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

Correlation

The correlation between SACH and VOO is 0.25, 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.


-0.50.00.51.00.2

Performance

SACH vs. VOO - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-49.97%
8.64%
SACH
VOO

Key characteristics

Sharpe Ratio

SACH:

-1.24

VOO:

2.21

Sortino Ratio

SACH:

-2.13

VOO:

2.92

Omega Ratio

SACH:

0.73

VOO:

1.41

Calmar Ratio

SACH:

-0.83

VOO:

3.34

Martin Ratio

SACH:

-1.51

VOO:

14.07

Ulcer Index

SACH:

41.31%

VOO:

2.01%

Daily Std Dev

SACH:

50.17%

VOO:

12.80%

Max Drawdown

SACH:

-76.34%

VOO:

-33.99%

Current Drawdown

SACH:

-71.68%

VOO:

-1.36%

Returns By Period

In the year-to-date period, SACH achieves a -5.93% return, which is significantly lower than VOO's 1.98% return.


SACH

YTD

-5.93%

1M

4.96%

6M

-50.70%

1Y

-63.37%

5Y*

-12.98%

10Y*

N/A

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

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Risk-Adjusted Performance

SACH vs. VOO — Risk-Adjusted Performance Rank

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

SACH
The Risk-Adjusted Performance Rank of SACH is 33
Overall Rank
The Sharpe Ratio Rank of SACH is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of SACH is 11
Sortino Ratio Rank
The Omega Ratio Rank of SACH is 22
Omega Ratio Rank
The Calmar Ratio Rank of SACH is 44
Calmar Ratio Rank
The Martin Ratio Rank of SACH is 55
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
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.

SACH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sachem Capital Corp. (SACH) 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 SACH, currently valued at -1.24, compared to the broader market-2.000.002.004.00-1.242.21
The chart of Sortino ratio for SACH, currently valued at -2.13, compared to the broader market-4.00-2.000.002.004.00-2.132.92
The chart of Omega ratio for SACH, currently valued at 0.73, compared to the broader market0.501.001.502.000.731.41
The chart of Calmar ratio for SACH, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.833.34
The chart of Martin ratio for SACH, currently valued at -1.51, compared to the broader market-10.000.0010.0020.0030.00-1.5114.07
SACH
VOO

The current SACH Sharpe Ratio is -1.24, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SACH 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
-1.24
2.21
SACH
VOO

Dividends

SACH vs. VOO - Dividend Comparison

SACH's dividend yield for the trailing twelve months is around 18.90%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
SACH
Sachem Capital Corp.
18.90%17.78%12.83%15.76%8.22%11.54%8.29%15.60%6.60%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

SACH vs. VOO - Drawdown Comparison

The maximum SACH drawdown since its inception was -76.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SACH and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-71.68%
-1.36%
SACH
VOO

Volatility

SACH vs. VOO - Volatility Comparison

Sachem Capital Corp. (SACH) has a higher volatility of 24.92% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that SACH'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%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
24.92%
5.05%
SACH
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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