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PRDO vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRDO vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, PRDO achieves a 12.58% return, which is significantly higher than VOO's 8.19% return. Over the past 10 years, PRDO has outperformed VOO with an annualized return of 20.21%, while VOO has yielded a comparatively lower 15.61% annualized return.


PRDO

1D
-0.24%
1M
-3.26%
YTD
12.58%
6M
11.07%
1Y
0.91%
3Y*
41.96%
5Y*
22.16%
10Y*
20.21%

VOO

1D
-1.42%
1M
-1.34%
YTD
8.19%
6M
7.24%
1Y
23.69%
3Y*
20.78%
5Y*
13.13%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRDO vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRDO
Perdoceo Education Corporation
12.58%12.94%54.04%27.99%18.20%-6.89%-31.32%61.03%-5.46%19.72%
VOO
Vanguard S&P 500 ETF
8.19%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between PRDO and VOO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.37

Over the past year, the correlation between PRDO and VOO has dropped to 0.16 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

PRDO vs. VOO — Risk / Return Rank

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

PRDO
PRDO Risk / Return Rank: 4141
Overall Rank
PRDO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PRDO Sortino Ratio Rank: 3838
Sortino Ratio Rank
PRDO Omega Ratio Rank: 3838
Omega Ratio Rank
PRDO Calmar Ratio Rank: 4343
Calmar Ratio Rank
PRDO Martin Ratio Rank: 4343
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 5959
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5656
Sortino Ratio Rank
VOO Omega Ratio Rank: 5858
Omega Ratio Rank
VOO Calmar Ratio Rank: 5656
Calmar Ratio Rank
VOO Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRDO vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perdoceo Education Corporation (PRDO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRDOVOODifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

1.03

1.35

-0.31

Calmar ratioReturn relative to maximum drawdown

0.03

2.67

-2.64

Martin ratioReturn relative to average drawdown

0.07

11.96

-11.89

PRDO vs. VOO - Sharpe Ratio Comparison

The current PRDO Sharpe Ratio is 0.03, which is lower than the VOO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of PRDO and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRDO vs. VOO - Drawdown Comparison

The maximum PRDO drawdown since its inception was -97.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRDO and VOO.


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Drawdown Indicators


PRDOVOODifference

Max Drawdown

Largest peak-to-trough decline

-97.10%

-33.99%

-63.11%

Max Drawdown (1Y)

Largest decline over 1 year

-27.22%

-8.90%

-18.32%

Max Drawdown (3Y)

Largest decline over 3 years

-27.22%

-18.69%

-8.53%

Max Drawdown (5Y)

Largest decline over 5 years

-27.42%

-24.52%

-2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-64.27%

-33.99%

-30.28%

Current Drawdown

Current decline from peak

-50.69%

-3.14%

-47.55%

Average Drawdown

Average peak-to-trough decline

-60.36%

-3.68%

-56.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.55%

1.99%

+10.56%

Volatility

PRDO vs. VOO - Volatility Comparison

Perdoceo Education Corporation (PRDO) has a higher volatility of 9.10% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that PRDO'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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Volatility by Period


PRDOVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.10%

4.83%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

22.01%

9.82%

+12.19%

Volatility (1Y)

Calculated over the trailing 1-year period

31.29%

12.46%

+18.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.26%

16.91%

+18.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.12%

18.02%

+20.10%

Dividends

PRDO vs. VOO - Dividend Comparison

PRDO's dividend yield for the trailing twelve months is around 1.83%, more than VOO's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
PRDO
Perdoceo Education Corporation
1.83%1.91%1.81%1.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


PRDO and VOO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRDO has higher volatility (9.10%) compared to VOO (4.83%). In terms of maximum drawdown, PRDO dropped -97.10% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (1.91 vs 0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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