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

Correlation

The correlation between SYRE and VOO is 0.25, 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.


-0.50.00.51.00.2

Performance

SYRE vs. VOO - Performance Comparison

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

-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-14.54%
10.98%
SYRE
VOO

Key characteristics

Sharpe Ratio

SYRE:

0.01

VOO:

1.83

Sortino Ratio

SYRE:

0.52

VOO:

2.46

Omega Ratio

SYRE:

1.06

VOO:

1.33

Calmar Ratio

SYRE:

0.01

VOO:

2.77

Martin Ratio

SYRE:

0.02

VOO:

11.56

Ulcer Index

SYRE:

34.84%

VOO:

2.02%

Daily Std Dev

SYRE:

71.34%

VOO:

12.72%

Max Drawdown

SYRE:

-99.12%

VOO:

-33.99%

Current Drawdown

SYRE:

-92.43%

VOO:

-0.01%

Returns By Period

In the year-to-date period, SYRE achieves a -2.58% return, which is significantly lower than VOO's 4.06% return.


SYRE

YTD

-2.58%

1M

9.04%

6M

-14.58%

1Y

0.62%

5Y*

-35.63%

10Y*

N/A

VOO

YTD

4.06%

1M

4.75%

6M

10.98%

1Y

23.95%

5Y*

14.37%

10Y*

13.32%

*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

SYRE vs. VOO — Risk-Adjusted Performance Rank

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

SYRE
The Risk-Adjusted Performance Rank of SYRE is 4545
Overall Rank
The Sharpe Ratio Rank of SYRE is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SYRE is 4545
Sortino Ratio Rank
The Omega Ratio Rank of SYRE is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SYRE is 4545
Calmar Ratio Rank
The Martin Ratio Rank of SYRE is 4646
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7777
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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.

SYRE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Spyre Therapeutics Inc. (SYRE) 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 SYRE, currently valued at 0.01, compared to the broader market-2.000.002.004.000.011.83
The chart of Sortino ratio for SYRE, currently valued at 0.52, compared to the broader market-6.00-4.00-2.000.002.004.006.000.522.46
The chart of Omega ratio for SYRE, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.33
The chart of Calmar ratio for SYRE, currently valued at 0.01, compared to the broader market0.002.004.006.000.012.77
The chart of Martin ratio for SYRE, currently valued at 0.02, compared to the broader market0.0010.0020.0030.000.0211.56
SYRE
VOO

The current SYRE Sharpe Ratio is 0.01, which is lower than the VOO Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SYRE 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.01
1.83
SYRE
VOO

Dividends

SYRE vs. VOO - Dividend Comparison

SYRE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
SYRE
Spyre Therapeutics Inc.
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
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SYRE vs. VOO - Drawdown Comparison

The maximum SYRE drawdown since its inception was -99.12%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SYRE and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-92.43%
-0.01%
SYRE
VOO

Volatility

SYRE vs. VOO - Volatility Comparison

Spyre Therapeutics Inc. (SYRE) has a higher volatility of 15.63% compared to Vanguard S&P 500 ETF (VOO) at 3.55%. This indicates that SYRE'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%SeptemberOctoberNovemberDecember2025February
15.63%
3.55%
SYRE
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 © 2025 PortfoliosLab