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

Correlation

The correlation between WIX 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

WIX vs. VOO - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,257.27%
310.05%
WIX
VOO

Key characteristics

Sharpe Ratio

WIX:

2.00

VOO:

2.25

Sortino Ratio

WIX:

3.37

VOO:

2.98

Omega Ratio

WIX:

1.40

VOO:

1.42

Calmar Ratio

WIX:

1.27

VOO:

3.31

Martin Ratio

WIX:

11.36

VOO:

14.77

Ulcer Index

WIX:

7.46%

VOO:

1.90%

Daily Std Dev

WIX:

42.38%

VOO:

12.46%

Max Drawdown

WIX:

-84.56%

VOO:

-33.99%

Current Drawdown

WIX:

-37.30%

VOO:

-2.47%

Returns By Period

In the year-to-date period, WIX achieves a 79.95% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, WIX has outperformed VOO with an annualized return of 26.71%, while VOO has yielded a comparatively lower 13.08% annualized return.


WIX

YTD

79.95%

1M

0.99%

6M

39.82%

1Y

80.28%

5Y*

13.69%

10Y*

26.71%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

WIX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wix.com Ltd. (WIX) 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 WIX, currently valued at 2.00, compared to the broader market-4.00-2.000.002.002.002.25
The chart of Sortino ratio for WIX, currently valued at 3.37, compared to the broader market-4.00-2.000.002.004.003.372.98
The chart of Omega ratio for WIX, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.42
The chart of Calmar ratio for WIX, currently valued at 1.27, compared to the broader market0.002.004.006.001.273.31
The chart of Martin ratio for WIX, currently valued at 11.36, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.3614.77
WIX
VOO

The current WIX Sharpe Ratio is 2.00, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of WIX 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.00
2.25
WIX
VOO

Dividends

WIX vs. VOO - Dividend Comparison

WIX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
WIX
Wix.com Ltd.
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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

WIX vs. VOO - Drawdown Comparison

The maximum WIX drawdown since its inception was -84.56%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WIX and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-37.30%
-2.47%
WIX
VOO

Volatility

WIX vs. VOO - Volatility Comparison

Wix.com Ltd. (WIX) has a higher volatility of 10.63% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that WIX'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%JulyAugustSeptemberOctoberNovemberDecember
10.63%
3.75%
WIX
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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