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

Correlation

The correlation between SENS and VOO is 0.31, 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.


-0.50.00.51.00.3

Performance

SENS vs. VOO - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
48.40%
9.86%
SENS
VOO

Key characteristics

Sharpe Ratio

SENS:

0.04

VOO:

2.10

Sortino Ratio

SENS:

0.68

VOO:

2.80

Omega Ratio

SENS:

1.07

VOO:

1.39

Calmar Ratio

SENS:

0.03

VOO:

3.12

Martin Ratio

SENS:

0.08

VOO:

13.83

Ulcer Index

SENS:

40.34%

VOO:

1.90%

Daily Std Dev

SENS:

75.99%

VOO:

12.54%

Max Drawdown

SENS:

-95.17%

VOO:

-33.99%

Current Drawdown

SENS:

-88.76%

VOO:

-1.98%

Returns By Period

In the year-to-date period, SENS achieves a 3.88% return, which is significantly lower than VOO's 26.64% return.


SENS

YTD

3.88%

1M

92.27%

6M

48.42%

1Y

3.75%

5Y*

-8.16%

10Y*

N/A

VOO

YTD

26.64%

1M

-0.83%

6M

9.44%

1Y

26.33%

5Y*

14.77%

10Y*

13.07%

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Risk-Adjusted Performance

SENS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Senseonics Holdings, Inc. (SENS) 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 SENS, currently valued at 0.04, compared to the broader market-4.00-2.000.002.000.042.10
The chart of Sortino ratio for SENS, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.000.682.80
The chart of Omega ratio for SENS, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.39
The chart of Calmar ratio for SENS, currently valued at 0.03, compared to the broader market0.002.004.006.000.033.12
The chart of Martin ratio for SENS, currently valued at 0.08, compared to the broader market0.005.0010.0015.0020.0025.000.0813.83
SENS
VOO

The current SENS Sharpe Ratio is 0.04, which is lower than the VOO Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of SENS 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.04
2.10
SENS
VOO

Dividends

SENS vs. VOO - Dividend Comparison

SENS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
SENS
Senseonics Holdings, 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
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SENS vs. VOO - Drawdown Comparison

The maximum SENS drawdown since its inception was -95.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SENS and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-88.76%
-1.98%
SENS
VOO

Volatility

SENS vs. VOO - Volatility Comparison

Senseonics Holdings, Inc. (SENS) has a higher volatility of 37.43% compared to Vanguard S&P 500 ETF (VOO) at 4.05%. This indicates that SENS'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%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
37.43%
4.05%
SENS
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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