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

SAGE vs. VOO

Last updated May 12, 2025

Compare and contrast key facts about Sage Therapeutics, Inc. (SAGE) and Vanguard S&P 500 ETF (VOO).

VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAGE or VOO.

Correlation

The correlation between SAGE and VOO is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

SAGE vs. VOO - Performance Comparison

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

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Key characteristics

Daily Std Dev

SAGE:

25.05%

VOO:

19.11%

Max Drawdown

SAGE:

-8.51%

VOO:

-33.99%

Current Drawdown

SAGE:

-8.51%

VOO:

-7.67%

Returns By Period

SAGE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

5.73%

6M

-5.06%

1Y

9.79%

5Y*

16.35%

10Y*

12.31%

*Annualized

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Risk-Adjusted Performance

SAGE vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SAGE
The Risk-Adjusted Performance Rank of SAGE is 1717
Overall Rank
The Sharpe Ratio Rank of SAGE is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SAGE is 1616
Sortino Ratio Rank
The Omega Ratio Rank of SAGE is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SAGE is 1919
Calmar Ratio Rank
The Martin Ratio Rank of SAGE is 1919
Martin Ratio Rank
VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

SAGE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sage Therapeutics, Inc. (SAGE) 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.

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Dividends

SAGE vs. VOO - Dividend Comparison

SAGE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.

TTM20242023202220212020201920182017201620152014
SAGE
Sage Therapeutics, 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		1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SAGE vs. VOO - Drawdown Comparison

The maximum SAGE drawdown since its inception was -8.51%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SAGE and VOO. For additional features, visit the drawdowns tool.

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Volatility

SAGE vs. VOO - Volatility Comparison

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