QLYS vs. VOO
Compare and contrast key facts about Qualys, Inc. (QLYS) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QLYS or VOO.
Performance
QLYS vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, QLYS achieves a -25.09% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, QLYS has outperformed VOO with an annualized return of 16.04%, while VOO has yielded a comparatively lower 13.15% annualized return.
QLYS
-25.09%
18.42%
1.18%
-18.66%
11.30%
16.04%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| QLYS | VOO | |
|---|---|---|
| Sharpe Ratio | -0.46 | 2.62 |
| Sortino Ratio | -0.50 | 3.50 |
| Omega Ratio | 0.93 | 1.49 |
| Calmar Ratio | -0.43 | 3.78 |
| Martin Ratio | -0.66 | 17.12 |
| Ulcer Index | 27.66% | 1.86% |
| Daily Std Dev | 39.24% | 12.19% |
| Max Drawdown | -68.48% | -33.99% |
| Current Drawdown | -28.59% | -1.36% |
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Correlation
The correlation between QLYS and VOO is 0.47, 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.
Risk-Adjusted Performance
QLYS vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Qualys, Inc. (QLYS) 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.
Dividends
QLYS vs. VOO - Dividend Comparison
QLYS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QLYS Qualys, 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 | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
QLYS vs. VOO - Drawdown Comparison
The maximum QLYS drawdown since its inception was -68.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for QLYS and VOO. For additional features, visit the drawdowns tool.
Volatility
QLYS vs. VOO - Volatility Comparison
Qualys, Inc. (QLYS) has a higher volatility of 23.73% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that QLYS'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.