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

Correlation

The correlation between SSRM and VOO is 0.17, 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.


-0.50.00.51.00.2

Performance

SSRM vs. VOO - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
55.19%
6.65%
SSRM
VOO

Key characteristics

Sharpe Ratio

SSRM:

-0.43

VOO:

2.18

Sortino Ratio

SSRM:

-0.03

VOO:

2.90

Omega Ratio

SSRM:

0.99

VOO:

1.40

Calmar Ratio

SSRM:

-0.36

VOO:

3.26

Martin Ratio

SSRM:

-0.69

VOO:

14.21

Ulcer Index

SSRM:

46.59%

VOO:

1.94%

Daily Std Dev

SSRM:

75.07%

VOO:

12.66%

Max Drawdown

SSRM:

-91.68%

VOO:

-33.99%

Current Drawdown

SSRM:

-83.60%

VOO:

-2.81%

Returns By Period

In the year-to-date period, SSRM achieves a 2.59% return, which is significantly higher than VOO's 0.48% return. Over the past 10 years, SSRM has underperformed VOO with an annualized return of 2.66%, while VOO has yielded a comparatively higher 13.24% annualized return.


SSRM

YTD

2.59%

1M

12.44%

6M

55.22%

1Y

-31.67%

5Y*

-15.85%

10Y*

2.66%

VOO

YTD

0.48%

1M

-2.81%

6M

6.64%

1Y

25.77%

5Y*

14.33%

10Y*

13.24%

*Annualized

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Risk-Adjusted Performance

SSRM vs. VOO — Risk-Adjusted Performance Rank

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

SSRM
The Risk-Adjusted Performance Rank of SSRM is 2929
Overall Rank
The Sharpe Ratio Rank of SSRM is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SSRM is 3232
Sortino Ratio Rank
The Omega Ratio Rank of SSRM is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SSRM is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SSRM is 3333
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

SSRM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SSR Mining Inc. (SSRM) 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.


Sharpe ratio
The chart of Sharpe ratio for SSRM, currently valued at -0.43, compared to the broader market-4.00-2.000.002.00-0.432.18
The chart of Sortino ratio for SSRM, currently valued at -0.03, compared to the broader market-4.00-2.000.002.004.00-0.032.90
The chart of Omega ratio for SSRM, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.40
The chart of Calmar ratio for SSRM, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.373.26
The chart of Martin ratio for SSRM, currently valued at -0.69, compared to the broader market-10.000.0010.0020.00-0.6914.21
SSRM
VOO

The current SSRM Sharpe Ratio is -0.43, which is lower than the VOO Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SSRM 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.43
2.18
SSRM
VOO

Dividends

SSRM vs. VOO - Dividend Comparison

SSRM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20242023202220212020201920182017201620152014
SSRM
SSR Mining Inc.
0.00%0.00%2.60%1.79%1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SSRM vs. VOO - Drawdown Comparison

The maximum SSRM drawdown since its inception was -91.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SSRM and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-78.63%
-2.81%
SSRM
VOO

Volatility

SSRM vs. VOO - Volatility Comparison

SSR Mining Inc. (SSRM) has a higher volatility of 18.66% compared to Vanguard S&P 500 ETF (VOO) at 4.44%. This indicates that SSRM'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%AugustSeptemberOctoberNovemberDecember2025
18.66%
4.44%
SSRM
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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