XEM-USD vs. VOO
Compare and contrast key facts about NEM (XEM-USD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEM-USD or VOO.
Key characteristics
| XEM-USD | VOO | |
|---|---|---|
| YTD Return | -51.41% | 27.26% |
| 1Y Return | -47.51% | 37.86% |
| 3Y Return (Ann) | -53.56% | 10.35% |
| 5Y Return (Ann) | -14.06% | 16.03% |
| Sharpe Ratio | -0.77 | 3.25 |
| Sortino Ratio | -1.22 | 4.31 |
| Omega Ratio | 0.87 | 1.61 |
| Calmar Ratio | 0.23 | 4.74 |
| Martin Ratio | -1.27 | 21.63 |
| Ulcer Index | 59.59% | 1.85% |
| Daily Std Dev | 78.16% | 12.25% |
| Max Drawdown | -99.32% | -33.99% |
| Current Drawdown | -98.97% | 0.00% |
Correlation
The correlation between XEM-USD 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
XEM-USD vs. VOO - Performance Comparison
In the year-to-date period, XEM-USD achieves a -51.41% return, which is significantly lower than VOO's 27.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XEM-USD vs. VOO - Risk-Adjusted Performance Comparison
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.
Drawdowns
XEM-USD vs. VOO - Drawdown Comparison
The maximum XEM-USD drawdown since its inception was -99.32%, 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. For additional features, visit the drawdowns tool.
Volatility
XEM-USD vs. VOO - Volatility Comparison
NEM (XEM-USD) has a higher volatility of 18.32% compared to Vanguard S&P 500 ETF (VOO) at 3.91%. 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.