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SPKKY vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPKKY vs. VOO - Performance Comparison

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

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SPKKY vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPKKY
Spark New Zealand Ltd ADR
-4.35%-9.65%-45.61%2.42%15.95%-2.52%24.24%9.91%14.56%16.89%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, SPKKY achieves a -4.35% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, SPKKY has underperformed VOO with an annualized return of -0.14%, while VOO has yielded a comparatively higher 14.14% annualized return.


SPKKY

1D
0.33%
1M
-7.40%
YTD
-4.35%
6M
-7.97%
1Y
13.26%
3Y*
-20.59%
5Y*
-10.72%
10Y*
-0.14%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Spark New Zealand Ltd ADR

Vanguard S&P 500 ETF

Return for Risk

SPKKY vs. VOO — Risk / Return Rank

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

SPKKY
SPKKY Risk / Return Rank: 5757
Overall Rank
SPKKY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPKKY Sortino Ratio Rank: 5555
Sortino Ratio Rank
SPKKY Omega Ratio Rank: 5151
Omega Ratio Rank
SPKKY Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPKKY Martin Ratio Rank: 5757
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPKKY vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spark New Zealand Ltd ADR (SPKKY) 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.


SPKKYVOODifference

Sharpe ratio

Return per unit of total volatility

0.65

1.01

-0.35

Sortino ratio

Return per unit of downside risk

1.04

1.53

-0.50

Omega ratio

Gain probability vs. loss probability

1.12

1.23

-0.11

Calmar ratio

Return relative to maximum drawdown

0.87

1.55

-0.68

Martin ratio

Return relative to average drawdown

1.79

7.31

-5.51

SPKKY vs. VOO - Sharpe Ratio Comparison

The current SPKKY Sharpe Ratio is 0.65, which is lower than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SPKKY 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.


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Sharpe Ratios by Period


SPKKYVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.01

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

0.71

-1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.79

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.83

-0.68

Correlation

The correlation between SPKKY and VOO is 0.29, 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.


Dividends

SPKKY vs. VOO - Dividend Comparison

SPKKY's dividend yield for the trailing twelve months is around 11.22%, more than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
SPKKY
Spark New Zealand Ltd ADR
11.22%12.50%12.16%5.92%5.58%6.06%5.17%4.93%5.39%6.66%7.42%6.36%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

SPKKY vs. VOO - Drawdown Comparison

The maximum SPKKY drawdown since its inception was -60.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPKKY and VOO.


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Drawdown Indicators


SPKKYVOODifference

Max Drawdown

Largest peak-to-trough decline

-60.74%

-33.99%

-26.75%

Max Drawdown (1Y)

Largest decline over 1 year

-17.01%

-11.98%

-5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-60.74%

-24.52%

-36.22%

Max Drawdown (10Y)

Largest decline over 10 years

-60.74%

-33.99%

-26.75%

Current Drawdown

Current decline from peak

-53.08%

-5.55%

-47.53%

Average Drawdown

Average peak-to-trough decline

-12.70%

-3.72%

-8.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.27%

2.55%

+5.72%

Volatility

SPKKY vs. VOO - Volatility Comparison

Spark New Zealand Ltd ADR (SPKKY) has a higher volatility of 5.93% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that SPKKY'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.


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Volatility by Period


SPKKYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

5.34%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

9.47%

+3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

20.43%

18.11%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.52%

16.82%

+5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.43%

17.99%

+5.44%