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

Correlation

The correlation between VPG and VOO is 0.46, 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.


-0.50.00.51.00.5

Performance

VPG vs. VOO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.09%
10.98%
VPG
VOO

Key characteristics

Sharpe Ratio

VPG:

-0.72

VOO:

1.88

Sortino Ratio

VPG:

-0.91

VOO:

2.53

Omega Ratio

VPG:

0.90

VOO:

1.35

Calmar Ratio

VPG:

-0.47

VOO:

2.81

Martin Ratio

VPG:

-1.05

VOO:

11.78

Ulcer Index

VPG:

23.95%

VOO:

2.02%

Daily Std Dev

VPG:

34.91%

VOO:

12.67%

Max Drawdown

VPG:

-60.04%

VOO:

-33.99%

Current Drawdown

VPG:

-41.30%

VOO:

0.00%

Returns By Period

In the year-to-date period, VPG achieves a 13.51% return, which is significantly higher than VOO's 4.61% return. Over the past 10 years, VPG has underperformed VOO with an annualized return of 5.78%, while VOO has yielded a comparatively higher 13.30% annualized return.


VPG

YTD

13.51%

1M

17.20%

6M

-3.41%

1Y

-21.79%

5Y*

-2.74%

10Y*

5.78%

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*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

VPG vs. VOO — Risk-Adjusted Performance Rank

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

VPG
The Risk-Adjusted Performance Rank of VPG is 1515
Overall Rank
The Sharpe Ratio Rank of VPG is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of VPG is 1212
Sortino Ratio Rank
The Omega Ratio Rank of VPG is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VPG is 1818
Calmar Ratio Rank
The Martin Ratio Rank of VPG is 2121
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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.

VPG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vishay Precision Group, Inc. (VPG) 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 VPG, currently valued at -0.72, compared to the broader market-2.000.002.00-0.721.88
The chart of Sortino ratio for VPG, currently valued at -0.91, compared to the broader market-4.00-2.000.002.004.006.00-0.912.53
The chart of Omega ratio for VPG, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.35
The chart of Calmar ratio for VPG, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.472.81
The chart of Martin ratio for VPG, currently valued at -1.05, compared to the broader market0.0010.0020.0030.00-1.0511.78
VPG
VOO

The current VPG Sharpe Ratio is -0.72, which is lower than the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of VPG 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.72
1.88
VPG
VOO

Dividends

VPG vs. VOO - Dividend Comparison

VPG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
VPG
Vishay Precision Group, 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
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VPG vs. VOO - Drawdown Comparison

The maximum VPG drawdown since its inception was -60.04%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VPG and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-41.30%
0
VPG
VOO

Volatility

VPG vs. VOO - Volatility Comparison

Vishay Precision Group, Inc. (VPG) has a higher volatility of 12.87% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. This indicates that VPG'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%SeptemberOctoberNovemberDecember2025February
12.87%
3.01%
VPG
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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