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PZZA vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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PZZA vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PZZA
Papa John's International, Inc.
-13.61%-2.01%-44.21%-5.28%-37.26%58.87%35.88%61.50%-27.80%-33.68%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, PZZA achieves a -13.61% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, PZZA has underperformed VOO with an annualized return of -3.12%, while VOO has yielded a comparatively higher 14.14% annualized return.


PZZA

1D
1.23%
1M
2.72%
YTD
-13.61%
6M
-30.29%
1Y
-17.37%
3Y*
-21.20%
5Y*
-15.66%
10Y*
-3.12%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PZZA vs. VOO — Risk / Return Rank

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

PZZA
PZZA Risk / Return Rank: 2727
Overall Rank
PZZA Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PZZA Sortino Ratio Rank: 2525
Sortino Ratio Rank
PZZA Omega Ratio Rank: 2626
Omega Ratio Rank
PZZA Calmar Ratio Rank: 2929
Calmar Ratio Rank
PZZA Martin Ratio Rank: 2929
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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.

PZZA vs. VOO - Risk-Adjusted Trends 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.


PZZAVOODifference

Sharpe ratio

Return per unit of total volatility

-0.33

1.01

-1.33

Sortino ratio

Return per unit of downside risk

-0.15

1.53

-1.68

Omega ratio

Gain probability vs. loss probability

0.98

1.23

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.38

1.55

-1.93

Martin ratio

Return relative to average drawdown

-0.73

7.31

-8.03

PZZA vs. VOO - Sharpe Ratio Comparison

The current PZZA Sharpe Ratio is -0.33, which is lower than the VOO Sharpe Ratio of 1.01. 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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Sharpe Ratios by Period


PZZAVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

1.01

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

0.71

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.79

-0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.83

-0.65

Correlation

The correlation between PZZA and VOO is 0.35, 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.


Dividends

PZZA vs. VOO - Dividend Comparison

PZZA's dividend yield for the trailing twelve months is around 5.61%, more than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
PZZA
Papa John's International, Inc.
5.61%4.78%4.48%2.31%1.87%0.86%1.06%1.43%2.26%1.51%0.88%1.13%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

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.


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Drawdown Indicators


PZZAVOODifference

Max Drawdown

Largest peak-to-trough decline

-76.22%

-33.99%

-42.23%

Max Drawdown (1Y)

Largest decline over 1 year

-43.11%

-11.98%

-31.13%

Max Drawdown (5Y)

Largest decline over 5 years

-76.22%

-24.52%

-51.70%

Max Drawdown (10Y)

Largest decline over 10 years

-76.22%

-33.99%

-42.23%

Current Drawdown

Current decline from peak

-73.17%

-5.55%

-67.62%

Average Drawdown

Average peak-to-trough decline

-27.74%

-3.72%

-24.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.60%

2.55%

+20.05%

Volatility

PZZA vs. VOO - Volatility Comparison

Papa John's International, Inc. (PZZA) has a higher volatility of 22.78% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. 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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Volatility by Period


PZZAVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

22.78%

5.34%

+17.44%

Volatility (6M)

Calculated over the trailing 6-month period

39.28%

9.47%

+29.81%

Volatility (1Y)

Calculated over the trailing 1-year period

53.56%

18.11%

+35.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.99%

16.82%

+24.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.43%

17.99%

+23.44%