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

Correlation

The correlation between UAA and VOO is 0.50, 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.


-0.50.00.51.00.5

Performance

UAA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Under Armour, Inc. (UAA) 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
68.55%
602.93%
UAA
VOO

Key characteristics

Sharpe Ratio

UAA:

-0.12

VOO:

2.25

Sortino Ratio

UAA:

0.23

VOO:

2.98

Omega Ratio

UAA:

1.03

VOO:

1.42

Calmar Ratio

UAA:

-0.07

VOO:

3.31

Martin Ratio

UAA:

-0.33

VOO:

14.77

Ulcer Index

UAA:

19.58%

VOO:

1.90%

Daily Std Dev

UAA:

54.27%

VOO:

12.46%

Max Drawdown

UAA:

-88.15%

VOO:

-33.99%

Current Drawdown

UAA:

-83.97%

VOO:

-2.47%

Returns By Period

In the year-to-date period, UAA achieves a -1.93% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, UAA has underperformed VOO with an annualized return of -13.13%, while VOO has yielded a comparatively higher 13.08% annualized return.


UAA

YTD

-1.93%

1M

-6.71%

6M

23.32%

1Y

-3.90%

5Y*

-16.78%

10Y*

-13.13%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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

UAA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Under Armour, Inc. (UAA) 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 UAA, currently valued at -0.12, compared to the broader market-4.00-2.000.002.00-0.122.25
The chart of Sortino ratio for UAA, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.232.98
The chart of Omega ratio for UAA, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.42
The chart of Calmar ratio for UAA, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.073.31
The chart of Martin ratio for UAA, currently valued at -0.33, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.3314.77
UAA
VOO

The current UAA Sharpe Ratio is -0.12, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of UAA 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
-0.12
2.25
UAA
VOO

Dividends

UAA vs. VOO - Dividend Comparison

UAA has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
UAA
Under Armour, 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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

UAA vs. VOO - Drawdown Comparison

The maximum UAA drawdown since its inception was -88.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UAA and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-83.97%
-2.47%
UAA
VOO

Volatility

UAA vs. VOO - Volatility Comparison

Under Armour, Inc. (UAA) has a higher volatility of 15.49% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that UAA'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%35.00%JulyAugustSeptemberOctoberNovemberDecember
15.49%
3.75%
UAA
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