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

Correlation

The correlation between PZZA and VOO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

PZZA vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PZZA:

-0.34

VOO:

0.74

Sortino Ratio

PZZA:

-0.25

VOO:

1.15

Omega Ratio

PZZA:

0.97

VOO:

1.17

Calmar Ratio

PZZA:

-0.25

VOO:

0.77

Martin Ratio

PZZA:

-0.86

VOO:

2.94

Ulcer Index

PZZA:

21.87%

VOO:

4.87%

Daily Std Dev

PZZA:

51.15%

VOO:

19.40%

Max Drawdown

PZZA:

-76.22%

VOO:

-33.99%

Current Drawdown

PZZA:

-67.63%

VOO:

-3.97%

Returns By Period

In the year-to-date period, PZZA achieves a 2.16% return, which is significantly higher than VOO's 0.46% return. Over the past 10 years, PZZA has underperformed VOO with an annualized return of -2.95%, while VOO has yielded a comparatively higher 12.74% annualized return.


PZZA

YTD

2.16%

1M

30.06%

6M

-16.89%

1Y

-17.40%

5Y*

-10.62%

10Y*

-2.95%

VOO

YTD

0.46%

1M

9.97%

6M

-1.04%

1Y

14.18%

5Y*

17.41%

10Y*

12.74%

*Annualized

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Risk-Adjusted Performance

PZZA vs. VOO — Risk-Adjusted Performance Rank

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

PZZA
The Risk-Adjusted Performance Rank of PZZA is 3030
Overall Rank
The Sharpe Ratio Rank of PZZA is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of PZZA is 2828
Sortino Ratio Rank
The Omega Ratio Rank of PZZA is 2929
Omega Ratio Rank
The Calmar Ratio Rank of PZZA is 3434
Calmar Ratio Rank
The Martin Ratio Rank of PZZA is 3030
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6969
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7070
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.

PZZA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Papa John's International, Inc. (PZZA) 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.


The current PZZA Sharpe Ratio is -0.34, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PZZA 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.


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Dividends

PZZA vs. VOO - Dividend Comparison

PZZA's dividend yield for the trailing twelve months is around 4.44%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
PZZA
Papa John's International, Inc.
4.44%4.48%2.31%1.87%0.86%1.06%1.43%2.26%1.51%0.88%1.13%0.95%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PZZA vs. VOO - Drawdown Comparison

The maximum PZZA drawdown since its inception was -76.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PZZA and VOO. For additional features, visit the drawdowns tool.


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Volatility

PZZA vs. VOO - Volatility Comparison

Papa John's International, Inc. (PZZA) has a higher volatility of 18.11% compared to Vanguard S&P 500 ETF (VOO) at 6.22%. This indicates that PZZA'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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