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

Correlation

The correlation between TRDA and VOO is 0.23, 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

TRDA vs. VOO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-22.62%
12.08%
TRDA
VOO

Key characteristics

Sharpe Ratio

TRDA:

-0.27

VOO:

1.81

Sortino Ratio

TRDA:

-0.01

VOO:

2.44

Omega Ratio

TRDA:

1.00

VOO:

1.33

Calmar Ratio

TRDA:

-0.23

VOO:

2.74

Martin Ratio

TRDA:

-0.97

VOO:

11.43

Ulcer Index

TRDA:

16.19%

VOO:

2.02%

Daily Std Dev

TRDA:

57.54%

VOO:

12.77%

Max Drawdown

TRDA:

-84.31%

VOO:

-33.99%

Current Drawdown

TRDA:

-65.03%

VOO:

-0.72%

Returns By Period

In the year-to-date period, TRDA achieves a -29.21% return, which is significantly lower than VOO's 3.31% return.


TRDA

YTD

-29.21%

1M

-16.45%

6M

-22.58%

1Y

-19.31%

5Y*

N/A

10Y*

N/A

VOO

YTD

3.31%

1M

4.26%

6M

12.44%

1Y

22.48%

5Y*

14.26%

10Y*

13.25%

*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

TRDA vs. VOO — Risk-Adjusted Performance Rank

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

TRDA
The Risk-Adjusted Performance Rank of TRDA is 3030
Overall Rank
The Sharpe Ratio Rank of TRDA is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of TRDA is 3232
Sortino Ratio Rank
The Omega Ratio Rank of TRDA is 3131
Omega Ratio Rank
The Calmar Ratio Rank of TRDA is 3232
Calmar Ratio Rank
The Martin Ratio Rank of TRDA is 2424
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7676
Overall Rank
The Sharpe Ratio Rank of VOO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8080
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.

TRDA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Entrada Therapeutics, Inc. (TRDA) 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 TRDA, currently valued at -0.27, compared to the broader market-2.000.002.004.00-0.271.81
The chart of Sortino ratio for TRDA, currently valued at -0.01, compared to the broader market-6.00-4.00-2.000.002.004.00-0.012.44
The chart of Omega ratio for TRDA, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.33
The chart of Calmar ratio for TRDA, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.232.74
The chart of Martin ratio for TRDA, currently valued at -0.97, compared to the broader market0.0010.0020.0030.00-0.9711.43
TRDA
VOO

The current TRDA Sharpe Ratio is -0.27, which is lower than the VOO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of TRDA 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
-0.27
1.81
TRDA
VOO

Dividends

TRDA vs. VOO - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
TRDA
Entrada 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

TRDA vs. VOO - Drawdown Comparison

The maximum TRDA drawdown since its inception was -84.31%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TRDA and VOO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-65.03%
-0.72%
TRDA
VOO

Volatility

TRDA vs. VOO - Volatility Comparison

Entrada Therapeutics, Inc. (TRDA) has a higher volatility of 15.85% compared to Vanguard S&P 500 ETF (VOO) at 3.40%. This indicates that TRDA'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
15.85%
3.40%
TRDA
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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