation between PEGA and VOO has dropped to 0.26 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
PEGA vs. VOO — Risk / Return Rank
PEGA
VOO
PEGA vs. VOO - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PEGA | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.28 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 2.21 | -3.00 |
| Martin ratioReturn relative to average drawdown | -1.46 | 9.44 | -10.90 |
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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.
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Drawdown Indicators
| PEGA | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.81% | -33.99% | -60.82% |
Max Drawdown (1Y)Largest decline over 1 year | -60.91% | -8.90% | -52.01% |
Max Drawdown (3Y)Largest decline over 3 years | -60.91% | -18.69% | -42.22% |
Max Drawdown (5Y)Largest decline over 5 years | -78.59% | -24.52% | -54.07% |
Max Drawdown (10Y)Largest decline over 10 years | -79.21% | -33.99% | -45.22% |
Current DrawdownCurrent decline from peak | -57.86% | -1.38% | -56.48% |
Average DrawdownAverage peak-to-trough decline | -44.92% | -3.67% | -41.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.78% | 2.08% | +30.70% |
Volatility
PEGA vs. VOO - Volatility Comparison
Pegasystems Inc. (PEGA) has a higher volatility of 22.59% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. 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.
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Volatility by Period
| PEGA | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.59% | 3.54% | +19.05% |
Volatility (6M)Calculated over the trailing 6-month period | 42.00% | 10.10% | +31.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.73% | 12.82% | +38.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.46% | 16.93% | +35.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.55% | 18.01% | +26.54% |
Dividends
PEGA vs. VOO - Dividend Comparison
PEGA's dividend yield for the trailing twelve months is around 0.39%, less than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEGA Pegasystems Inc. | 0.39% | 0.15% | 0.10% | 0.25% | 0.35% | 0.11% | 0.09% | 0.15% | 0.25% | 0.25% | 0.33% | 0.44% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
PEGA and VOO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEGA has higher volatility (22.59%) compared to VOO (3.54%). In terms of maximum drawdown, PEGA dropped -94.81% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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