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

Correlation

The correlation between RMTI and VOO is 0.31, 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

RMTI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rockwell Medical, Inc. (RMTI) 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%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-41.83%
7.47%
RMTI
VOO

Key characteristics

Sharpe Ratio

RMTI:

0.41

VOO:

1.76

Sortino Ratio

RMTI:

1.12

VOO:

2.37

Omega Ratio

RMTI:

1.17

VOO:

1.32

Calmar Ratio

RMTI:

0.32

VOO:

2.66

Martin Ratio

RMTI:

1.09

VOO:

11.10

Ulcer Index

RMTI:

29.50%

VOO:

2.02%

Daily Std Dev

RMTI:

78.03%

VOO:

12.79%

Max Drawdown

RMTI:

-99.59%

VOO:

-33.99%

Current Drawdown

RMTI:

-99.14%

VOO:

-2.11%

Returns By Period

In the year-to-date period, RMTI achieves a -13.24% return, which is significantly lower than VOO's 2.40% return. Over the past 10 years, RMTI has underperformed VOO with an annualized return of -34.33%, while VOO has yielded a comparatively higher 13.03% annualized return.


RMTI

YTD

-13.24%

1M

-18.81%

6M

-41.78%

1Y

37.21%

5Y*

-45.09%

10Y*

-34.33%

VOO

YTD

2.40%

1M

-1.05%

6M

7.47%

1Y

19.81%

5Y*

14.27%

10Y*

13.03%

*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

RMTI vs. VOO — Risk-Adjusted Performance Rank

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

RMTI
The Risk-Adjusted Performance Rank of RMTI is 6262
Overall Rank
The Sharpe Ratio Rank of RMTI is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of RMTI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of RMTI is 6565
Omega Ratio Rank
The Calmar Ratio Rank of RMTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of RMTI is 5959
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7777
Overall Rank
The Sharpe Ratio Rank of VOO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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.

RMTI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rockwell Medical, Inc. (RMTI) 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 RMTI, currently valued at 0.41, compared to the broader market-2.000.002.000.411.76
The chart of Sortino ratio for RMTI, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.006.001.122.37
The chart of Omega ratio for RMTI, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.32
The chart of Calmar ratio for RMTI, currently valued at 0.32, compared to the broader market0.002.004.006.000.322.66
The chart of Martin ratio for RMTI, currently valued at 1.09, compared to the broader market-10.000.0010.0020.0030.001.0911.10
RMTI
VOO

The current RMTI Sharpe Ratio is 0.41, which is lower than the VOO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of RMTI 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.41
1.76
RMTI
VOO

Dividends

RMTI vs. VOO - Dividend Comparison

RMTI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
RMTI
Rockwell Medical, 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
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

RMTI vs. VOO - Drawdown Comparison

The maximum RMTI drawdown since its inception was -99.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RMTI and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.14%
-2.11%
RMTI
VOO

Volatility

RMTI vs. VOO - Volatility Comparison

Rockwell Medical, Inc. (RMTI) has a higher volatility of 12.15% compared to Vanguard S&P 500 ETF (VOO) at 3.38%. This indicates that RMTI'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%50.00%SeptemberOctoberNovemberDecember2025February
12.15%
3.38%
RMTI
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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