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

Correlation

The correlation between SMMT and VOO is 0.15, 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.


-0.50.00.51.00.1

Performance

SMMT vs. VOO - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
75.37%
236.38%
SMMT
VOO

Key characteristics

Sharpe Ratio

SMMT:

2.14

VOO:

2.25

Sortino Ratio

SMMT:

5.44

VOO:

2.98

Omega Ratio

SMMT:

1.72

VOO:

1.42

Calmar Ratio

SMMT:

7.48

VOO:

3.31

Martin Ratio

SMMT:

25.41

VOO:

14.77

Ulcer Index

SMMT:

25.07%

VOO:

1.90%

Daily Std Dev

SMMT:

298.18%

VOO:

12.46%

Max Drawdown

SMMT:

-95.75%

VOO:

-33.99%

Current Drawdown

SMMT:

-44.03%

VOO:

-2.47%

Returns By Period

In the year-to-date period, SMMT achieves a 584.67% return, which is significantly higher than VOO's 26.02% return.


SMMT

YTD

584.67%

1M

-2.99%

6M

125.35%

1Y

654.01%

5Y*

65.57%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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


Risk-Adjusted Performance

SMMT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Summit Therapeutics Inc. (SMMT) 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 SMMT, currently valued at 2.14, compared to the broader market-4.00-2.000.002.002.142.25
The chart of Sortino ratio for SMMT, currently valued at 5.44, compared to the broader market-4.00-2.000.002.004.005.442.98
The chart of Omega ratio for SMMT, currently valued at 1.72, compared to the broader market0.501.001.502.001.721.42
The chart of Calmar ratio for SMMT, currently valued at 7.48, compared to the broader market0.002.004.006.007.483.31
The chart of Martin ratio for SMMT, currently valued at 25.41, compared to the broader market-5.000.005.0010.0015.0020.0025.0025.4114.77
SMMT
VOO

The current SMMT Sharpe Ratio is 2.14, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SMMT 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.14
2.25
SMMT
VOO

Dividends

SMMT vs. VOO - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
SMMT
Summit Therapeutics 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
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

SMMT vs. VOO - Drawdown Comparison

The maximum SMMT drawdown since its inception was -95.75%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SMMT and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.03%
-2.47%
SMMT
VOO

Volatility

SMMT vs. VOO - Volatility Comparison

Summit Therapeutics Inc. (SMMT) has a higher volatility of 17.79% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that SMMT'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%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
17.79%
3.75%
SMMT
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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