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

Correlation

The correlation between SPKKY and VOO is 0.16, 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.


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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Key characteristics

Sharpe Ratio

SPKKY:

-1.12

VOO:

0.74

Sortino Ratio

SPKKY:

-1.60

VOO:

1.04

Omega Ratio

SPKKY:

0.78

VOO:

1.15

Calmar Ratio

SPKKY:

-0.65

VOO:

0.68

Martin Ratio

SPKKY:

-1.24

VOO:

2.58

Ulcer Index

SPKKY:

32.87%

VOO:

4.93%

Daily Std Dev

SPKKY:

35.43%

VOO:

19.54%

Max Drawdown

SPKKY:

-63.78%

VOO:

-33.99%

Current Drawdown

SPKKY:

-53.19%

VOO:

-3.55%

Returns By Period

In the year-to-date period, SPKKY achieves a -14.21% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, SPKKY has underperformed VOO with an annualized return of 2.91%, while VOO has yielded a comparatively higher 12.81% annualized return.


SPKKY

YTD

-14.21%

1M

5.11%

6M

-18.19%

1Y

-41.84%

3Y*

-18.80%

5Y*

-6.86%

10Y*

2.91%

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Spark New Zealand Ltd ADR

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SPKKY vs. VOO — Risk-Adjusted Performance Rank

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

SPKKY
The Risk-Adjusted Performance Rank of SPKKY is 77
Overall Rank
The Sharpe Ratio Rank of SPKKY is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of SPKKY is 44
Sortino Ratio Rank
The Omega Ratio Rank of SPKKY is 44
Omega Ratio Rank
The Calmar Ratio Rank of SPKKY is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SPKKY is 1515
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

SPKKY vs. VOO - Risk-Adjusted Performance 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.


The current SPKKY Sharpe Ratio is -1.12, which is lower than the VOO Sharpe Ratio of 0.74. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SPKKY vs. VOO - Dividend Comparison

SPKKY's dividend yield for the trailing twelve months is around 13.95%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
SPKKY
Spark New Zealand Ltd ADR
13.95%12.08%5.91%5.58%6.75%5.58%3.46%7.07%8.19%8.66%7.09%6.57%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SPKKY vs. VOO - Drawdown Comparison

The maximum SPKKY drawdown since its inception was -63.78%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SPKKY vs. VOO - Volatility Comparison

Spark New Zealand Ltd ADR (SPKKY) has a higher volatility of 6.34% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. 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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