PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.34%
9.59%
RIOT
VOO

Key characteristics

Sharpe Ratio

RIOT:

0.25

VOO:

2.21

Sortino Ratio

RIOT:

1.11

VOO:

2.92

Omega Ratio

RIOT:

1.12

VOO:

1.41

Calmar Ratio

RIOT:

0.23

VOO:

3.34

Martin Ratio

RIOT:

0.57

VOO:

14.07

Ulcer Index

RIOT:

40.81%

VOO:

2.01%

Daily Std Dev

RIOT:

94.27%

VOO:

12.80%

Max Drawdown

RIOT:

-99.98%

VOO:

-33.99%

Current Drawdown

RIOT:

-99.58%

VOO:

-1.36%

Returns By Period

In the year-to-date period, RIOT achieves a 31.15% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, RIOT has underperformed VOO with an annualized return of -0.48%, while VOO has yielded a comparatively higher 13.52% annualized return.


RIOT

YTD

31.15%

1M

12.05%

6M

11.31%

1Y

29.62%

5Y*

55.94%

10Y*

-0.48%

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*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

RIOT vs. VOO — Risk-Adjusted Performance Rank

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

RIOT
The Risk-Adjusted Performance Rank of RIOT is 5757
Overall Rank
The Sharpe Ratio Rank of RIOT is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of RIOT is 6262
Sortino Ratio Rank
The Omega Ratio Rank of RIOT is 5757
Omega Ratio Rank
The Calmar Ratio Rank of RIOT is 5757
Calmar Ratio Rank
The Martin Ratio Rank of RIOT is 5353
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

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 0.25, compared to the broader market-2.000.002.004.000.252.21
The chart of Sortino ratio for RIOT, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.112.92
The chart of Omega ratio for RIOT, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.41
The chart of Calmar ratio for RIOT, currently valued at 0.24, compared to the broader market0.002.004.006.000.243.34
The chart of Martin ratio for RIOT, currently valued at 0.57, compared to the broader market-10.000.0010.0020.0030.000.5714.07
RIOT
VOO

The current RIOT Sharpe Ratio is 0.25, which is lower than the VOO Sharpe Ratio of 2.21. 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.25
2.21
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 1.22%.


TTM20242023202220212020201920182017201620152014
RIOT
Riot Blockchain, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.52%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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%AugustSeptemberOctoberNovemberDecember2025
-92.64%
-1.36%
RIOT
VOO

Volatility

RIOT vs. VOO - Volatility Comparison

Riot Blockchain, Inc. (RIOT) has a higher volatility of 30.57% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. 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%AugustSeptemberOctoberNovemberDecember2025
30.57%
5.05%
RIOT
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab