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

Key characteristics


SKLZVOO
YTD Return-18.11%26.13%
1Y Return-16.64%33.91%
3Y Return (Ann)-72.22%9.98%
Sharpe Ratio-0.252.82
Sortino Ratio0.023.76
Omega Ratio1.001.53
Calmar Ratio-0.144.05
Martin Ratio-0.8718.48
Ulcer Index16.50%1.85%
Daily Std Dev57.20%12.12%
Max Drawdown-99.53%-33.99%
Current Drawdown-99.42%-0.88%

Correlation

-0.50.00.51.00.5

The correlation between SKLZ and VOO is 0.50, 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

SKLZ vs. VOO - Performance Comparison

In the year-to-date period, SKLZ achieves a -18.11% return, which is significantly lower than VOO's 26.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-19.74%
13.01%
SKLZ
VOO

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Risk-Adjusted Performance

SKLZ vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skillz Inc. (SKLZ) 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.


SKLZ
Sharpe ratio
The chart of Sharpe ratio for SKLZ, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.25
Sortino ratio
The chart of Sortino ratio for SKLZ, currently valued at 0.02, compared to the broader market-4.00-2.000.002.004.006.000.02
Omega ratio
The chart of Omega ratio for SKLZ, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for SKLZ, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.14
Martin ratio
The chart of Martin ratio for SKLZ, currently valued at -0.87, compared to the broader market0.0010.0020.0030.00-0.87
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.002.82
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.76, compared to the broader market-4.00-2.000.002.004.006.003.76
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.05, compared to the broader market0.002.004.006.004.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 18.48, compared to the broader market0.0010.0020.0030.0018.48

SKLZ vs. VOO - Sharpe Ratio Comparison

The current SKLZ Sharpe Ratio is -0.25, which is lower than the VOO Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of SKLZ 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.25
2.82
SKLZ
VOO

Dividends

SKLZ vs. VOO - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
SKLZ
Skillz 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%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SKLZ vs. VOO - Drawdown Comparison

The maximum SKLZ drawdown since its inception was -99.53%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SKLZ and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-99.42%
-0.88%
SKLZ
VOO

Volatility

SKLZ vs. VOO - Volatility Comparison

Skillz Inc. (SKLZ) has a higher volatility of 15.67% compared to Vanguard S&P 500 ETF (VOO) at 3.84%. This indicates that SKLZ'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%JuneJulyAugustSeptemberOctoberNovember
15.67%
3.84%
SKLZ
VOO