PortfoliosLab logo
SEDG vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SEDG and VOO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SEDG vs. VOO - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

SEDG:

-0.57

VOO:

0.67

Sortino Ratio

SEDG:

-0.51

VOO:

1.19

Omega Ratio

SEDG:

0.94

VOO:

1.17

Calmar Ratio

SEDG:

-0.62

VOO:

0.80

Martin Ratio

SEDG:

-0.95

VOO:

3.05

Ulcer Index

SEDG:

63.56%

VOO:

4.88%

Daily Std Dev

SEDG:

104.30%

VOO:

19.40%

Max Drawdown

SEDG:

-97.16%

VOO:

-33.99%

Current Drawdown

SEDG:

-94.34%

VOO:

-3.38%

Returns By Period

In the year-to-date period, SEDG achieves a 53.24% return, which is significantly higher than VOO's 1.08% return. Over the past 10 years, SEDG has underperformed VOO with an annualized return of -5.65%, while VOO has yielded a comparatively higher 12.77% annualized return.


SEDG

YTD

53.24%

1M

64.29%

6M

62.43%

1Y

-59.42%

5Y*

-29.67%

10Y*

-5.65%

VOO

YTD

1.08%

1M

9.85%

6M

0.15%

1Y

12.97%

5Y*

17.43%

10Y*

12.77%

*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

SEDG vs. VOO — Risk-Adjusted Performance Rank

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

SEDG
The Risk-Adjusted Performance Rank of SEDG is 2121
Overall Rank
The Sharpe Ratio Rank of SEDG is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of SEDG is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SEDG is 2323
Omega Ratio Rank
The Calmar Ratio Rank of SEDG is 1212
Calmar Ratio Rank
The Martin Ratio Rank of SEDG is 2727
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7373
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.

SEDG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SolarEdge Technologies, Inc. (SEDG) 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.


The current SEDG Sharpe Ratio is -0.57, which is lower than the VOO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of SEDG 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.


Loading data...

Dividends

SEDG vs. VOO - Dividend Comparison

SEDG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.


TTM20242023202220212020201920182017201620152014
SEDG
SolarEdge Technologies, 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
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SEDG vs. VOO - Drawdown Comparison

The maximum SEDG drawdown since its inception was -97.16%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SEDG and VOO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

SEDG vs. VOO - Volatility Comparison

SolarEdge Technologies, Inc. (SEDG) has a higher volatility of 33.39% compared to Vanguard S&P 500 ETF (VOO) at 6.16%. This indicates that SEDG'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.


Loading data...