SPKKY vs. VOO
SPKKY (Spark New Zealand Ltd ADR) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SPKKY returned -1.97%/yr vs 15.14%/yr for VOO. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
SPKKY vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SPKKY achieves a -10.41% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, SPKKY has underperformed VOO with an annualized return of -1.97%, while VOO has yielded a comparatively higher 15.14% annualized return.
SPKKY
- 1D
- -3.60%
- 1M
- 6.84%
- 6M
- -13.13%
- YTD
- -10.41%
- 1Y
- -14.92%
- 3Y*
- -22.17%
- 5Y*
- -12.85%
- 10Y*
- -1.97%
- ALL TIME*
- 3.14%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $122.00K | $152.24K | $249.81K | |
| $3.82B | $3.78B | $5.44B |
SPKKY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPKKY Spark New Zealand Ltd ADR | -10.41% | -9.65% | -45.61% | 2.42% | 15.95% | -2.52% | 24.24% | 9.91% | 14.56% | 16.89% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between SPKKY and VOO is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2012 | 0.29 |
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Return for Risk
SPKKY vs. VOO — Risk / Return Rank
SPKKY
VOO
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPKKY | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.28 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 2.21 | -2.70 |
| Martin ratioReturn relative to average drawdown | -0.96 | 9.44 | -10.40 |
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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
| SPKKY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.74% | -33.99% | -26.75% |
Max Drawdown (1Y)Largest decline over 1 year | -27.92% | -8.90% | -19.02% |
Max Drawdown (3Y)Largest decline over 3 years | -60.74% | -18.69% | -42.05% |
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 DrawdownCurrent decline from peak | -56.05% | -1.38% | -54.67% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -3.67% | -10.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.16% | 2.08% | +12.08% |
Volatility
SPKKY vs. VOO - Volatility Comparison
Spark New Zealand Ltd ADR (SPKKY) has a higher volatility of 7.84% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. 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
| SPKKY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 3.54% | +4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 15.96% | 10.10% | +5.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.54% | 12.82% | +7.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 16.93% | +5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.24% | 18.01% | +5.23% |
Dividends
SPKKY vs. VOO - Dividend Comparison
SPKKY's dividend yield for the trailing twelve months is around 11.97%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPKKY Spark New Zealand Ltd ADR | 11.97% | 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 | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
SPKKY and VOO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPKKY has higher volatility (7.84%) compared to VOO (3.54%). In terms of maximum drawdown, SPKKY dropped -60.74% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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