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

Key characteristics


SIMOVOO
YTD Return19.14%5.43%
1Y Return16.11%23.09%
3Y Return (Ann)3.76%7.90%
5Y Return (Ann)15.17%13.22%
10Y Return (Ann)18.40%12.47%
Sharpe Ratio0.301.97
Daily Std Dev47.64%11.80%
Max Drawdown-93.19%-33.99%
Current Drawdown-21.73%-4.63%

Correlation

-0.50.00.51.00.4

The correlation between SIMO 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

SIMO vs. VOO - Performance Comparison

In the year-to-date period, SIMO achieves a 19.14% return, which is significantly higher than VOO's 5.43% return. Over the past 10 years, SIMO has outperformed VOO with an annualized return of 18.40%, while VOO has yielded a comparatively lower 12.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2024FebruaryMarchApril
1,839.57%
488.10%
SIMO
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Silicon Motion Technology Corporation

Vanguard S&P 500 ETF

Risk-Adjusted Performance

SIMO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silicon Motion Technology Corporation (SIMO) 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.


SIMO
Sharpe ratio
The chart of Sharpe ratio for SIMO, currently valued at 0.30, compared to the broader market-2.00-1.000.001.002.003.000.30
Sortino ratio
The chart of Sortino ratio for SIMO, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.83
Omega ratio
The chart of Omega ratio for SIMO, currently valued at 1.12, compared to the broader market0.501.001.501.12
Calmar ratio
The chart of Calmar ratio for SIMO, currently valued at 0.31, compared to the broader market0.001.002.003.004.005.000.31
Martin ratio
The chart of Martin ratio for SIMO, currently valued at 0.64, compared to the broader market0.0010.0020.0030.000.64
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.97, compared to the broader market-2.00-1.000.001.002.003.001.97
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.85
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.69, compared to the broader market0.001.002.003.004.005.001.69
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.15, compared to the broader market0.0010.0020.0030.008.15

SIMO vs. VOO - Sharpe Ratio Comparison

The current SIMO Sharpe Ratio is 0.30, which is lower than the VOO Sharpe Ratio of 1.97. The chart below compares the 12-month rolling Sharpe Ratio of SIMO and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.30
1.97
SIMO
VOO

Dividends

SIMO vs. VOO - Dividend Comparison

SIMO's dividend yield for the trailing twelve months is around 1.38%, less than VOO's 1.40% yield.


TTM20232022202120202019201820172016201520142013
SIMO
Silicon Motion Technology Corporation
1.38%0.82%2.31%1.63%2.91%2.46%3.48%1.70%1.53%1.91%2.54%4.24%
VOO
Vanguard S&P 500 ETF
1.40%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SIMO vs. VOO - Drawdown Comparison

The maximum SIMO drawdown since its inception was -93.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SIMO and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-21.73%
-4.63%
SIMO
VOO

Volatility

SIMO vs. VOO - Volatility Comparison

Silicon Motion Technology Corporation (SIMO) has a higher volatility of 8.33% compared to Vanguard S&P 500 ETF (VOO) at 3.25%. This indicates that SIMO'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.


2.00%4.00%6.00%8.00%NovemberDecember2024FebruaryMarchApril
8.33%
3.25%
SIMO
VOO