WTF vs. VOO
WTF (Waton Financial Ltd) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past year, WTF returned -52.17% vs 28.04% for VOO. At a 0.17 correlation, their price movements are largely independent.
Performance
WTF vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, WTF achieves a -6.67% return, which is significantly lower than VOO's 10.91% return.
WTF
- 1D
- -8.88%
- 1M
- -16.30%
- YTD
- -6.67%
- 6M
- -0.65%
- 1Y
- -52.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -0.70%
- 1M
- 5.04%
- YTD
- 10.91%
- 6M
- 10.93%
- 1Y
- 28.04%
- 3Y*
- 22.44%
- 5Y*
- 13.90%
- 10Y*
- 15.56%
WTF vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WTF Waton Financial Ltd | -6.67% | -83.38% |
VOO Vanguard S&P 500 ETF | 10.91% | 22.65% |
Correlation
The correlation between WTF and VOO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2025 | 0.17 |
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Return for Risk
WTF vs. VOO — Risk / Return Rank
WTF
VOO
WTF vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waton Financial Ltd (WTF) 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.
| WTF | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -3.53 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.43 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 3.16 | -4.03 |
| Martin ratioReturn relative to average drawdown | -1.31 | 14.73 | -16.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTF | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 2.39 | -2.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.65 | 0.89 | -1.54 |
Drawdowns
WTF vs. VOO - Drawdown Comparison
The maximum WTF drawdown since its inception was -85.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WTF and VOO.
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Drawdown Indicators
| WTF | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.79% | -33.99% | -51.80% |
Max Drawdown (1Y)Largest decline over 1 year | -60.28% | -8.90% | -51.38% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -84.48% | -0.70% | -83.78% |
Average DrawdownAverage peak-to-trough decline | -76.04% | -3.69% | -72.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.85% | 1.91% | +37.94% |
Volatility
WTF vs. VOO - Volatility Comparison
Waton Financial Ltd (WTF) has a higher volatility of 45.14% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that WTF'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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Volatility by Period
| WTF | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 45.14% | 2.84% | +42.30% |
Volatility (6M)Calculated over the trailing 6-month period | 70.95% | 8.90% | +62.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 105.89% | 11.80% | +94.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 122.04% | 16.81% | +105.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 122.04% | 18.01% | +104.03% |
Dividends
WTF vs. VOO - Dividend Comparison
WTF has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.03% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
WTF Waton Financial 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% |
Frequently Asked Questions
WTF and VOO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTF has higher volatility (45.14%) compared to VOO (2.84%). In terms of maximum drawdown, WTF dropped -85.79% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.39 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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