PortfoliosLab logo
QDEL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QDEL 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.


-0.50.00.51.0
Correlation: 0.4

Performance

QDEL vs. VOO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
144.33%
552.28%
QDEL
VOO

Key characteristics

Sharpe Ratio

QDEL:

-0.58

VOO:

0.57

Sortino Ratio

QDEL:

-0.63

VOO:

0.92

Omega Ratio

QDEL:

0.93

VOO:

1.13

Calmar Ratio

QDEL:

-0.31

VOO:

0.58

Martin Ratio

QDEL:

-1.65

VOO:

2.42

Ulcer Index

QDEL:

17.50%

VOO:

4.51%

Daily Std Dev

QDEL:

49.91%

VOO:

19.17%

Max Drawdown

QDEL:

-91.90%

VOO:

-33.99%

Current Drawdown

QDEL:

-90.80%

VOO:

-10.56%

Returns By Period

In the year-to-date period, QDEL achieves a -37.64% return, which is significantly lower than VOO's -6.43% return. Over the past 10 years, QDEL has underperformed VOO with an annualized return of 1.73%, while VOO has yielded a comparatively higher 12.02% annualized return.


QDEL

YTD

-37.64%

1M

-21.41%

6M

-28.38%

1Y

-31.95%

5Y*

-27.14%

10Y*

1.73%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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

QDEL vs. VOO — Risk-Adjusted Performance Rank

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

QDEL
The Risk-Adjusted Performance Rank of QDEL is 2020
Overall Rank
The Sharpe Ratio Rank of QDEL is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of QDEL is 2121
Sortino Ratio Rank
The Omega Ratio Rank of QDEL is 2323
Omega Ratio Rank
The Calmar Ratio Rank of QDEL is 3232
Calmar Ratio Rank
The Martin Ratio Rank of QDEL is 55
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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.

QDEL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Quidel Corporation (QDEL) 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 chart of Sharpe ratio for QDEL, currently valued at -0.58, compared to the broader market-2.00-1.000.001.002.003.00
QDEL: -0.58
VOO: 0.57
The chart of Sortino ratio for QDEL, currently valued at -0.63, compared to the broader market-6.00-4.00-2.000.002.004.00
QDEL: -0.63
VOO: 0.92
The chart of Omega ratio for QDEL, currently valued at 0.93, compared to the broader market0.501.001.502.00
QDEL: 0.93
VOO: 1.13
The chart of Calmar ratio for QDEL, currently valued at -0.31, compared to the broader market0.001.002.003.004.005.00
QDEL: -0.31
VOO: 0.58
The chart of Martin ratio for QDEL, currently valued at -1.65, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
QDEL: -1.65
VOO: 2.42

The current QDEL Sharpe Ratio is -0.58, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of QDEL 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.58
0.57
QDEL
VOO

Dividends

QDEL vs. VOO - Dividend Comparison

QDEL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


TTM20242023202220212020201920182017201620152014
QDEL
Quidel Corporation
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
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

QDEL vs. VOO - Drawdown Comparison

The maximum QDEL drawdown since its inception was -91.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for QDEL and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-90.80%
-10.56%
QDEL
VOO

Volatility

QDEL vs. VOO - Volatility Comparison

Quidel Corporation (QDEL) has a higher volatility of 25.21% compared to Vanguard S&P 500 ETF (VOO) at 13.97%. This indicates that QDEL'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.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.21%
13.97%
QDEL
VOO