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

Correlation

The correlation between VSAT and VOO is 0.50, 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

VSAT vs. VOO - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-35.94%
7.93%
VSAT
VOO

Key characteristics

Sharpe Ratio

VSAT:

-0.77

VOO:

2.04

Sortino Ratio

VSAT:

-1.26

VOO:

2.72

Omega Ratio

VSAT:

0.85

VOO:

1.38

Calmar Ratio

VSAT:

-0.71

VOO:

3.02

Martin Ratio

VSAT:

-1.44

VOO:

13.60

Ulcer Index

VSAT:

46.04%

VOO:

1.88%

Daily Std Dev

VSAT:

85.91%

VOO:

12.52%

Max Drawdown

VSAT:

-92.75%

VOO:

-33.99%

Current Drawdown

VSAT:

-90.98%

VOO:

-3.52%

Returns By Period

In the year-to-date period, VSAT achieves a -69.59% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, VSAT has underperformed VOO with an annualized return of -18.16%, while VOO has yielded a comparatively higher 13.02% annualized return.


VSAT

YTD

-69.59%

1M

16.76%

6M

-35.61%

1Y

-67.64%

5Y*

-34.98%

10Y*

-18.16%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

VSAT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Viasat, Inc. (VSAT) 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 VSAT, currently valued at -0.77, compared to the broader market-4.00-2.000.002.00-0.772.04
The chart of Sortino ratio for VSAT, currently valued at -1.26, compared to the broader market-4.00-2.000.002.004.00-1.262.72
The chart of Omega ratio for VSAT, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.38
The chart of Calmar ratio for VSAT, currently valued at -0.71, compared to the broader market0.002.004.006.00-0.713.02
The chart of Martin ratio for VSAT, currently valued at -1.44, compared to the broader market0.0010.0020.00-1.4413.60
VSAT
VOO

The current VSAT Sharpe Ratio is -0.77, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of VSAT 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
-0.77
2.04
VSAT
VOO

Dividends

VSAT vs. VOO - Dividend Comparison

VSAT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
VSAT
Viasat, 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
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VSAT vs. VOO - Drawdown Comparison

The maximum VSAT drawdown since its inception was -92.75%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VSAT and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-90.98%
-3.52%
VSAT
VOO

Volatility

VSAT vs. VOO - Volatility Comparison

Viasat, Inc. (VSAT) has a higher volatility of 33.21% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that VSAT'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%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
33.21%
3.58%
VSAT
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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