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

Correlation

The correlation between SOLR and VOO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SOLR vs. VOO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-8.91%
9.82%
SOLR
VOO

Key characteristics

Sharpe Ratio

SOLR:

-0.15

VOO:

1.92

Sortino Ratio

SOLR:

-0.08

VOO:

2.58

Omega Ratio

SOLR:

0.99

VOO:

1.35

Calmar Ratio

SOLR:

-0.09

VOO:

2.88

Martin Ratio

SOLR:

-0.33

VOO:

12.03

Ulcer Index

SOLR:

8.75%

VOO:

2.02%

Daily Std Dev

SOLR:

18.79%

VOO:

12.69%

Max Drawdown

SOLR:

-33.25%

VOO:

-33.99%

Current Drawdown

SOLR:

-27.41%

VOO:

0.00%

Returns By Period

In the year-to-date period, SOLR achieves a 1.66% return, which is significantly lower than VOO's 4.36% return.


SOLR

YTD

1.66%

1M

-0.40%

6M

-7.79%

1Y

-5.67%

5Y*

N/A

10Y*

N/A

VOO

YTD

4.36%

1M

2.34%

6M

10.20%

1Y

24.11%

5Y*

14.50%

10Y*

13.28%

*Annualized

Compare stocks, funds, or ETFs

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


SOLR vs. VOO - Expense Ratio Comparison

SOLR has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.


SOLR
SmartETFs Sustainable Energy II ETF
Expense ratio chart for SOLR: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SOLR vs. VOO — Risk-Adjusted Performance Rank

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

SOLR
The Risk-Adjusted Performance Rank of SOLR is 55
Overall Rank
The Sharpe Ratio Rank of SOLR is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of SOLR is 55
Sortino Ratio Rank
The Omega Ratio Rank of SOLR is 55
Omega Ratio Rank
The Calmar Ratio Rank of SOLR is 55
Calmar Ratio Rank
The Martin Ratio Rank of SOLR is 55
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SOLR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Sustainable Energy II ETF (SOLR) 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 SOLR, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.281.92
The chart of Sortino ratio for SOLR, currently valued at -0.26, compared to the broader market0.005.0010.00-0.262.58
The chart of Omega ratio for SOLR, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.35
The chart of Calmar ratio for SOLR, currently valued at -0.17, compared to the broader market0.005.0010.0015.0020.00-0.172.88
The chart of Martin ratio for SOLR, currently valued at -0.59, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.5912.03
SOLR
VOO

The current SOLR Sharpe Ratio is -0.15, which is lower than the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SOLR 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.28
1.92
SOLR
VOO

Dividends

SOLR vs. VOO - Dividend Comparison

SOLR's dividend yield for the trailing twelve months is around 0.91%, less than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
SOLR
SmartETFs Sustainable Energy II ETF
0.91%0.93%0.42%1.29%2.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SOLR vs. VOO - Drawdown Comparison

The maximum SOLR drawdown since its inception was -33.25%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SOLR and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-27.41%
0
SOLR
VOO

Volatility

SOLR vs. VOO - Volatility Comparison

SmartETFs Sustainable Energy II ETF (SOLR) has a higher volatility of 5.27% compared to Vanguard S&P 500 ETF (VOO) at 3.12%. This indicates that SOLR'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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
5.27%
3.12%
SOLR
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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