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

Correlation

The correlation between SN and VOO is 0.36, 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.


-0.50.00.51.00.4

Performance

SN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SharkNinja Inc. (SN) 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%JulyAugustSeptemberOctoberNovemberDecember
130.64%
31.89%
SN
VOO

Key characteristics

Sharpe Ratio

SN:

2.34

VOO:

2.25

Sortino Ratio

SN:

2.89

VOO:

2.98

Omega Ratio

SN:

1.44

VOO:

1.42

Calmar Ratio

SN:

4.63

VOO:

3.31

Martin Ratio

SN:

16.34

VOO:

14.77

Ulcer Index

SN:

5.62%

VOO:

1.90%

Daily Std Dev

SN:

39.26%

VOO:

12.46%

Max Drawdown

SN:

-36.42%

VOO:

-33.99%

Current Drawdown

SN:

-14.23%

VOO:

-2.47%

Returns By Period

In the year-to-date period, SN achieves a 86.28% return, which is significantly higher than VOO's 26.02% return.


SN

YTD

86.28%

1M

-5.10%

6M

20.52%

1Y

88.23%

5Y*

N/A

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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Risk-Adjusted Performance

SN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SharkNinja Inc. (SN) 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 SN, currently valued at 2.34, compared to the broader market-4.00-2.000.002.002.342.25
The chart of Sortino ratio for SN, currently valued at 2.89, compared to the broader market-4.00-2.000.002.004.002.892.98
The chart of Omega ratio for SN, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.42
The chart of Calmar ratio for SN, currently valued at 4.63, compared to the broader market0.002.004.006.004.633.31
The chart of Martin ratio for SN, currently valued at 16.34, compared to the broader market-5.000.005.0010.0015.0020.0025.0016.3414.77
SN
VOO

The current SN Sharpe Ratio is 2.34, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SN 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 Ratio1.002.003.004.005.00Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
2.34
2.25
SN
VOO

Dividends

SN vs. VOO - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
SN
SharkNinja Inc.
0.00%2.11%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

SN vs. VOO - Drawdown Comparison

The maximum SN drawdown since its inception was -36.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SN and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.23%
-2.47%
SN
VOO

Volatility

SN vs. VOO - Volatility Comparison

SharkNinja Inc. (SN) has a higher volatility of 13.81% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that SN'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%JulyAugustSeptemberOctoberNovemberDecember
13.81%
3.75%
SN
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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