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

Correlation

The correlation between RBLX and VOO is 0.48, 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.


-0.50.00.51.00.5

Performance

RBLX vs. VOO - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
71.19%
11.65%
RBLX
VOO

Key characteristics

Sharpe Ratio

RBLX:

0.77

VOO:

2.50

Sortino Ratio

RBLX:

1.30

VOO:

3.36

Omega Ratio

RBLX:

1.19

VOO:

1.46

Calmar Ratio

RBLX:

0.49

VOO:

3.60

Martin Ratio

RBLX:

2.37

VOO:

16.31

Ulcer Index

RBLX:

16.02%

VOO:

1.86%

Daily Std Dev

RBLX:

49.26%

VOO:

12.17%

Max Drawdown

RBLX:

-82.79%

VOO:

-33.99%

Current Drawdown

RBLX:

-54.39%

VOO:

-0.18%

Returns By Period

In the year-to-date period, RBLX achieves a 34.41% return, which is significantly higher than VOO's 28.97% return.


RBLX

YTD

34.41%

1M

21.13%

6M

71.17%

1Y

39.91%

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

28.97%

1M

3.58%

6M

11.65%

1Y

30.61%

5Y (annualized)

15.57%

10Y (annualized)

13.41%

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

RBLX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roblox Corporation (RBLX) 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.


Sharpe ratio
The chart of Sharpe ratio for RBLX, currently valued at 0.77, compared to the broader market-4.00-2.000.002.000.772.50
The chart of Sortino ratio for RBLX, currently valued at 1.30, compared to the broader market-4.00-2.000.002.004.001.303.36
The chart of Omega ratio for RBLX, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.46
The chart of Calmar ratio for RBLX, currently valued at 0.49, compared to the broader market0.002.004.006.000.493.60
The chart of Martin ratio for RBLX, currently valued at 2.37, compared to the broader market0.0010.0020.0030.002.3716.31
RBLX
VOO

The current RBLX Sharpe Ratio is 0.77, which is lower than the VOO Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of RBLX 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.77
2.50
RBLX
VOO

Dividends

RBLX vs. VOO - Dividend Comparison

RBLX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


TTM20232022202120202019201820172016201520142013
RBLX
Roblox 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
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

RBLX vs. VOO - Drawdown Comparison

The maximum RBLX drawdown since its inception was -82.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RBLX and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-54.39%
-0.18%
RBLX
VOO

Volatility

RBLX vs. VOO - Volatility Comparison

Roblox Corporation (RBLX) has a higher volatility of 13.99% compared to Vanguard S&P 500 ETF (VOO) at 2.25%. This indicates that RBLX'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%JulyAugustSeptemberOctoberNovemberDecember
13.99%
2.25%
RBLX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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