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

Correlation

The correlation between SNOW and VOO is 0.52, 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.


-0.50.00.51.00.5

Performance

SNOW vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
28.42%
7.92%
SNOW
VOO

Key characteristics

Sharpe Ratio

SNOW:

-0.33

VOO:

2.04

Sortino Ratio

SNOW:

-0.16

VOO:

2.72

Omega Ratio

SNOW:

0.98

VOO:

1.38

Calmar Ratio

SNOW:

-0.25

VOO:

3.02

Martin Ratio

SNOW:

-0.48

VOO:

13.60

Ulcer Index

SNOW:

37.90%

VOO:

1.88%

Daily Std Dev

SNOW:

54.92%

VOO:

12.52%

Max Drawdown

SNOW:

-72.99%

VOO:

-33.99%

Current Drawdown

SNOW:

-59.54%

VOO:

-3.52%

Returns By Period

In the year-to-date period, SNOW achieves a -18.30% return, which is significantly lower than VOO's 24.65% return.


SNOW

YTD

-18.30%

1M

27.59%

6M

27.42%

1Y

-18.30%

5Y*

N/A

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SNOW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snowflake Inc. (SNOW) 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 SNOW, currently valued at -0.33, compared to the broader market-4.00-2.000.002.00-0.332.04
The chart of Sortino ratio for SNOW, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.162.72
The chart of Omega ratio for SNOW, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.38
The chart of Calmar ratio for SNOW, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.253.02
The chart of Martin ratio for SNOW, currently valued at -0.48, compared to the broader market0.0010.0020.00-0.4813.60
SNOW
VOO

The current SNOW Sharpe Ratio is -0.33, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SNOW 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.33
2.04
SNOW
VOO

Dividends

SNOW vs. VOO - Dividend Comparison

SNOW has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
SNOW
Snowflake 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
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SNOW vs. VOO - Drawdown Comparison

The maximum SNOW drawdown since its inception was -72.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SNOW and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-59.54%
-3.52%
SNOW
VOO

Volatility

SNOW vs. VOO - Volatility Comparison

Snowflake Inc. (SNOW) has a higher volatility of 30.76% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that SNOW'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%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
30.76%
3.58%
SNOW
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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