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

Correlation

The correlation between PODD and VOO is 0.47, 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.


-0.50.00.51.00.5

Performance

PODD vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
33.76%
7.17%
PODD
VOO

Key characteristics

Sharpe Ratio

PODD:

0.88

VOO:

2.04

Sortino Ratio

PODD:

1.41

VOO:

2.72

Omega Ratio

PODD:

1.19

VOO:

1.38

Calmar Ratio

PODD:

0.62

VOO:

3.09

Martin Ratio

PODD:

3.28

VOO:

13.04

Ulcer Index

PODD:

9.73%

VOO:

2.00%

Daily Std Dev

PODD:

36.22%

VOO:

12.79%

Max Drawdown

PODD:

-90.28%

VOO:

-33.99%

Current Drawdown

PODD:

-19.94%

VOO:

-2.15%

Returns By Period

In the year-to-date period, PODD achieves a 1.27% return, which is significantly higher than VOO's 1.16% return. Over the past 10 years, PODD has outperformed VOO with an annualized return of 23.16%, while VOO has yielded a comparatively lower 13.46% annualized return.


PODD

YTD

1.27%

1M

-0.42%

6M

33.76%

1Y

32.45%

5Y*

7.00%

10Y*

23.16%

VOO

YTD

1.16%

1M

-1.97%

6M

7.17%

1Y

26.51%

5Y*

14.13%

10Y*

13.46%

*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

PODD vs. VOO — Risk-Adjusted Performance Rank

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

PODD
The Risk-Adjusted Performance Rank of PODD is 7474
Overall Rank
The Sharpe Ratio Rank of PODD is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of PODD is 7171
Sortino Ratio Rank
The Omega Ratio Rank of PODD is 7171
Omega Ratio Rank
The Calmar Ratio Rank of PODD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of PODD is 7676
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

PODD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Insulet Corporation (PODD) 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 PODD, currently valued at 0.88, compared to the broader market-2.000.002.000.882.04
The chart of Sortino ratio for PODD, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.001.412.72
The chart of Omega ratio for PODD, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.38
The chart of Calmar ratio for PODD, currently valued at 0.62, compared to the broader market0.002.004.006.000.623.09
The chart of Martin ratio for PODD, currently valued at 3.27, compared to the broader market-30.00-20.00-10.000.0010.0020.003.2813.04
PODD
VOO

The current PODD Sharpe Ratio is 0.88, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of PODD 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.88
2.04
PODD
VOO

Dividends

PODD vs. VOO - Dividend Comparison

PODD has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20242023202220212020201920182017201620152014
PODD
Insulet Corporation
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
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PODD vs. VOO - Drawdown Comparison

The maximum PODD drawdown since its inception was -90.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PODD and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-19.94%
-2.15%
PODD
VOO

Volatility

PODD vs. VOO - Volatility Comparison

Insulet Corporation (PODD) has a higher volatility of 7.42% compared to Vanguard S&P 500 ETF (VOO) at 4.96%. This indicates that PODD'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%AugustSeptemberOctoberNovemberDecember2025
7.42%
4.96%
PODD
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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