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

Correlation

The correlation between VTEX and VOO is 0.40, 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.


-0.50.00.51.00.4

Performance

VTEX vs. VOO - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-32.86%
5.49%
VTEX
VOO

Key characteristics

Sharpe Ratio

VTEX:

-0.74

VOO:

1.35

Sortino Ratio

VTEX:

-0.88

VOO:

1.84

Omega Ratio

VTEX:

0.88

VOO:

1.25

Calmar Ratio

VTEX:

-0.42

VOO:

2.04

Martin Ratio

VTEX:

-1.32

VOO:

8.32

Ulcer Index

VTEX:

27.19%

VOO:

2.07%

Daily Std Dev

VTEX:

48.71%

VOO:

12.75%

Max Drawdown

VTEX:

-91.38%

VOO:

-33.99%

Current Drawdown

VTEX:

-85.30%

VOO:

-4.56%

Returns By Period

In the year-to-date period, VTEX achieves a -19.52% return, which is significantly lower than VOO's -0.16% return.


VTEX

YTD

-19.52%

1M

-29.57%

6M

-32.86%

1Y

-43.64%

5Y*

N/A

10Y*

N/A

VOO

YTD

-0.16%

1M

-3.22%

6M

5.49%

1Y

17.16%

5Y*

16.49%

10Y*

12.73%

*Annualized

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Risk-Adjusted Performance

VTEX vs. VOO — Risk-Adjusted Performance Rank

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

VTEX
The Risk-Adjusted Performance Rank of VTEX is 1414
Overall Rank
The Sharpe Ratio Rank of VTEX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of VTEX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of VTEX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of VTEX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of VTEX is 1111
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7373
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.

VTEX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) 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.


The chart of Sharpe ratio for VTEX, currently valued at -0.74, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.741.35
The chart of Sortino ratio for VTEX, currently valued at -0.88, compared to the broader market-4.00-2.000.002.004.00-0.881.84
The chart of Omega ratio for VTEX, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.25
The chart of Calmar ratio for VTEX, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.422.04
The chart of Martin ratio for VTEX, currently valued at -1.32, compared to the broader market-10.000.0010.0020.00-1.328.32
VTEX
VOO

The current VTEX Sharpe Ratio is -0.74, which is lower than the VOO Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of VTEX 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
-0.74
1.35
VTEX
VOO

Dividends

VTEX vs. VOO - Dividend Comparison

VTEX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.


TTM20242023202220212020201920182017201620152014
VTEX
VTEX
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
1.25%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VTEX vs. VOO - Drawdown Comparison

The maximum VTEX drawdown since its inception was -91.38%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTEX and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-85.30%
-4.56%
VTEX
VOO

Volatility

VTEX vs. VOO - Volatility Comparison

VTEX (VTEX) has a higher volatility of 25.39% compared to Vanguard S&P 500 ETF (VOO) at 3.31%. This indicates that VTEX'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%SeptemberOctoberNovemberDecember2025February
25.39%
3.31%
VTEX
VOO