XTZ-USD vs. VOO
XTZ-USD (Tezos) is a cryptocurrency, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, XTZ-USD returned -39.48%/yr vs 13.22%/yr for VOO. At a 0.20 correlation, their price movements are largely independent.
Performance
XTZ-USD vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, XTZ-USD achieves a -53.80% return, which is significantly lower than VOO's 11.31% return.
XTZ-USD
- 1D
- -1.16%
- 1M
- -2.38%
- 6M
- -59.82%
- YTD
- -53.80%
- 1Y
- -63.37%
- 3Y*
- -36.89%
- 5Y*
- -39.48%
- 10Y*
- —
VOO
- 1D
- 0.46%
- 1M
- 2.04%
- 6M
- 9.36%
- YTD
- 11.31%
- 1Y
- 22.48%
- 3Y*
- 21.08%
- 5Y*
- 13.22%
- 10Y*
- 15.29%
XTZ-USD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XTZ-USD Tezos | -53.80% | -61.50% | 27.16% | 40.92% | -83.50% | 115.68% | 49.46% | 190.95% | -88.86% | 822.80% |
VOO Vanguard S&P 500 ETF | 11.31% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 11.56% |
Correlation
The correlation between XTZ-USD and VOO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2017 | 0.20 |
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Return for Risk
XTZ-USD vs. VOO — Risk / Return Rank
XTZ-USD
VOO
XTZ-USD vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tezos (XTZ-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XTZ-USD | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -3.67 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.32 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 2.49 | -3.27 |
| Martin ratioReturn relative to average drawdown | -1.15 | 10.85 | -12.00 |
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Drawdowns
XTZ-USD vs. VOO - Drawdown Comparison
The maximum XTZ-USD drawdown since its inception was -98.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XTZ-USD and VOO.
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Drawdown Indicators
| XTZ-USD | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.09% | -33.99% | -64.10% |
Max Drawdown (1Y)Largest decline over 1 year | -81.15% | -8.90% | -72.25% |
Max Drawdown (3Y)Largest decline over 3 years | -88.71% | -18.69% | -70.02% |
Max Drawdown (5Y)Largest decline over 5 years | -97.67% | -24.52% | -73.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -97.84% | -0.34% | -97.50% |
Average DrawdownAverage peak-to-trough decline | -79.55% | -3.68% | -75.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.56% | 2.04% | +42.52% |
Volatility
XTZ-USD vs. VOO - Volatility Comparison
Tezos (XTZ-USD) has a higher volatility of 21.03% compared to Vanguard S&P 500 ETF (VOO) at 4.42%. This indicates that XTZ-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.
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Volatility by Period
| XTZ-USD | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.03% | 4.42% | +16.61% |
Volatility (6M)Calculated over the trailing 6-month period | 50.32% | 9.94% | +40.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.13% | 12.48% | +59.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.15% | 16.92% | +60.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.60% | 17.99% | +87.61% |
Frequently Asked Questions
XTZ-USD and VOO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XTZ-USD has higher volatility (21.03%) compared to VOO (4.42%). In terms of maximum drawdown, XTZ-USD dropped -98.09% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.77 vs -0.73), 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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