POWI vs. VOO
Compare and contrast key facts about Power Integrations, Inc. (POWI) 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: POWI or VOO.
Key characteristics
| POWI | VOO | |
|---|---|---|
| YTD Return | -23.71% | 26.13% |
| 1Y Return | -19.49% | 33.91% |
| 3Y Return (Ann) | -15.51% | 9.98% |
| 5Y Return (Ann) | 6.96% | 15.61% |
| 10Y Return (Ann) | 10.56% | 13.33% |
| Sharpe Ratio | -0.48 | 2.82 |
| Sortino Ratio | -0.49 | 3.76 |
| Omega Ratio | 0.94 | 1.53 |
| Calmar Ratio | -0.39 | 4.05 |
| Martin Ratio | -0.92 | 18.48 |
| Ulcer Index | 19.32% | 1.85% |
| Daily Std Dev | 37.15% | 12.12% |
| Max Drawdown | -85.76% | -33.99% |
| Current Drawdown | -42.00% | -0.88% |
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.
Performance
POWI vs. VOO - Performance Comparison
In the year-to-date period, POWI achieves a -23.71% return, which is significantly lower than VOO's 26.13% return. Over the past 10 years, POWI has underperformed VOO with an annualized return of 10.56%, while VOO has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
POWI vs. VOO - Dividend Comparison
POWI's dividend yield for the trailing twelve months is around 1.29%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POWI Power Integrations, Inc. | 1.29% | 0.94% | 1.00% | 0.58% | 0.51% | 0.71% | 1.05% | 0.76% | 0.77% | 0.99% | 0.85% | 0.57% |
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
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.
Volatility
POWI vs. VOO - Volatility Comparison
Power Integrations, Inc. (POWI) has a higher volatility of 9.91% compared to Vanguard S&P 500 ETF (VOO) at 3.84%. 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.