PortfoliosLab logo
STX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between STX and VOO is 0.56, 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.


Performance

STX vs. VOO - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%December2025FebruaryMarchAprilMay
1,557.78%
573.36%
STX
VOO

Key characteristics

Sharpe Ratio

STX:

0.18

VOO:

0.52

Sortino Ratio

STX:

0.61

VOO:

0.89

Omega Ratio

STX:

1.09

VOO:

1.13

Calmar Ratio

STX:

0.25

VOO:

0.57

Martin Ratio

STX:

0.70

VOO:

2.18

Ulcer Index

STX:

14.43%

VOO:

4.85%

Daily Std Dev

STX:

40.94%

VOO:

19.11%

Max Drawdown

STX:

-88.74%

VOO:

-33.99%

Current Drawdown

STX:

-13.70%

VOO:

-7.67%

Returns By Period

In the year-to-date period, STX achieves a 11.80% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, STX has underperformed VOO with an annualized return of 10.70%, while VOO has yielded a comparatively higher 12.42% annualized return.


STX

YTD

11.80%

1M

28.83%

6M

-7.22%

1Y

7.49%

5Y*

17.81%

10Y*

10.70%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*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

STX vs. VOO — Risk-Adjusted Performance Rank

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

STX
The Risk-Adjusted Performance Rank of STX is 5959
Overall Rank
The Sharpe Ratio Rank of STX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of STX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of STX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of STX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of STX is 6161
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

STX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seagate Technology plc (STX) 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.


The current STX Sharpe Ratio is 0.18, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of STX 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.18
0.52
STX
VOO

Dividends

STX vs. VOO - Dividend Comparison

STX's dividend yield for the trailing twelve months is around 2.97%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
STX
Seagate Technology plc
2.97%3.27%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%2.75%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

STX vs. VOO - Drawdown Comparison

The maximum STX drawdown since its inception was -88.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for STX and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-13.70%
-7.67%
STX
VOO

Volatility

STX vs. VOO - Volatility Comparison

Seagate Technology plc (STX) has a higher volatility of 15.80% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that STX'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%December2025FebruaryMarchAprilMay
15.80%
6.83%
STX
VOO