XEM-USD vs. VOO

In the year-to-date period, XEM-USD achieves a -57.53% return, which is significantly lower than VOO's -0.85% return. Over the past 10 years, XEM-USD has outperformed VOO with an annualized return of 49.32%, while VOO has yielded a comparatively lower 12.64% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for NEM (XEM-USD) 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 XEM-USD Sharpe Ratio is -0.70, which is lower than the VOO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of XEM-USD 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.

The maximum XEM-USD drawdown since its inception was -99.45%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XEM-USD and VOO.

NEM (XEM-USD) has a higher volatility of 35.99% compared to Vanguard S&P 500 ETF (VOO) at 4.44%. This indicates that XEM-USD'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.