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

Correlation

The correlation between PGY and VOO is 0.41, 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.

PGY vs. VOO

Last updated Jun 2, 2025

Compare and contrast key facts about Pagaya Technologies Ltd. (PGY) and Vanguard S&P 500 ETF (VOO).

VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGY or VOO.

Performance

PGY vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PGY:

0.43

VOO:

0.74

Sortino Ratio

PGY:

1.22

VOO:

1.04

Omega Ratio

PGY:

1.16

VOO:

1.15

Calmar Ratio

PGY:

0.41

VOO:

0.68

Martin Ratio

PGY:

1.34

VOO:

2.58

Ulcer Index

PGY:

29.63%

VOO:

4.93%

Daily Std Dev

PGY:

97.89%

VOO:

19.54%

Max Drawdown

PGY:

-98.09%

VOO:

-33.99%

Current Drawdown

PGY:

-95.43%

VOO:

-3.55%

Returns By Period

In the year-to-date period, PGY achieves a 76.96% return, which is significantly higher than VOO's 0.90% return.

PGY

YTD

76.96%

1M

38.85%

6M

50.41%

1Y

39.20%

3Y*

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

0.90%

1M

4.04%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Pagaya Technologies Ltd.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PGY vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PGY
The Risk-Adjusted Performance Rank of PGY is 6969
Overall Rank
The Sharpe Ratio Rank of PGY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of PGY is 7171
Sortino Ratio Rank
The Omega Ratio Rank of PGY is 7070
Omega Ratio Rank
The Calmar Ratio Rank of PGY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of PGY is 6767
Martin Ratio Rank
VOO
The Risk-Adjusted Performance Rank of VOO is 6262
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

PGY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pagaya Technologies Ltd. (PGY) 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 current PGY Sharpe Ratio is 0.43, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PGY 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PGY vs. VOO - Dividend Comparison

PGY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.

TTM20242023202220212020201920182017201620152014
PGY
Pagaya Technologies 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		1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PGY vs. VOO - Drawdown Comparison

The maximum PGY drawdown since its inception was -98.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PGY and VOO.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PGY vs. VOO - Volatility Comparison

Pagaya Technologies Ltd. (PGY) has a higher volatility of 26.60% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that PGY'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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