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

Correlation

The correlation between VCEL and VOO is 0.36, 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.


-0.50.00.51.00.4

Performance

VCEL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vericel Corporation (VCEL) 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%SeptemberOctoberNovemberDecember2025February
90.30%
625.43%
VCEL
VOO

Key characteristics

Sharpe Ratio

VCEL:

0.61

VOO:

1.98

Sortino Ratio

VCEL:

1.19

VOO:

2.65

Omega Ratio

VCEL:

1.13

VOO:

1.36

Calmar Ratio

VCEL:

0.25

VOO:

2.98

Martin Ratio

VCEL:

2.16

VOO:

12.44

Ulcer Index

VCEL:

11.25%

VOO:

2.02%

Daily Std Dev

VCEL:

39.46%

VOO:

12.69%

Max Drawdown

VCEL:

-99.88%

VOO:

-33.99%

Current Drawdown

VCEL:

-95.95%

VOO:

0.00%

Returns By Period

The year-to-date returns for both investments are quite close, with VCEL having a 3.97% return and VOO slightly higher at 4.06%. Over the past 10 years, VCEL has outperformed VOO with an annualized return of 31.80%, while VOO has yielded a comparatively lower 13.30% annualized return.


VCEL

YTD

3.97%

1M

-0.80%

6M

23.36%

1Y

15.64%

5Y*

24.59%

10Y*

31.80%

VOO

YTD

4.06%

1M

2.87%

6M

10.75%

1Y

23.12%

5Y*

14.36%

10Y*

13.30%

*Annualized

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Risk-Adjusted Performance

VCEL vs. VOO — Risk-Adjusted Performance Rank

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

VCEL
The Risk-Adjusted Performance Rank of VCEL is 6161
Overall Rank
The Sharpe Ratio Rank of VCEL is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VCEL is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VCEL is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VCEL is 5757
Calmar Ratio Rank
The Martin Ratio Rank of VCEL is 6666
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8080
Overall Rank
The Sharpe Ratio Rank of VOO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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.

VCEL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vericel Corporation (VCEL) 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 VCEL, currently valued at 0.61, compared to the broader market-2.000.002.004.000.611.98
The chart of Sortino ratio for VCEL, currently valued at 1.19, compared to the broader market-6.00-4.00-2.000.002.004.006.001.192.65
The chart of Omega ratio for VCEL, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.36
The chart of Calmar ratio for VCEL, currently valued at 0.46, compared to the broader market0.002.004.006.000.462.98
The chart of Martin ratio for VCEL, currently valued at 2.16, compared to the broader market-10.000.0010.0020.0030.002.1612.44
VCEL
VOO

The current VCEL Sharpe Ratio is 0.61, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VCEL 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
0.61
1.98
VCEL
VOO

Dividends

VCEL vs. VOO - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
VCEL
Vericel Corporation
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

VCEL vs. VOO - Drawdown Comparison

The maximum VCEL drawdown since its inception was -99.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VCEL and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-32.04%
0
VCEL
VOO

Volatility

VCEL vs. VOO - Volatility Comparison

Vericel Corporation (VCEL) has a higher volatility of 10.34% compared to Vanguard S&P 500 ETF (VOO) at 3.13%. This indicates that VCEL'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%SeptemberOctoberNovemberDecember2025February
10.34%
3.13%
VCEL
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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