SPMC vs. VOO
SPMC (Sound Point Meridian Capital, Inc) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past year, SPMC returned -27.88% vs 21.53% for VOO. At a 0.23 correlation, their price movements are largely independent.
Performance
SPMC vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SPMC achieves a -12.66% return, which is significantly lower than VOO's 10.45% return.
SPMC
- 1D
- 3.50%
- 1M
- -3.84%
- 6M
- -18.31%
- YTD
- -12.66%
- 1Y
- -27.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -0.77%
- 1M
- 1.25%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.53%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.16%
SPMC vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SPMC Sound Point Meridian Capital, Inc | -12.66% | -22.52% | 14.67% |
VOO Vanguard S&P 500 ETF | 10.45% | 17.82% | 9.14% |
Correlation
The correlation between SPMC and VOO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2024 | 0.23 |
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Return for Risk
SPMC vs. VOO — Risk / Return Rank
SPMC
VOO
SPMC vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sound Point Meridian Capital, Inc (SPMC) 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.
| SPMC | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.44 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.31 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 2.43 | -3.01 |
| Martin ratioReturn relative to average drawdown | -1.10 | 10.60 | -11.70 |
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Drawdowns
SPMC vs. VOO - Drawdown Comparison
The maximum SPMC drawdown since its inception was -52.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPMC and VOO.
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Drawdown Indicators
| SPMC | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.91% | -33.99% | -18.92% |
Max Drawdown (1Y)Largest decline over 1 year | -47.87% | -8.90% | -38.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -37.47% | -1.11% | -36.36% |
Average DrawdownAverage peak-to-trough decline | -16.67% | -3.68% | -12.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.31% | 2.04% | +23.27% |
Volatility
SPMC vs. VOO - Volatility Comparison
Sound Point Meridian Capital, Inc (SPMC) has a higher volatility of 10.34% compared to Vanguard S&P 500 ETF (VOO) at 4.16%. This indicates that SPMC'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
| SPMC | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.34% | 4.16% | +6.18% |
Volatility (6M)Calculated over the trailing 6-month period | 29.29% | 9.97% | +19.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.12% | 12.53% | +20.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.93% | 16.93% | +13.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.93% | 18.00% | +11.93% |
Dividends
SPMC vs. VOO - Dividend Comparison
SPMC's dividend yield for the trailing twelve months is around 26.40%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPMC Sound Point Meridian Capital, Inc | 26.40% | 21.60% | 6.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.07% | 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
SPMC and VOO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPMC has higher volatility (10.34%) compared to VOO (4.16%). In terms of maximum drawdown, SPMC dropped -52.91% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.73 vs -0.85), 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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