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STNG vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STNG vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, STNG achieves a 50.39% return, which is significantly higher than VOO's 10.91% return. Over the past 10 years, STNG has underperformed VOO with an annualized return of 5.47%, while VOO has yielded a comparatively higher 15.56% annualized return.


STNG

1D
0.68%
1M
-8.72%
YTD
50.39%
6M
35.11%
1Y
93.76%
3Y*
19.37%
5Y*
31.84%
10Y*
5.47%

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STNG vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STNG
Scorpio Tankers Inc.
50.39%6.03%-16.29%15.40%325.48%17.40%-70.74%127.09%-41.26%-31.93%
VOO
Vanguard S&P 500 ETF
10.91%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between STNG and VOO is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.32

Over the past year, the correlation between STNG and VOO has dropped to 0.01 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

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Return for Risk

STNG vs. VOO — Risk / Return Rank

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

STNG
STNG Risk / Return Rank: 8989
Overall Rank
STNG Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
STNG Sortino Ratio Rank: 9090
Sortino Ratio Rank
STNG Omega Ratio Rank: 8686
Omega Ratio Rank
STNG Calmar Ratio Rank: 8888
Calmar Ratio Rank
STNG Martin Ratio Rank: 8989
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

STNG vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scorpio Tankers Inc. (STNG) 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.


STNGVOODifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.38

1.43

-0.06

Calmar ratioReturn relative to maximum drawdown

4.15

3.16

+0.98

Martin ratioReturn relative to average drawdown

11.49

14.73

-3.24

STNG vs. VOO - Sharpe Ratio Comparison

The current STNG Sharpe Ratio is 2.42, which is comparable to the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of STNG and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


STNGVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.39

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.83

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.87

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.89

-0.90

Drawdowns

STNG vs. VOO - Drawdown Comparison

The maximum STNG drawdown since its inception was -91.13%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for STNG and VOO.


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Drawdown Indicators


STNGVOODifference

Max Drawdown

Largest peak-to-trough decline

-91.13%

-33.99%

-57.14%

Max Drawdown (1Y)

Largest decline over 1 year

-22.74%

-8.90%

-13.84%

Max Drawdown (3Y)

Largest decline over 3 years

-60.97%

-18.69%

-42.28%

Max Drawdown (5Y)

Largest decline over 5 years

-60.97%

-24.52%

-36.45%

Max Drawdown (10Y)

Largest decline over 10 years

-83.33%

-33.99%

-49.34%

Current Drawdown

Current decline from peak

-12.49%

-0.70%

-11.79%

Average Drawdown

Average peak-to-trough decline

-49.39%

-3.69%

-45.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.19%

1.91%

+6.28%

Volatility

STNG vs. VOO - Volatility Comparison

Scorpio Tankers Inc. (STNG) has a higher volatility of 9.98% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that STNG'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


STNGVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.98%

2.84%

+7.14%

Volatility (6M)

Calculated over the trailing 6-month period

27.74%

8.90%

+18.84%

Volatility (1Y)

Calculated over the trailing 1-year period

39.01%

11.80%

+27.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.09%

16.81%

+28.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.39%

18.01%

+36.38%

Dividends

STNG vs. VOO - Dividend Comparison

STNG's dividend yield for the trailing twelve months is around 2.28%, more than VOO's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
STNG
Scorpio Tankers Inc.
2.28%3.19%3.22%1.73%0.74%3.12%3.57%1.02%2.27%1.31%11.04%6.17%
VOO
Vanguard S&P 500 ETF
1.03%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


STNG and VOO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STNG has higher volatility (9.98%) compared to VOO (2.84%). In terms of maximum drawdown, STNG dropped -91.13% vs VOO's -33.99%.

STNG currently has the higher Sharpe Ratio (2.42 vs 2.39), 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.

Portfolio Optimizer

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