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

Correlation

The correlation between SITM and VOO is 0.56, 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.


-0.50.00.51.00.6

Performance

SITM vs. VOO - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,566.54%
106.69%
SITM
VOO

Key characteristics

Sharpe Ratio

SITM:

1.22

VOO:

2.25

Sortino Ratio

SITM:

2.10

VOO:

2.98

Omega Ratio

SITM:

1.25

VOO:

1.42

Calmar Ratio

SITM:

1.02

VOO:

3.31

Martin Ratio

SITM:

4.59

VOO:

14.77

Ulcer Index

SITM:

17.29%

VOO:

1.90%

Daily Std Dev

SITM:

65.12%

VOO:

12.46%

Max Drawdown

SITM:

-78.12%

VOO:

-33.99%

Current Drawdown

SITM:

-35.32%

VOO:

-2.47%

Returns By Period

In the year-to-date period, SITM achieves a 77.47% return, which is significantly higher than VOO's 26.02% return.


SITM

YTD

77.47%

1M

2.92%

6M

82.67%

1Y

71.03%

5Y*

59.49%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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

SITM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SiTime Corporation (SITM) 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 SITM, currently valued at 1.22, compared to the broader market-4.00-2.000.002.001.222.25
The chart of Sortino ratio for SITM, currently valued at 2.10, compared to the broader market-4.00-2.000.002.004.002.102.98
The chart of Omega ratio for SITM, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.42
The chart of Calmar ratio for SITM, currently valued at 1.02, compared to the broader market0.002.004.006.001.023.31
The chart of Martin ratio for SITM, currently valued at 4.59, compared to the broader market-5.000.005.0010.0015.0020.0025.004.5914.77
SITM
VOO

The current SITM Sharpe Ratio is 1.22, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SITM 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.22
2.25
SITM
VOO

Dividends

SITM vs. VOO - Dividend Comparison

SITM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
SITM
SiTime Corporation
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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SITM vs. VOO - Drawdown Comparison

The maximum SITM drawdown since its inception was -78.12%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SITM 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%JulyAugustSeptemberOctoberNovemberDecember
-35.32%
-2.47%
SITM
VOO

Volatility

SITM vs. VOO - Volatility Comparison

SiTime Corporation (SITM) has a higher volatility of 18.27% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that SITM'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%JulyAugustSeptemberOctoberNovemberDecember
18.27%
3.75%
SITM
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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