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VOXX vs. VOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOXX and VOX is 0.37, 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.


-0.50.00.51.00.4

Performance

VOXX vs. VOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VOXX International Corporation (VOXX) and Vanguard Communication Services ETF (VOX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%AugustSeptemberOctoberNovemberDecember2025
168.21%
10.41%
VOXX
VOX

Key characteristics

Sharpe Ratio

VOXX:

-0.17

VOX:

1.91

Sortino Ratio

VOXX:

0.47

VOX:

2.54

Omega Ratio

VOXX:

1.06

VOX:

1.34

Calmar Ratio

VOXX:

-0.17

VOX:

1.55

Martin Ratio

VOXX:

-0.41

VOX:

12.85

Ulcer Index

VOXX:

40.14%

VOX:

2.42%

Daily Std Dev

VOXX:

98.41%

VOX:

16.33%

Max Drawdown

VOXX:

-97.39%

VOX:

-57.18%

Current Drawdown

VOXX:

-89.50%

VOX:

-5.77%

Returns By Period

In the year-to-date period, VOXX achieves a -0.41% return, which is significantly higher than VOX's -0.81% return. Over the past 10 years, VOXX has underperformed VOX with an annualized return of -1.20%, while VOX has yielded a comparatively higher 8.04% annualized return.


VOXX

YTD

-0.41%

1M

-8.01%

6M

168.25%

1Y

-11.87%

5Y*

10.25%

10Y*

-1.20%

VOX

YTD

-0.81%

1M

-4.46%

6M

10.42%

1Y

30.75%

5Y*

10.44%

10Y*

8.04%

*Annualized

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Risk-Adjusted Performance

VOXX vs. VOX — Risk-Adjusted Performance Rank

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

VOXX
The Risk-Adjusted Performance Rank of VOXX is 4343
Overall Rank
The Sharpe Ratio Rank of VOXX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VOXX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VOXX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VOXX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VOXX is 4141
Martin Ratio Rank

VOX
The Risk-Adjusted Performance Rank of VOX is 7878
Overall Rank
The Sharpe Ratio Rank of VOX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VOX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VOX 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.

VOXX vs. VOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VOXX International Corporation (VOXX) and Vanguard Communication Services ETF (VOX). 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 VOXX, currently valued at -0.17, compared to the broader market-2.000.002.00-0.171.91
The chart of Sortino ratio for VOXX, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.472.54
The chart of Omega ratio for VOXX, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.34
The chart of Calmar ratio for VOXX, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.181.55
The chart of Martin ratio for VOXX, currently valued at -0.41, compared to the broader market0.0010.0020.00-0.4112.85
VOXX
VOX

The current VOXX Sharpe Ratio is -0.17, which is lower than the VOX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of VOXX and VOX, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.17
1.91
VOXX
VOX

Dividends

VOXX vs. VOX - Dividend Comparison

VOXX has not paid dividends to shareholders, while VOX's dividend yield for the trailing twelve months is around 1.06%.


TTM20242023202220212020201920182017201620152014
VOXX
VOXX International Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOX
Vanguard Communication Services ETF
1.06%1.05%1.03%0.88%0.93%0.74%0.90%2.77%3.83%2.67%3.55%2.66%

Drawdowns

VOXX vs. VOX - Drawdown Comparison

The maximum VOXX drawdown since its inception was -97.39%, which is greater than VOX's maximum drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for VOXX and VOX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-72.96%
-5.77%
VOXX
VOX

Volatility

VOXX vs. VOX - Volatility Comparison

VOXX International Corporation (VOXX) has a higher volatility of 9.17% compared to Vanguard Communication Services ETF (VOX) at 4.81%. This indicates that VOXX's price experiences larger fluctuations and is considered to be riskier than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
9.17%
4.81%
VOXX
VOX
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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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