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

Correlation

The correlation between VIAV and VOO is 0.57, 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.


-0.50.00.51.00.6

Performance

VIAV vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
37.88%
9.63%
VIAV
VOO

Key characteristics

Sharpe Ratio

VIAV:

0.09

VOO:

2.21

Sortino Ratio

VIAV:

0.42

VOO:

2.93

Omega Ratio

VIAV:

1.05

VOO:

1.41

Calmar Ratio

VIAV:

0.04

VOO:

3.35

Martin Ratio

VIAV:

0.16

VOO:

14.09

Ulcer Index

VIAV:

21.74%

VOO:

2.01%

Daily Std Dev

VIAV:

38.28%

VOO:

12.78%

Max Drawdown

VIAV:

-99.81%

VOO:

-33.99%

Current Drawdown

VIAV:

-98.44%

VOO:

-0.46%

Returns By Period

In the year-to-date period, VIAV achieves a 3.07% return, which is significantly higher than VOO's 2.90% return. Over the past 10 years, VIAV has underperformed VOO with an annualized return of 2.99%, while VOO has yielded a comparatively higher 13.46% annualized return.


VIAV

YTD

3.07%

1M

2.06%

6M

37.88%

1Y

2.36%

5Y*

-8.00%

10Y*

2.99%

VOO

YTD

2.90%

1M

2.05%

6M

9.63%

1Y

26.44%

5Y*

14.54%

10Y*

13.46%

*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

VIAV vs. VOO — Risk-Adjusted Performance Rank

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

VIAV
The Risk-Adjusted Performance Rank of VIAV is 4545
Overall Rank
The Sharpe Ratio Rank of VIAV is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VIAV is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VIAV is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VIAV is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VIAV is 4646
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8686
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.

VIAV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Viavi Solutions Inc. (VIAV) 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 VIAV, currently valued at 0.09, compared to the broader market-2.000.002.004.000.092.21
The chart of Sortino ratio for VIAV, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.006.000.422.93
The chart of Omega ratio for VIAV, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.41
The chart of Calmar ratio for VIAV, currently valued at 0.06, compared to the broader market0.002.004.006.000.063.35
The chart of Martin ratio for VIAV, currently valued at 0.16, compared to the broader market0.0010.0020.0030.000.1614.09
VIAV
VOO

The current VIAV Sharpe Ratio is 0.09, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VIAV 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.09
2.21
VIAV
VOO

Dividends

VIAV vs. VOO - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
VIAV
Viavi Solutions Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%77.01%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

VIAV vs. VOO - Drawdown Comparison

The maximum VIAV drawdown since its inception was -99.81%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VIAV and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-41.97%
-0.46%
VIAV
VOO

Volatility

VIAV vs. VOO - Volatility Comparison

Viavi Solutions Inc. (VIAV) has a higher volatility of 6.25% compared to Vanguard S&P 500 ETF (VOO) at 5.12%. This indicates that VIAV'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%AugustSeptemberOctoberNovemberDecember2025
6.25%
5.12%
VIAV
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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