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

Correlation

The correlation between VEEV and VOO is 0.51, 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

VEEV vs. VOO - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025
25.99%
13.66%
VEEV
VOO

Key characteristics

Sharpe Ratio

VEEV:

0.35

VOO:

1.88

Sortino Ratio

VEEV:

0.71

VOO:

2.52

Omega Ratio

VEEV:

1.09

VOO:

1.34

Calmar Ratio

VEEV:

0.21

VOO:

2.87

Martin Ratio

VEEV:

0.81

VOO:

12.06

Ulcer Index

VEEV:

13.15%

VOO:

2.01%

Daily Std Dev

VEEV:

30.65%

VOO:

12.80%

Max Drawdown

VEEV:

-61.35%

VOO:

-33.99%

Current Drawdown

VEEV:

-31.60%

VOO:

-1.31%

Returns By Period

In the year-to-date period, VEEV achieves a 10.94% return, which is significantly higher than VOO's 2.69% return. Over the past 10 years, VEEV has outperformed VOO with an annualized return of 22.83%, while VOO has yielded a comparatively lower 13.49% annualized return.


VEEV

YTD

10.94%

1M

10.77%

6M

25.99%

1Y

12.79%

5Y*

9.47%

10Y*

22.83%

VOO

YTD

2.69%

1M

2.95%

6M

13.66%

1Y

23.41%

5Y*

15.01%

10Y*

13.49%

*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

VEEV vs. VOO — Risk-Adjusted Performance Rank

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

VEEV
The Risk-Adjusted Performance Rank of VEEV is 5555
Overall Rank
The Sharpe Ratio Rank of VEEV is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VEEV is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VEEV is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VEEV is 5757
Calmar Ratio Rank
The Martin Ratio Rank of VEEV is 5757
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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.

VEEV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Veeva Systems Inc. (VEEV) 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 VEEV, currently valued at 0.35, compared to the broader market-2.000.002.000.351.88
The chart of Sortino ratio for VEEV, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.712.52
The chart of Omega ratio for VEEV, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.34
The chart of Calmar ratio for VEEV, currently valued at 0.21, compared to the broader market0.002.004.006.000.212.87
The chart of Martin ratio for VEEV, currently valued at 0.81, compared to the broader market0.0010.0020.000.8112.06
VEEV
VOO

The current VEEV Sharpe Ratio is 0.35, which is lower than the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of VEEV 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025
0.35
1.88
VEEV
VOO

Dividends

VEEV vs. VOO - Dividend Comparison

VEEV has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


TTM20242023202220212020201920182017201620152014
VEEV
Veeva Systems 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
1.21%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VEEV vs. VOO - Drawdown Comparison

The maximum VEEV drawdown since its inception was -61.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VEEV and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025
-31.60%
-1.31%
VEEV
VOO

Volatility

VEEV vs. VOO - Volatility Comparison

Veeva Systems Inc. (VEEV) has a higher volatility of 7.39% compared to Vanguard S&P 500 ETF (VOO) at 3.94%. This indicates that VEEV'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025
7.39%
3.94%
VEEV
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