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

Performance

XPEL vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
24.25%
12.21%
XPEL
VOO

Returns By Period

In the year-to-date period, XPEL achieves a -19.68% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, XPEL has outperformed VOO with an annualized return of 31.63%, while VOO has yielded a comparatively lower 13.15% annualized return.


XPEL

YTD

-19.68%

1M

5.54%

6M

24.25%

1Y

-6.14%

5Y (annualized)

22.13%

10Y (annualized)

31.63%

VOO

YTD

25.52%

1M

1.19%

6M

12.21%

1Y

32.23%

5Y (annualized)

15.58%

10Y (annualized)

13.15%

Key characteristics


XPELVOO
Sharpe Ratio-0.102.62
Sortino Ratio0.413.50
Omega Ratio1.071.49
Calmar Ratio-0.103.78
Martin Ratio-0.2717.12
Ulcer Index25.70%1.86%
Daily Std Dev73.21%12.19%
Max Drawdown-99.77%-33.99%
Current Drawdown-57.35%-1.36%

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Correlation

-0.50.00.51.00.2

The correlation between XPEL and VOO is 0.20, 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.

Risk-Adjusted Performance

XPEL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XPEL, Inc. (XPEL) 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 XPEL, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.102.62
The chart of Sortino ratio for XPEL, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.413.50
The chart of Omega ratio for XPEL, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.49
The chart of Calmar ratio for XPEL, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.103.78
The chart of Martin ratio for XPEL, currently valued at -0.27, compared to the broader market-10.000.0010.0020.0030.00-0.2717.12
XPEL
VOO

The current XPEL Sharpe Ratio is -0.10, which is lower than the VOO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of XPEL 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 Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.10
2.62
XPEL
VOO

Dividends

XPEL vs. VOO - Dividend Comparison

XPEL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.


TTM20232022202120202019201820172016201520142013
XPEL
XPEL, 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
1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

XPEL vs. VOO - Drawdown Comparison

The maximum XPEL drawdown since its inception was -99.77%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XPEL and VOO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-57.35%
-1.36%
XPEL
VOO

Volatility

XPEL vs. VOO - Volatility Comparison

XPEL, Inc. (XPEL) has a higher volatility of 10.76% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that XPEL'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%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
10.76%
4.10%
XPEL
VOO