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POLY.ME vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


POLY.MEVOO

Correlation

-0.50.00.51.00.1

The correlation between POLY.ME and VOO is 0.14, 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.

Performance

POLY.ME vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-18.49%
13.01%
POLY.ME
VOO

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Risk-Adjusted Performance

POLY.ME vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Polymetal International plc (POLY.ME) 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.


POLY.ME
Sharpe ratio
The chart of Sharpe ratio for POLY.ME, currently valued at -1.36, compared to the broader market-4.00-2.000.002.004.00-1.36
Sortino ratio
The chart of Sortino ratio for POLY.ME, currently valued at -2.10, compared to the broader market-4.00-2.000.002.004.006.00-2.10
Omega ratio
The chart of Omega ratio for POLY.ME, currently valued at 0.73, compared to the broader market0.501.001.502.000.73
Calmar ratio
The chart of Calmar ratio for POLY.ME, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.56
Martin ratio
The chart of Martin ratio for POLY.ME, currently valued at -1.17, compared to the broader market0.0010.0020.0030.00-1.17
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.67
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.59, compared to the broader market-4.00-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.51, compared to the broader market0.501.001.502.001.51
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 3.83, compared to the broader market0.002.004.006.003.83
Martin ratio
The chart of Martin ratio for VOO, currently valued at 17.39, compared to the broader market0.0010.0020.0030.0017.39

POLY.ME vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-1.36
2.67
POLY.ME
VOO

Dividends

POLY.ME vs. VOO - Dividend Comparison

POLY.ME has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20232022202120202019201820172016201520142013
POLY.ME
Polymetal International plc
0.00%0.00%0.00%7.56%4.08%3.47%3.90%2.65%3.80%5.34%3.25%0.11%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

POLY.ME vs. VOO - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-88.75%
-0.88%
POLY.ME
VOO

Volatility

POLY.ME vs. VOO - Volatility Comparison

The current volatility for Polymetal International plc (POLY.ME) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.84%. This indicates that POLY.ME experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember0
3.84%
POLY.ME
VOO