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

Key characteristics


SMMTVOO
YTD Return841.00%18.91%
1Y Return1,206.38%28.20%
3Y Return (Ann)56.91%9.93%
5Y Return (Ann)75.96%15.31%
Sharpe Ratio4.222.21
Daily Std Dev298.07%12.64%
Max Drawdown-95.75%-33.99%
Current Drawdown-23.08%-0.60%

Correlation

-0.50.00.51.00.1

The correlation between SMMT and VOO is 0.14, 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.

Performance

SMMT vs. VOO - Performance Comparison

In the year-to-date period, SMMT achieves a 841.00% return, which is significantly higher than VOO's 18.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%AprilMayJuneJulyAugustSeptember
541.18%
8.27%
SMMT
VOO

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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.


SMMT
Sharpe ratio
The chart of Sharpe ratio for SMMT, currently valued at 4.22, compared to the broader market-4.00-2.000.002.004.22
Sortino ratio
The chart of Sortino ratio for SMMT, currently valued at 6.41, compared to the broader market-6.00-4.00-2.000.002.004.006.41
Omega ratio
The chart of Omega ratio for SMMT, currently valued at 1.87, compared to the broader market0.501.001.502.001.87
Calmar ratio
The chart of Calmar ratio for SMMT, currently valued at 14.03, compared to the broader market0.001.002.003.004.005.0014.03
Martin ratio
The chart of Martin ratio for SMMT, currently valued at 76.91, compared to the broader market-10.00-5.000.005.0010.0015.0020.0076.91
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.21, compared to the broader market-4.00-2.000.002.002.21
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.98, compared to the broader market-6.00-4.00-2.000.002.004.002.98
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.41, compared to the broader market0.001.002.003.004.005.002.41
Martin ratio
The chart of Martin ratio for VOO, currently valued at 12.12, compared to the broader market-10.00-5.000.005.0010.0015.0020.0012.12

SMMT vs. VOO - Sharpe Ratio Comparison

The current SMMT Sharpe Ratio is 4.22, which is higher than the VOO Sharpe Ratio of 2.21. The chart below compares the 12-month rolling Sharpe Ratio of SMMT and VOO.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00AprilMayJuneJulyAugustSeptember
4.22
2.21
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 1.28%.


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
1.28%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.


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-23.08%
-0.60%
SMMT
VOO

Volatility

SMMT vs. VOO - Volatility Comparison

Summit Therapeutics Inc. (SMMT) has a higher volatility of 56.68% compared to Vanguard S&P 500 ETF (VOO) at 3.83%. 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%AprilMayJuneJulyAugustSeptember
56.68%
3.83%
SMMT
VOO