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

Correlation

The correlation between STAA and VOO is 0.46, 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.


-0.50.00.51.00.5

Performance

STAA vs. VOO - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-49.35%
9.33%
STAA
VOO

Key characteristics

Sharpe Ratio

STAA:

-0.75

VOO:

1.89

Sortino Ratio

STAA:

-0.95

VOO:

2.54

Omega Ratio

STAA:

0.89

VOO:

1.35

Calmar Ratio

STAA:

-0.50

VOO:

2.83

Martin Ratio

STAA:

-1.27

VOO:

11.83

Ulcer Index

STAA:

35.72%

VOO:

2.02%

Daily Std Dev

STAA:

60.96%

VOO:

12.66%

Max Drawdown

STAA:

-95.73%

VOO:

-33.99%

Current Drawdown

STAA:

-89.64%

VOO:

-0.42%

Returns By Period

In the year-to-date period, STAA achieves a -30.63% return, which is significantly lower than VOO's 4.17% return. Over the past 10 years, STAA has underperformed VOO with an annualized return of 10.22%, while VOO has yielded a comparatively higher 13.26% annualized return.


STAA

YTD

-30.63%

1M

-26.77%

6M

-50.40%

1Y

-44.55%

5Y*

-13.49%

10Y*

10.22%

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*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

STAA vs. VOO — Risk-Adjusted Performance Rank

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

STAA
The Risk-Adjusted Performance Rank of STAA is 1313
Overall Rank
The Sharpe Ratio Rank of STAA is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of STAA is 1111
Sortino Ratio Rank
The Omega Ratio Rank of STAA is 1313
Omega Ratio Rank
The Calmar Ratio Rank of STAA is 1717
Calmar Ratio Rank
The Martin Ratio Rank of STAA is 1212
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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.

STAA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for STAAR Surgical Company (STAA) 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 STAA, currently valued at -0.75, compared to the broader market-2.000.002.00-0.751.89
The chart of Sortino ratio for STAA, currently valued at -0.95, compared to the broader market-4.00-2.000.002.004.006.00-0.952.54
The chart of Omega ratio for STAA, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.35
The chart of Calmar ratio for STAA, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.502.83
The chart of Martin ratio for STAA, currently valued at -1.27, compared to the broader market-10.000.0010.0020.0030.00-1.2711.83
STAA
VOO

The current STAA Sharpe Ratio is -0.75, which is lower than the VOO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of STAA 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.75
1.89
STAA
VOO

Dividends

STAA vs. VOO - Dividend Comparison

STAA has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
STAA
STAAR Surgical Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

STAA vs. VOO - Drawdown Comparison

The maximum STAA drawdown since its inception was -95.73%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for STAA and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-89.64%
-0.42%
STAA
VOO

Volatility

STAA vs. VOO - Volatility Comparison

STAAR Surgical Company (STAA) has a higher volatility of 32.63% compared to Vanguard S&P 500 ETF (VOO) at 2.94%. This indicates that STAA'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%30.00%35.00%SeptemberOctoberNovemberDecember2025February
32.63%
2.94%
STAA
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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