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VBIV vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBIV and VOOG is 0.21, 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

VBIV vs. VOOG - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-100.00%
14.56%
VBIV
VOOG

Key characteristics

Returns By Period


VBIV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOOG

YTD

4.40%

1M

1.03%

6M

14.56%

1Y

33.02%

5Y*

16.60%

10Y*

15.19%

*Annualized

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Risk-Adjusted Performance

VBIV vs. VOOG — Risk-Adjusted Performance Rank

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

VBIV
The Risk-Adjusted Performance Rank of VBIV is 77
Overall Rank
The Sharpe Ratio Rank of VBIV is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of VBIV is 88
Sortino Ratio Rank
The Omega Ratio Rank of VBIV is 33
Omega Ratio Rank
The Calmar Ratio Rank of VBIV is 11
Calmar Ratio Rank
The Martin Ratio Rank of VBIV is 22
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 7272
Overall Rank
The Sharpe Ratio Rank of VOOG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 7474
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.

VBIV vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VBI Vaccines Inc. (VBIV) and Vanguard S&P 500 Growth ETF (VOOG). 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 VBIV, currently valued at -0.56, compared to the broader market-2.000.002.00-0.561.75
The chart of Sortino ratio for VBIV, currently valued at -1.07, compared to the broader market-4.00-2.000.002.004.006.00-1.072.30
The chart of Omega ratio for VBIV, currently valued at 0.69, compared to the broader market0.501.001.502.000.691.32
The chart of Calmar ratio for VBIV, currently valued at -0.96, compared to the broader market0.002.004.006.00-0.962.45
The chart of Martin ratio for VBIV, currently valued at -1.28, compared to the broader market-10.000.0010.0020.0030.00-1.289.47
VBIV
VOOG


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.56
1.75
VBIV
VOOG

Dividends

VBIV vs. VOOG - Dividend Comparison

VBIV has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.47%.


TTM20242023202220212020201920182017201620152014
VBIV
VBI Vaccines 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%
VOOG
Vanguard S&P 500 Growth ETF
0.47%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

VBIV vs. VOOG - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-100.00%
-0.74%
VBIV
VOOG

Volatility

VBIV vs. VOOG - Volatility Comparison

The current volatility for VBI Vaccines Inc. (VBIV) is 0.00%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.40%. This indicates that VBIV experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February0
5.40%
VBIV
VOOG
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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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