XPEL vs. VOO
Compare and contrast key facts about XPEL, Inc. (XPEL) 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: XPEL or VOO.
Performance
XPEL vs. VOO - Performance Comparison
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
-19.68%
5.54%
24.25%
-6.14%
22.13%
31.63%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
XPEL | VOO | |
---|---|---|
Sharpe Ratio | -0.10 | 2.62 |
Sortino Ratio | 0.41 | 3.50 |
Omega Ratio | 1.07 | 1.49 |
Calmar Ratio | -0.10 | 3.78 |
Martin Ratio | -0.27 | 17.12 |
Ulcer Index | 25.70% | 1.86% |
Daily Std Dev | 73.21% | 12.19% |
Max Drawdown | -99.77% | -33.99% |
Current Drawdown | -57.35% | -1.36% |
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Correlation
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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.