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

Performance

SGEN vs. VOO - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JuneJulyAugustSeptemberOctoberNovember
1,734.32%
594.49%
SGEN
VOO

Returns By Period


SGEN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

24.51%

1M

0.61%

6M

11.38%

1Y

32.00%

5Y (annualized)

15.30%

10Y (annualized)

13.12%

Key characteristics


SGENVOO

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Correlation

-0.50.00.51.00.4

The correlation between SGEN and VOO is 0.39, 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.

Risk-Adjusted Performance

SGEN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seagen Inc. (SGEN) 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 SGEN, currently valued at 1.87, compared to the broader market-4.00-2.000.002.001.872.64
The chart of Sortino ratio for SGEN, currently valued at 9.61, compared to the broader market-4.00-2.000.002.004.009.613.53
The chart of Omega ratio for SGEN, currently valued at 5.02, compared to the broader market0.501.001.502.005.021.49
The chart of Calmar ratio for SGEN, currently valued at 3.05, compared to the broader market0.002.004.006.003.053.81
The chart of Martin ratio for SGEN, currently valued at 67.59, compared to the broader market0.0010.0020.0030.0067.5917.34
SGEN
VOO

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.87
2.64
SGEN
VOO

Dividends

SGEN vs. VOO - Dividend Comparison

SGEN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
SGEN
Seagen 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
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SGEN vs. VOO - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.07%
-2.16%
SGEN
VOO

Volatility

SGEN vs. VOO - Volatility Comparison

The current volatility for Seagen Inc. (SGEN) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that SGEN experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
4.09%
SGEN
VOO