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

Correlation

The correlation between SHOP and VOO is 0.49, 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.


-0.50.00.51.00.5

Performance

SHOP vs. VOO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
64.81%
6.68%
SHOP
VOO

Key characteristics

Sharpe Ratio

SHOP:

0.73

VOO:

2.06

Sortino Ratio

SHOP:

1.34

VOO:

2.75

Omega Ratio

SHOP:

1.19

VOO:

1.38

Calmar Ratio

SHOP:

0.56

VOO:

3.07

Martin Ratio

SHOP:

1.93

VOO:

13.32

Ulcer Index

SHOP:

20.02%

VOO:

1.95%

Daily Std Dev

SHOP:

52.99%

VOO:

12.59%

Max Drawdown

SHOP:

-84.82%

VOO:

-33.99%

Current Drawdown

SHOP:

-36.33%

VOO:

-2.67%

Returns By Period

In the year-to-date period, SHOP achieves a 1.23% return, which is significantly higher than VOO's 0.62% return.


SHOP

YTD

1.23%

1M

-6.64%

6M

64.06%

1Y

34.37%

5Y*

20.26%

10Y*

N/A

VOO

YTD

0.62%

1M

-2.16%

6M

5.77%

1Y

26.25%

5Y*

14.43%

10Y*

13.25%

*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

SHOP vs. VOO — Risk-Adjusted Performance Rank

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

SHOP
The Risk-Adjusted Performance Rank of SHOP is 7171
Overall Rank
The Sharpe Ratio Rank of SHOP is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOP is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SHOP is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SHOP is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SHOP is 6868
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
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.

SHOP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shopify Inc. (SHOP) 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 chart of Sharpe ratio for SHOP, currently valued at 0.73, compared to the broader market-4.00-2.000.002.000.732.06
The chart of Sortino ratio for SHOP, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.342.75
The chart of Omega ratio for SHOP, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.38
The chart of Calmar ratio for SHOP, currently valued at 0.56, compared to the broader market0.002.004.006.000.563.07
The chart of Martin ratio for SHOP, currently valued at 1.93, compared to the broader market-10.000.0010.0020.001.9313.32
SHOP
VOO

The current SHOP Sharpe Ratio is 0.73, which is lower than the VOO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of SHOP 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.73
2.06
SHOP
VOO

Dividends

SHOP vs. VOO - Dividend Comparison

SHOP has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20242023202220212020201920182017201620152014
SHOP
Shopify 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
1.24%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SHOP vs. VOO - Drawdown Comparison

The maximum SHOP drawdown since its inception was -84.82%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SHOP and VOO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-36.33%
-2.67%
SHOP
VOO

Volatility

SHOP vs. VOO - Volatility Comparison

Shopify Inc. (SHOP) has a higher volatility of 14.06% compared to Vanguard S&P 500 ETF (VOO) at 4.43%. This indicates that SHOP'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
14.06%
4.43%
SHOP
VOO