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

Correlation

The correlation between SPCE and VOO is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

SPCE vs. VOO - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-98.79%
97.94%
SPCE
VOO

Key characteristics

Sharpe Ratio

SPCE:

-0.91

VOO:

0.54

Sortino Ratio

SPCE:

-2.19

VOO:

0.88

Omega Ratio

SPCE:

0.77

VOO:

1.13

Calmar Ratio

SPCE:

-0.85

VOO:

0.55

Martin Ratio

SPCE:

-1.17

VOO:

2.27

Ulcer Index

SPCE:

72.07%

VOO:

4.55%

Daily Std Dev

SPCE:

93.16%

VOO:

19.19%

Max Drawdown

SPCE:

-99.80%

VOO:

-33.99%

Current Drawdown

SPCE:

-99.76%

VOO:

-9.90%

Returns By Period

In the year-to-date period, SPCE achieves a -51.53% return, which is significantly lower than VOO's -5.74% return.


SPCE

YTD

-51.53%

1M

-12.31%

6M

-59.57%

1Y

-83.94%

5Y*

-62.08%

10Y*

N/A

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SPCE vs. VOO — Risk-Adjusted Performance Rank

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

SPCE
The Risk-Adjusted Performance Rank of SPCE is 88
Overall Rank
The Sharpe Ratio Rank of SPCE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SPCE is 22
Sortino Ratio Rank
The Omega Ratio Rank of SPCE is 55
Omega Ratio Rank
The Calmar Ratio Rank of SPCE is 44
Calmar Ratio Rank
The Martin Ratio Rank of SPCE is 2222
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

SPCE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virgin Galactic Holdings, Inc. (SPCE) 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.


The chart of Sharpe ratio for SPCE, currently valued at -0.91, compared to the broader market-2.00-1.000.001.002.003.00
SPCE: -0.91
VOO: 0.54
The chart of Sortino ratio for SPCE, currently valued at -2.19, compared to the broader market-6.00-4.00-2.000.002.004.00
SPCE: -2.19
VOO: 0.88
The chart of Omega ratio for SPCE, currently valued at 0.77, compared to the broader market0.501.001.502.00
SPCE: 0.77
VOO: 1.13
The chart of Calmar ratio for SPCE, currently valued at -0.85, compared to the broader market0.001.002.003.004.005.00
SPCE: -0.85
VOO: 0.55
The chart of Martin ratio for SPCE, currently valued at -1.17, compared to the broader market-5.000.005.0010.0015.0020.00
SPCE: -1.17
VOO: 2.27

The current SPCE Sharpe Ratio is -0.91, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SPCE 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.91
0.54
SPCE
VOO

Dividends

SPCE vs. VOO - Dividend Comparison

SPCE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.38%.


TTM20242023202220212020201920182017201620152014
SPCE
Virgin Galactic Holdings, 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
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SPCE vs. VOO - Drawdown Comparison

The maximum SPCE drawdown since its inception was -99.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPCE and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.76%
-9.90%
SPCE
VOO

Volatility

SPCE vs. VOO - Volatility Comparison

Virgin Galactic Holdings, Inc. (SPCE) has a higher volatility of 25.17% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that SPCE'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%NovemberDecember2025FebruaryMarchApril
25.17%
13.96%
SPCE
VOO