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

Correlation

The correlation between POWI and VOO is 0.61, 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.


-0.50.00.51.00.6

Performance

POWI vs. VOO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-15.25%
7.98%
POWI
VOO

Key characteristics

Sharpe Ratio

POWI:

-0.47

VOO:

2.04

Sortino Ratio

POWI:

-0.47

VOO:

2.72

Omega Ratio

POWI:

0.95

VOO:

1.38

Calmar Ratio

POWI:

-0.39

VOO:

3.09

Martin Ratio

POWI:

-0.99

VOO:

13.04

Ulcer Index

POWI:

17.95%

VOO:

2.00%

Daily Std Dev

POWI:

37.98%

VOO:

12.79%

Max Drawdown

POWI:

-85.76%

VOO:

-33.99%

Current Drawdown

POWI:

-41.30%

VOO:

-2.15%

Returns By Period

In the year-to-date period, POWI achieves a 1.54% return, which is significantly higher than VOO's 1.16% return. Over the past 10 years, POWI has underperformed VOO with an annualized return of 10.33%, while VOO has yielded a comparatively higher 13.46% annualized return.


POWI

YTD

1.54%

1M

-3.30%

6M

-16.93%

1Y

-17.75%

5Y*

4.44%

10Y*

10.33%

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

POWI vs. VOO — Risk-Adjusted Performance Rank

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

POWI
The Risk-Adjusted Performance Rank of POWI is 2323
Overall Rank
The Sharpe Ratio Rank of POWI is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of POWI is 2222
Sortino Ratio Rank
The Omega Ratio Rank of POWI is 2323
Omega Ratio Rank
The Calmar Ratio Rank of POWI is 2424
Calmar Ratio Rank
The Martin Ratio Rank of POWI is 2525
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.

POWI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Integrations, Inc. (POWI) 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 POWI, currently valued at -0.47, compared to the broader market-2.000.002.00-0.472.04
The chart of Sortino ratio for POWI, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.00-0.472.72
The chart of Omega ratio for POWI, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.38
The chart of Calmar ratio for POWI, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.393.09
The chart of Martin ratio for POWI, currently valued at -0.99, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.9913.04
POWI
VOO

The current POWI Sharpe Ratio is -0.47, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of POWI 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
-0.47
2.04
POWI
VOO

Dividends

POWI vs. VOO - Dividend Comparison

POWI's dividend yield for the trailing twelve months is around 1.29%, more than VOO's 1.23% yield.


TTM20242023202220212020201920182017201620152014
POWI
Power Integrations, Inc.
1.29%1.31%0.94%1.00%0.58%0.51%0.71%1.05%0.76%0.77%0.99%0.85%
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

POWI vs. VOO - Drawdown Comparison

The maximum POWI drawdown since its inception was -85.76%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for POWI and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-41.30%
-2.15%
POWI
VOO

Volatility

POWI vs. VOO - Volatility Comparison

Power Integrations, Inc. (POWI) has a higher volatility of 8.21% compared to Vanguard S&P 500 ETF (VOO) at 4.96%. This indicates that POWI'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
8.21%
4.96%
POWI
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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