S vs. VOO

Last updated Aug 1, 2026

S (SentinelOne, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, S returned -17.31%/yr vs 12.83%/yr for VOO. Their 0.52 correlation means they have sometimes moved together and sometimes differently.

Performance

S vs. VOO - Performance Comparison

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

Returns By Period

In the year-to-date period, S achieves a 27.07% return, which is significantly higher than VOO's 10.16% return.

S

• 1D: 3.59%
• 1M: 8.85%
• 6M: 36.34%
• YTD: 27.07%
• 1Y: 6.24%
• 3Y*: 3.99%
• 5Y*: -17.31%
• 10Y*: —
• ALL TIME*: -15.91%

VOO

• 1D: 0.71%
• 1M: 0.26%
• 6M: 8.58%
• YTD: 10.16%
• 1Y: 21.58%
• 3Y*: 19.42%
• 5Y*: 12.83%
• 10Y*: 15.14%
• ALL TIME*: 14.78%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
S SentinelOne, Inc.	$107.52M	$132.54M	$137.58M
VOO Vanguard S&P 500 ETF	$3.82B	$3.78B	$5.44B

S vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
S SentinelOne, Inc.	27.07%	-32.43%	-19.10%	88.07%	-71.10%	9.76%
VOO Vanguard S&P 500 ETF	10.16%	17.82%	24.98%	26.32%	-18.17%	11.81%

Correlation

The correlation between S and VOO is 0.34, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.34
Correlation (3Y) Balances recent behavior with more history.	0.49
Correlation (5Y) Shows whether the relationship held over a longer period.	0.52
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021	0.52

The correlation between S and VOO shifts across timeframes, from 0.34 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

S vs. VOO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

S

S Risk / Return Rank: 46
S Sharpe Ratio Rank: 48
S Sortino Ratio Rank: 45
S Omega Ratio Rank: 44
S Calmar Ratio Rank: 48
S Martin Ratio Rank: 47

VOO

VOO Risk / Return Rank: 68
VOO Sharpe Ratio Rank: 68
VOO Sortino Ratio Rank: 65
VOO Omega Ratio Rank: 66
VOO Calmar Ratio Rank: 64
VOO Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

S vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SentinelOne, Inc. (S) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	S	VOO	Difference
Sharpe ratio: Return per unit of total volatility	0.08	1.53	-1.45
Sortino ratio: Return per unit of downside risk	0.44	2.13	-1.69
Omega ratio: Gain probability vs. loss probability	1.06	1.28	-0.22
Calmar ratio: Return relative to maximum drawdown	0.10	2.21	-2.10
Martin ratio: Return relative to average drawdown	0.20	9.44	-9.23

S vs. VOO - Sharpe Ratio Comparison

The current S Sharpe Ratio is 0.08, which is lower than the VOO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of S and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

S vs. VOO - Drawdown Comparison

The maximum S drawdown since its inception was -84.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for S and VOO.

Drawdown Indicators

	S	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-84.35%	-33.99%	-50.36%
Max Drawdown (1Y) Largest decline over 1 year	-37.81%	-8.90%	-28.91%
Max Drawdown (3Y) Largest decline over 3 years	-60.20%	-18.69%	-41.51%
Max Drawdown (5Y) Largest decline over 5 years	-84.35%	-24.52%	-59.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.99%	—
Current Drawdown Current decline from peak	-75.02%	-1.38%	-73.64%
Average Drawdown Average peak-to-trough decline	-66.55%	-3.67%	-62.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.44%	2.08%	+17.36%

Volatility

S vs. VOO - Volatility Comparison

SentinelOne, Inc. (S) has a higher volatility of 15.20% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that S'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.

Volatility by Period

	S	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.20%	3.54%	+11.66%
Volatility (6M) Calculated over the trailing 6-month period	37.82%	10.10%	+27.72%
Volatility (1Y) Calculated over the trailing 1-year period	48.96%	12.82%	+36.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.09%	16.93%	+46.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.47%	18.01%	+45.46%

Dividends

S vs. VOO - Dividend Comparison

S has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.07%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
S SentinelOne, 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	1.07%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both S and VOO in my portfolio?

S and VOO have a correlation of 0.34, 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 VOO?

S has higher volatility (15.20%) compared to VOO (3.54%). In terms of maximum drawdown, S dropped -84.35% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (1.53 vs 0.08), 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.