PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRGS vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRGS and VOO is 0.59, 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

PRGS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Progress Software Corporation (PRGS) 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%50.00%JulyAugustSeptemberOctoberNovemberDecember
37.80%
7.93%
PRGS
VOO

Key characteristics

Sharpe Ratio

PRGS:

0.81

VOO:

2.04

Sortino Ratio

PRGS:

1.67

VOO:

2.72

Omega Ratio

PRGS:

1.19

VOO:

1.38

Calmar Ratio

PRGS:

1.03

VOO:

3.02

Martin Ratio

PRGS:

2.47

VOO:

13.60

Ulcer Index

PRGS:

8.74%

VOO:

1.88%

Daily Std Dev

PRGS:

26.81%

VOO:

12.52%

Max Drawdown

PRGS:

-67.33%

VOO:

-33.99%

Current Drawdown

PRGS:

-5.25%

VOO:

-3.52%

Returns By Period

In the year-to-date period, PRGS achieves a 23.15% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, PRGS has underperformed VOO with an annualized return of 10.65%, while VOO has yielded a comparatively higher 13.02% annualized return.


PRGS

YTD

23.15%

1M

0.09%

6M

35.63%

1Y

20.21%

5Y*

11.35%

10Y*

10.65%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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

PRGS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Progress Software Corporation (PRGS) 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 PRGS, currently valued at 0.81, compared to the broader market-4.00-2.000.002.000.812.04
The chart of Sortino ratio for PRGS, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.672.72
The chart of Omega ratio for PRGS, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.38
The chart of Calmar ratio for PRGS, currently valued at 1.03, compared to the broader market0.002.004.006.001.033.02
The chart of Martin ratio for PRGS, currently valued at 2.47, compared to the broader market0.0010.0020.002.4713.60
PRGS
VOO

The current PRGS Sharpe Ratio is 0.81, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of PRGS 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.81
2.04
PRGS
VOO

Dividends

PRGS vs. VOO - Dividend Comparison

PRGS's dividend yield for the trailing twelve months is around 0.79%, less than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
PRGS
Progress Software Corporation
0.79%1.29%1.39%1.45%1.48%1.52%1.62%1.21%0.39%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PRGS vs. VOO - Drawdown Comparison

The maximum PRGS drawdown since its inception was -67.33%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRGS and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.25%
-3.52%
PRGS
VOO

Volatility

PRGS vs. VOO - Volatility Comparison

Progress Software Corporation (PRGS) has a higher volatility of 6.94% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that PRGS'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.94%
3.58%
PRGS
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab