PTON vs. VOO
PTON (Peloton Interactive, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, PTON returned -46.30%/yr vs 13.13%/yr for VOO. At a 0.37 correlation, their price movements are largely independent.
Performance
PTON vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, PTON achieves a -11.69% return, which is significantly lower than VOO's 8.19% return.
PTON
- 1D
- 0.18%
- 1M
- -4.73%
- YTD
- -11.69%
- 6M
- -10.97%
- 1Y
- -14.60%
- 3Y*
- -9.38%
- 5Y*
- -46.30%
- 10Y*
- —
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%
PTON vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PTON Peloton Interactive, Inc. | -11.69% | -29.20% | 42.86% | -23.30% | -77.80% | -76.43% | 434.23% | 4.53% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 8.75% |
Correlation
The correlation between PTON and VOO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.37 |
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Return for Risk
PTON vs. VOO — Risk / Return Rank
PTON
VOO
PTON vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Peloton Interactive, Inc. (PTON) 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.
| PTON | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.35 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 2.67 | -2.92 |
| Martin ratioReturn relative to average drawdown | -0.45 | 11.96 | -12.41 |
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Drawdowns
PTON vs. VOO - Drawdown Comparison
The maximum PTON drawdown since its inception was -98.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PTON and VOO.
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Drawdown Indicators
| PTON | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.28% | -33.99% | -64.29% |
Max Drawdown (1Y)Largest decline over 1 year | -58.78% | -8.90% | -49.88% |
Max Drawdown (3Y)Largest decline over 3 years | -70.55% | -18.69% | -51.86% |
Max Drawdown (5Y)Largest decline over 5 years | -97.73% | -24.52% | -73.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -96.75% | -3.14% | -93.61% |
Average DrawdownAverage peak-to-trough decline | -70.84% | -3.68% | -67.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.68% | 1.99% | +30.69% |
Volatility
PTON vs. VOO - Volatility Comparison
Peloton Interactive, Inc. (PTON) has a higher volatility of 18.62% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that PTON'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
| PTON | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.62% | 4.83% | +13.79% |
Volatility (6M)Calculated over the trailing 6-month period | 48.83% | 9.82% | +39.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.90% | 12.46% | +52.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.06% | 16.91% | +69.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.90% | 18.02% | +64.88% |
Dividends
PTON vs. VOO - Dividend Comparison
PTON has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTON Peloton Interactive, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 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
PTON and VOO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTON has higher volatility (18.62%) compared to VOO (4.83%). In terms of maximum drawdown, PTON dropped -98.28% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs -0.23), 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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