VGASW vs. VOO

Last updated Jun 3, 2026

VGASW (Verde Clean Fuels Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, VGASW returned -58.56%/yr vs 22.73%/yr for VOO. At a 0.02 correlation, their price movements are largely independent.

Performance

VGASW vs. VOO - Performance Comparison

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

Returns By Period

In the year-to-date period, VGASW achieves a -69.76% return, which is significantly lower than VOO's 11.69% return.

VGASW

• 1D: -10.75%
• 1M: -33.06%
• YTD: -69.76%
• 6M: -71.38%
• 1Y: -85.11%
• 3Y*: -58.56%
• 5Y*: —
• 10Y*: —

VOO

• 1D: 0.14%
• 1M: 5.39%
• YTD: 11.69%
• 6M: 12.11%
• 1Y: 29.68%
• 3Y*: 22.73%
• 5Y*: 14.26%
• 10Y*: 15.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VGASW vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VGASW Verde Clean Fuels Inc.	-69.76%	-70.59%	176.68%	-8.00%	-73.82%	-6.64%
VOO Vanguard S&P 500 ETF	11.69%	17.82%	24.98%	26.32%	-18.17%	11.15%

Correlation

The correlation between VGASW and VOO is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (All Time) Calculated using the full available price history since Oct 5, 2021	0.02

Return for Risk

VGASW vs. VOO — Risk / Return Rank

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

VGASW

VGASW Risk / Return Rank: 19
VGASW Sharpe Ratio Rank: 23
VGASW Sortino Ratio Rank: 33
VGASW Omega Ratio Rank: 32
VGASW Calmar Ratio Rank: 2
VGASW Martin Ratio Rank: 6

VOO

VOO Risk / Return Rank: 75
VOO Sharpe Ratio Rank: 77
VOO Sortino Ratio Rank: 75
VOO Omega Ratio Rank: 76
VOO Calmar Ratio Rank: 68
VOO Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGASW vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Verde Clean Fuels Inc. (VGASW) 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.

	VGASW	VOO	Difference
Sharpe ratio Return per unit of total volatility	-0.40	2.53	-2.93
Sortino ratio Return per unit of downside risk	0.14	3.43	-3.29
Omega ratio Gain probability vs. loss probability	1.02	1.46	-0.44
Calmar ratio Return relative to maximum drawdown	-0.97	3.42	-4.39
Martin ratio Return relative to average drawdown	-1.45	15.95	-17.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VGASW vs. VOO - Sharpe Ratio Comparison

The current VGASW Sharpe Ratio is -0.40, which is lower than the VOO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of VGASW and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VGASW	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.40	2.53	-2.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.85	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.24	0.89	-1.13

Drawdowns

VGASW vs. VOO - Drawdown Comparison

The maximum VGASW drawdown since its inception was -96.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VGASW and VOO.

Drawdown Indicators

	VGASW	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-96.10%	-33.99%	-62.11%
Max Drawdown (1Y) Largest decline over 1 year	-89.85%	-8.90%	-80.95%
Max Drawdown (3Y) Largest decline over 3 years	-95.28%	-18.69%	-76.59%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.99%	—
Current Drawdown Current decline from peak	-95.21%	0.00%	-95.21%
Average Drawdown Average peak-to-trough decline	-62.83%	-3.69%	-59.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	60.57%	1.91%	+58.66%

Volatility

VGASW vs. VOO - Volatility Comparison

Verde Clean Fuels Inc. (VGASW) has a higher volatility of 58.36% compared to Vanguard S&P 500 ETF (VOO) at 2.74%. This indicates that VGASW'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.

Volatility by Period

	VGASW	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	58.36%	2.74%	+55.62%
Volatility (6M) Calculated over the trailing 6-month period	162.08%	8.88%	+153.20%
Volatility (1Y) Calculated over the trailing 1-year period	215.04%	11.78%	+203.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	191.45%	16.81%	+174.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	191.45%	18.01%	+173.44%

Dividends

VGASW vs. VOO - Dividend Comparison

VGASW has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.02%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VGASW Verde Clean Fuels 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	1.02%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both VGASW and VOO in my portfolio?

VGASW and VOO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VGASW or VOO?

VGASW has higher volatility (58.36%) compared to VOO (2.74%). In terms of maximum drawdown, VGASW dropped -96.10% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (2.53 vs -0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.