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SSTK vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSTK vs. VOO - Performance Comparison

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

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SSTK vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSTK
Shutterstock, Inc.
-11.74%-32.71%-35.06%-6.41%-51.70%55.94%69.71%19.08%-11.27%-9.45%
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, SSTK achieves a -11.74% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, SSTK has underperformed VOO with an annualized return of -5.63%, while VOO has yielded a comparatively higher 14.14% annualized return.


SSTK

1D
-0.60%
1M
2.41%
YTD
-11.74%
6M
-18.24%
1Y
-4.63%
3Y*
-36.08%
5Y*
-26.61%
10Y*
-5.63%

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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Return for Risk

SSTK vs. VOO — Risk / Return Rank

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

SSTK
SSTK Risk / Return Rank: 3636
Overall Rank
SSTK Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SSTK Sortino Ratio Rank: 3535
Sortino Ratio Rank
SSTK Omega Ratio Rank: 3434
Omega Ratio Rank
SSTK Calmar Ratio Rank: 3737
Calmar Ratio Rank
SSTK Martin Ratio Rank: 3737
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.

SSTK vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shutterstock, Inc. (SSTK) 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.


SSTKVOODifference

Sharpe ratio

Return per unit of total volatility

-0.09

1.01

-1.09

Sortino ratio

Return per unit of downside risk

0.27

1.53

-1.26

Omega ratio

Gain probability vs. loss probability

1.03

1.23

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.11

1.55

-1.67

Martin ratio

Return relative to average drawdown

-0.24

7.31

-7.55

SSTK vs. VOO - Sharpe Ratio Comparison

The current SSTK Sharpe Ratio is -0.09, which is lower than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SSTK 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


SSTKVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.01

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.57

0.71

-1.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.13

0.79

-0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.83

-0.84

Correlation

The correlation between SSTK and VOO is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SSTK vs. VOO - Dividend Comparison

SSTK's dividend yield for the trailing twelve months is around 8.18%, more than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
SSTK
Shutterstock, Inc.
8.18%6.91%3.95%2.24%1.82%0.76%0.95%0.00%8.33%0.00%0.00%0.00%
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

SSTK vs. VOO - Drawdown Comparison

The maximum SSTK drawdown since its inception was -87.39%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SSTK and VOO.


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Drawdown Indicators


SSTKVOODifference

Max Drawdown

Largest peak-to-trough decline

-87.39%

-33.99%

-53.40%

Max Drawdown (1Y)

Largest decline over 1 year

-42.00%

-11.98%

-30.02%

Max Drawdown (5Y)

Largest decline over 5 years

-87.39%

-24.52%

-62.87%

Max Drawdown (10Y)

Largest decline over 10 years

-87.39%

-33.99%

-53.40%

Current Drawdown

Current decline from peak

-84.63%

-5.55%

-79.08%

Average Drawdown

Average peak-to-trough decline

-47.56%

-3.72%

-43.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.55%

2.55%

+17.00%

Volatility

SSTK vs. VOO - Volatility Comparison

Shutterstock, Inc. (SSTK) has a higher volatility of 10.24% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that SSTK'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


SSTKVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.24%

5.34%

+4.90%

Volatility (6M)

Calculated over the trailing 6-month period

37.84%

9.47%

+28.37%

Volatility (1Y)

Calculated over the trailing 1-year period

53.94%

18.11%

+35.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.22%

16.82%

+30.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.74%

17.99%

+26.75%