S vs. AVUV

Last updated Jun 4, 2026

S (SentinelOne, Inc.) is a stock, while AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis. Over the past 3 years, S returned 6.64%/yr vs 19.24%/yr for AVUV. At a 0.40 correlation, their price movements are largely independent.

Performance

S vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SentinelOne, Inc. (S) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, S achieves a 8.67% return, which is significantly lower than AVUV's 17.96% return.

S

• 1D: -6.05%
• 1M: 4.49%
• YTD: 8.67%
• 6M: -3.89%
• 1Y: -10.19%
• 3Y*: 6.64%
• 5Y*: —
• 10Y*: —

AVUV

• 1D: -0.97%
• 1M: 1.21%
• YTD: 17.96%
• 6M: 17.23%
• 1Y: 36.48%
• 3Y*: 19.24%
• 5Y*: 10.71%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

S vs. AVUV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
S SentinelOne, Inc.	8.67%	-32.43%	-19.10%	88.07%	-71.10%	18.80%
AVUV Avantis US Small Cap Value ETF	17.96%	7.44%	9.28%	22.82%	-4.91%	5.72%

Correlation

The correlation between S and AVUV is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021	0.40

The correlation between S and AVUV shifts across timeframes, from 0.32 (1 year) to 0.42 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

S vs. AVUV — Risk / Return Rank

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

S

S Risk / Return Rank: 31
S Sharpe Ratio Rank: 32
S Sortino Ratio Rank: 30
S Omega Ratio Rank: 30
S Calmar Ratio Rank: 32
S Martin Ratio Rank: 32

AVUV

AVUV Risk / Return Rank: 67
AVUV Sharpe Ratio Rank: 61
AVUV Sortino Ratio Rank: 63
AVUV Omega Ratio Rank: 58
AVUV Calmar Ratio Rank: 84
AVUV Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

S vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SentinelOne, Inc. (S) and Avantis US Small Cap Value ETF (AVUV). 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.

	S	AVUV	Difference
Sharpe ratio: Return per unit of total volatility	-0.22	2.10	-2.31
Sortino ratio: Return per unit of downside risk	0.02	3.02	-3.00
Omega ratio: Gain probability vs. loss probability	1.00	1.36	-0.36
Calmar ratio: Return relative to maximum drawdown	-0.26	4.61	-4.87
Martin ratio: Return relative to average drawdown	-0.49	13.69	-14.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

S vs. AVUV - Sharpe Ratio Comparison

The current S Sharpe Ratio is -0.22, which is lower than the AVUV Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of S and AVUV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	S	AVUV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.22	2.10	-2.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.28	0.56	-0.84

Drawdowns

S vs. AVUV - Drawdown Comparison

The maximum S drawdown since its inception was -84.35%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for S and AVUV.

Drawdown Indicators

	S	AVUV	Difference
Max Drawdown Largest peak-to-trough decline	-84.35%	-49.42%	-34.93%
Max Drawdown (1Y) Largest decline over 1 year	-39.64%	-7.95%	-31.69%
Max Drawdown (3Y) Largest decline over 3 years	-60.20%	-28.79%	-31.41%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.79%	—
Current Drawdown Current decline from peak	-78.64%	-1.12%	-77.52%
Average Drawdown Average peak-to-trough decline	-66.24%	-7.95%	-58.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.67%	2.67%	+18.00%

Volatility

S vs. AVUV - Volatility Comparison

SentinelOne, Inc. (S) has a higher volatility of 17.48% compared to Avantis US Small Cap Value ETF (AVUV) at 4.08%. This indicates that S's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	S	AVUV	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.48%	4.08%	+13.40%
Volatility (6M) Calculated over the trailing 6-month period	38.51%	11.34%	+27.17%
Volatility (1Y) Calculated over the trailing 1-year period	47.63%	17.54%	+30.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.84%	22.74%	+41.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.84%	28.30%	+35.54%

Dividends

S vs. AVUV - Dividend Comparison

S has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.29%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUV Avantis US Small Cap Value ETF	1.29%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%
S SentinelOne, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both S and AVUV in my portfolio?

S and AVUV have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, S or AVUV?

S has higher volatility (17.48%) compared to AVUV (4.08%). In terms of maximum drawdown, S dropped -84.35% vs AVUV's -49.42%.

Which has better risk-adjusted returns?

AVUV currently has the higher Sharpe Ratio (2.10 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.