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SLS vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLS vs. VOO - Performance Comparison

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

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SLS vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SLS
SELLAS Life Sciences Group, Inc.
12.20%262.50%-1.89%-55.08%-57.32%-4.82%35.12%-93.01%-84.23%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%

Returns By Period

In the year-to-date period, SLS achieves a 12.20% return, which is significantly higher than VOO's -4.42% return.


SLS

1D
5.62%
1M
-14.20%
YTD
12.20%
6M
162.73%
1Y
291.67%
3Y*
43.55%
5Y*
-14.22%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SELLAS Life Sciences Group, Inc.

Vanguard S&P 500 ETF

Return for Risk

SLS vs. VOO — Risk / Return Rank

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

SLS
SLS Risk / Return Rank: 9494
Overall Rank
SLS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SLS Sortino Ratio Rank: 9393
Sortino Ratio Rank
SLS Omega Ratio Rank: 9090
Omega Ratio Rank
SLS Calmar Ratio Rank: 9797
Calmar Ratio Rank
SLS Martin Ratio Rank: 9595
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SLS vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SELLAS Life Sciences Group, Inc. (SLS) 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.


SLSVOODifference

Sharpe ratio

Return per unit of total volatility

3.28

0.98

+2.30

Sortino ratio

Return per unit of downside risk

3.28

1.50

+1.79

Omega ratio

Gain probability vs. loss probability

1.39

1.23

+0.16

Calmar ratio

Return relative to maximum drawdown

7.69

1.53

+6.16

Martin ratio

Return relative to average drawdown

16.04

7.29

+8.75

SLS vs. VOO - Sharpe Ratio Comparison

The current SLS Sharpe Ratio is 3.28, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SLS 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.


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Sharpe Ratios by Period


SLSVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.28

0.98

+2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.70

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.83

-1.15

Correlation

The correlation between SLS and VOO is 0.21, 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.


Dividends

SLS vs. VOO - Dividend Comparison

SLS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
SLS
SELLAS Life Sciences Group, 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
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

SLS vs. VOO - Drawdown Comparison

The maximum SLS drawdown since its inception was -99.89%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SLS and VOO.


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Drawdown Indicators


SLSVOODifference

Max Drawdown

Largest peak-to-trough decline

-99.89%

-33.99%

-65.90%

Max Drawdown (1Y)

Largest decline over 1 year

-36.53%

-11.98%

-24.55%

Max Drawdown (5Y)

Largest decline over 5 years

-96.31%

-24.52%

-71.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-99.06%

-6.29%

-92.77%

Average Drawdown

Average peak-to-trough decline

-93.61%

-3.72%

-89.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.52%

2.52%

+15.00%

Volatility

SLS vs. VOO - Volatility Comparison

SELLAS Life Sciences Group, Inc. (SLS) has a higher volatility of 33.34% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that SLS'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.


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Volatility by Period


SLSVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

33.34%

5.29%

+28.05%

Volatility (6M)

Calculated over the trailing 6-month period

71.74%

9.44%

+62.30%

Volatility (1Y)

Calculated over the trailing 1-year period

89.72%

18.10%

+71.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.09%

16.82%

+77.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

133.97%

17.99%

+115.98%