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

Correlation

The correlation between VOR and VOO is 0.25, 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.


-0.50.00.51.00.2

Performance

VOR vs. VOO - Performance Comparison

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

-100.00%-50.00%0.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-97.69%
61.76%
VOR
VOO

Key characteristics

Sharpe Ratio

VOR:

-0.72

VOO:

2.25

Sortino Ratio

VOR:

-1.11

VOO:

2.98

Omega Ratio

VOR:

0.88

VOO:

1.42

Calmar Ratio

VOR:

-0.63

VOO:

3.31

Martin Ratio

VOR:

-1.14

VOO:

14.77

Ulcer Index

VOR:

54.73%

VOO:

1.90%

Daily Std Dev

VOR:

86.09%

VOO:

12.46%

Max Drawdown

VOR:

-98.82%

VOO:

-33.99%

Current Drawdown

VOR:

-98.40%

VOO:

-2.47%

Returns By Period

In the year-to-date period, VOR achieves a -61.45% return, which is significantly lower than VOO's 26.02% return.


VOR

YTD

-61.45%

1M

8.96%

6M

-27.12%

1Y

-55.97%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

VOR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vor Biopharma Inc. (VOR) 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 VOR, currently valued at -0.72, compared to the broader market-4.00-2.000.002.00-0.722.25
The chart of Sortino ratio for VOR, currently valued at -1.11, compared to the broader market-4.00-2.000.002.004.00-1.112.98
The chart of Omega ratio for VOR, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.42
The chart of Calmar ratio for VOR, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.633.31
The chart of Martin ratio for VOR, currently valued at -1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.1414.77
VOR
VOO

The current VOR Sharpe Ratio is -0.72, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of VOR 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.72
2.25
VOR
VOO

Dividends

VOR vs. VOO - Dividend Comparison

VOR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
VOR
Vor Biopharma 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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VOR vs. VOO - Drawdown Comparison

The maximum VOR drawdown since its inception was -98.82%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VOR and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.40%
-2.47%
VOR
VOO

Volatility

VOR vs. VOO - Volatility Comparison

Vor Biopharma Inc. (VOR) has a higher volatility of 29.36% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that VOR'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%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
29.36%
3.75%
VOR
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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