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

Correlation

The correlation between RIOT and VOO is 0.29, 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.


-0.50.00.51.00.3

Performance

RIOT vs. VOO - Performance Comparison

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

0.00%200.00%400.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-90.01%
602.93%
RIOT
VOO

Key characteristics

Sharpe Ratio

RIOT:

-0.31

VOO:

2.25

Sortino Ratio

RIOT:

0.14

VOO:

2.98

Omega Ratio

RIOT:

1.02

VOO:

1.42

Calmar Ratio

RIOT:

-0.30

VOO:

3.31

Martin Ratio

RIOT:

-0.67

VOO:

14.77

Ulcer Index

RIOT:

44.17%

VOO:

1.90%

Daily Std Dev

RIOT:

95.18%

VOO:

12.46%

Max Drawdown

RIOT:

-99.98%

VOO:

-33.99%

Current Drawdown

RIOT:

-99.64%

VOO:

-2.47%

Returns By Period

In the year-to-date period, RIOT achieves a -25.34% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, RIOT has underperformed VOO with an annualized return of -0.25%, while VOO has yielded a comparatively higher 13.08% annualized return.


RIOT

YTD

-25.34%

1M

-4.94%

6M

20.94%

1Y

-31.04%

5Y*

54.19%

10Y*

-0.25%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

RIOT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Riot Blockchain, Inc. (RIOT) 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 RIOT, currently valued at -0.31, compared to the broader market-4.00-2.000.002.00-0.312.25
The chart of Sortino ratio for RIOT, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.142.98
The chart of Omega ratio for RIOT, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.42
The chart of Calmar ratio for RIOT, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.313.31
The chart of Martin ratio for RIOT, currently valued at -0.67, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.6714.77
RIOT
VOO

The current RIOT Sharpe Ratio is -0.31, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of RIOT 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
2.25
RIOT
VOO

Dividends

RIOT vs. VOO - Dividend Comparison

RIOT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
RIOT
Riot Blockchain, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.52%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

RIOT vs. VOO - Drawdown Comparison

The maximum RIOT drawdown since its inception was -99.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RIOT and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-93.65%
-2.47%
RIOT
VOO

Volatility

RIOT vs. VOO - Volatility Comparison

Riot Blockchain, Inc. (RIOT) has a higher volatility of 31.79% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that RIOT'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%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
31.79%
3.75%
RIOT
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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