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

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.


-0.50.00.51.00.4

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.

100.00%200.00%300.00%400.00%AugustSeptemberOctoberNovemberDecember2025
66.37%
424.25%
SSTK
VOO

Key characteristics

Sharpe Ratio

SSTK:

-0.69

VOO:

2.21

Sortino Ratio

SSTK:

-0.84

VOO:

2.92

Omega Ratio

SSTK:

0.90

VOO:

1.41

Calmar Ratio

SSTK:

-0.44

VOO:

3.34

Martin Ratio

SSTK:

-1.21

VOO:

14.07

Ulcer Index

SSTK:

27.79%

VOO:

2.01%

Daily Std Dev

SSTK:

48.46%

VOO:

12.80%

Max Drawdown

SSTK:

-75.56%

VOO:

-33.99%

Current Drawdown

SSTK:

-73.60%

VOO:

-1.36%

Returns By Period

The year-to-date returns for both stocks are quite close, with SSTK having a 2.01% return and VOO slightly lower at 1.98%. Over the past 10 years, SSTK has underperformed VOO with an annualized return of -4.28%, while VOO has yielded a comparatively higher 13.52% annualized return.


SSTK

YTD

2.01%

1M

2.99%

6M

-22.38%

1Y

-34.16%

5Y*

-5.50%

10Y*

-4.28%

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SSTK vs. VOO — Risk-Adjusted Performance Rank

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

SSTK
The Risk-Adjusted Performance Rank of SSTK is 1515
Overall Rank
The Sharpe Ratio Rank of SSTK is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of SSTK is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SSTK is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SSTK is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SSTK is 1515
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
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.

SSTK vs. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SSTK, currently valued at -0.69, compared to the broader market-2.000.002.004.00-0.692.21
The chart of Sortino ratio for SSTK, currently valued at -0.84, compared to the broader market-4.00-2.000.002.004.00-0.842.92
The chart of Omega ratio for SSTK, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.41
The chart of Calmar ratio for SSTK, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.443.34
The chart of Martin ratio for SSTK, currently valued at -1.21, compared to the broader market-10.000.0010.0020.0030.00-1.2114.07
SSTK
VOO

The current SSTK Sharpe Ratio is -0.69, which is lower than the VOO Sharpe Ratio of 2.21. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.69
2.21
SSTK
VOO

Dividends

SSTK vs. VOO - Dividend Comparison

SSTK's dividend yield for the trailing twelve months is around 3.88%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
SSTK
Shutterstock, Inc.
3.88%3.95%2.24%1.82%0.76%0.95%0.00%8.33%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SSTK vs. VOO - Drawdown Comparison

The maximum SSTK drawdown since its inception was -75.56%, 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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-73.60%
-1.36%
SSTK
VOO

Volatility

SSTK vs. VOO - Volatility Comparison

Shutterstock, Inc. (SSTK) has a higher volatility of 23.95% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
23.95%
5.05%
SSTK
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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