PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
STNG vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between STNG and VOO is 0.34, 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.


-0.50.00.51.00.3

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.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-34.90%
595.32%
STNG
VOO

Key characteristics

Sharpe Ratio

STNG:

-0.61

VOO:

2.04

Sortino Ratio

STNG:

-0.73

VOO:

2.72

Omega Ratio

STNG:

0.92

VOO:

1.38

Calmar Ratio

STNG:

-0.38

VOO:

3.02

Martin Ratio

STNG:

-1.10

VOO:

13.60

Ulcer Index

STNG:

16.42%

VOO:

1.88%

Daily Std Dev

STNG:

29.76%

VOO:

12.52%

Max Drawdown

STNG:

-91.08%

VOO:

-33.99%

Current Drawdown

STNG:

-46.52%

VOO:

-3.52%

Returns By Period

In the year-to-date period, STNG achieves a -18.85% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, STNG has underperformed VOO with an annualized return of -2.18%, while VOO has yielded a comparatively higher 13.02% annualized return.


STNG

YTD

-18.85%

1M

-11.41%

6M

-39.56%

1Y

-20.85%

5Y*

7.82%

10Y*

-2.18%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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

STNG vs. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for STNG, currently valued at -0.61, compared to the broader market-4.00-2.000.002.00-0.612.04
The chart of Sortino ratio for STNG, currently valued at -0.73, compared to the broader market-4.00-2.000.002.004.00-0.732.72
The chart of Omega ratio for STNG, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.38
The chart of Calmar ratio for STNG, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.403.02
The chart of Martin ratio for STNG, currently valued at -1.10, compared to the broader market0.0010.0020.00-1.1013.60
STNG
VOO

The current STNG Sharpe Ratio is -0.61, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of STNG 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.61
2.04
STNG
VOO

Dividends

STNG vs. VOO - Dividend Comparison

STNG's dividend yield for the trailing twelve months is around 3.32%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
STNG
Scorpio Tankers Inc.
3.32%1.73%0.74%3.12%3.57%1.27%2.27%1.31%11.04%6.17%4.49%1.10%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

STNG vs. VOO - Drawdown Comparison

The maximum STNG drawdown since its inception was -91.08%, 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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.57%
-3.52%
STNG
VOO

Volatility

STNG vs. VOO - Volatility Comparison

Scorpio Tankers Inc. (STNG) has a higher volatility of 7.94% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.94%
3.58%
STNG
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab