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

Correlation

The correlation between VVOS and VOO is 0.18, 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.


Performance

VVOS vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VVOS:

0.23

VOO:

0.74

Sortino Ratio

VVOS:

1.07

VOO:

1.04

Omega Ratio

VVOS:

1.12

VOO:

1.15

Calmar Ratio

VVOS:

0.17

VOO:

0.68

Martin Ratio

VVOS:

0.50

VOO:

2.58

Ulcer Index

VVOS:

33.68%

VOO:

4.93%

Daily Std Dev

VVOS:

104.04%

VOO:

19.54%

Max Drawdown

VVOS:

-99.19%

VOO:

-33.99%

Current Drawdown

VVOS:

-99.00%

VOO:

-3.55%

Returns By Period

In the year-to-date period, VVOS achieves a -43.59% return, which is significantly lower than VOO's 0.90% return.


VVOS

YTD

-43.59%

1M

-14.79%

6M

-29.03%

1Y

24.10%

3Y*

-63.74%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.90%

1M

6.28%

6M

-1.46%

1Y

14.27%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Vivos Therapeutics, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VVOS vs. VOO — Risk-Adjusted Performance Rank

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

VVOS
The Risk-Adjusted Performance Rank of VVOS is 6161
Overall Rank
The Sharpe Ratio Rank of VVOS is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VVOS is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VVOS is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VVOS is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VVOS is 5757
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

VVOS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vivos Therapeutics, Inc. (VVOS) 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 current VVOS Sharpe Ratio is 0.23, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VVOS 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VVOS vs. VOO - Dividend Comparison

VVOS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
VVOS
Vivos Therapeutics, 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
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VVOS vs. VOO - Drawdown Comparison

The maximum VVOS drawdown since its inception was -99.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VVOS and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VVOS vs. VOO - Volatility Comparison

Vivos Therapeutics, Inc. (VVOS) has a higher volatility of 28.92% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that VVOS'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.


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