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VOO vs. XPEL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VOO vs. XPEL - Performance Comparison

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

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VOO vs. XPEL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOO
Vanguard S&P 500 ETF
-3.55%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%
XPEL
XPEL, Inc.
-11.52%24.96%-25.83%-10.34%-12.04%32.43%251.95%140.10%335.82%0.00%

Returns By Period

In the year-to-date period, VOO achieves a -3.55% return, which is significantly higher than XPEL's -11.52% return. Over the past 10 years, VOO has underperformed XPEL with an annualized return of 14.19%, while XPEL has yielded a comparatively higher 49.25% annualized return.


VOO

1D
0.11%
1M
-4.01%
YTD
-3.55%
6M
-1.41%
1Y
23.49%
3Y*
18.47%
5Y*
11.96%
10Y*
14.19%

XPEL

1D
-1.23%
1M
0.32%
YTD
-11.52%
6M
31.39%
1Y
58.68%
3Y*
-13.29%
5Y*
-4.21%
10Y*
49.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VOO vs. XPEL — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 5353
Overall Rank
VOO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5454
Sortino Ratio Rank
VOO Omega Ratio Rank: 5757
Omega Ratio Rank
VOO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VOO Martin Ratio Rank: 5757
Martin Ratio Rank

XPEL
XPEL Risk / Return Rank: 7171
Overall Rank
XPEL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XPEL Sortino Ratio Rank: 7272
Sortino Ratio Rank
XPEL Omega Ratio Rank: 6767
Omega Ratio Rank
XPEL Calmar Ratio Rank: 7070
Calmar Ratio Rank
XPEL Martin Ratio Rank: 7272
Martin Ratio Rank
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.

VOO vs. XPEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and XPEL, Inc. (XPEL). 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.


VOOXPELDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.00

-0.02

Sortino ratio

Return per unit of downside risk

1.49

1.78

-0.29

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.53

1.63

-0.10

Martin ratio

Return relative to average drawdown

7.13

4.42

+2.71

VOO vs. XPEL - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 0.98, which is comparable to the XPEL Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VOO and XPEL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VOOXPELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.00

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.08

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.77

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.08

+0.76

Correlation

The correlation between VOO and XPEL is 0.22, 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.


Dividends

VOO vs. XPEL - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.18%, while XPEL has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
XPEL
XPEL, 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%

Drawdowns

VOO vs. XPEL - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum XPEL drawdown of -99.77%. Use the drawdown chart below to compare losses from any high point for VOO and XPEL.


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Drawdown Indicators


VOOXPELDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-99.77%

+65.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-31.79%

+22.89%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-75.62%

+51.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-75.62%

+41.63%

Current Drawdown

Current decline from peak

-5.44%

-56.45%

+51.01%

Average Drawdown

Average peak-to-trough decline

-3.72%

-52.39%

+48.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

11.73%

-9.16%

Volatility

VOO vs. XPEL - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 5.27%, while XPEL, Inc. (XPEL) has a volatility of 14.05%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than XPEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOXPELDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

14.05%

-8.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

27.29%

-17.83%

Volatility (1Y)

Calculated over the trailing 1-year period

18.11%

46.04%

-27.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

55.03%

-38.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

63.85%

-45.87%