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XTZ-USD vs. VOO
Performance
Return for Risk
Drawdowns
Volatility

Performance

XTZ-USD vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, XTZ-USD achieves a -44.23% return, which is significantly lower than VOO's 11.34% return.


XTZ-USD

1D
-6.77%
1M
-26.47%
YTD
-44.23%
6M
-44.46%
1Y
-52.09%
3Y*
-31.47%
5Y*
-39.61%
10Y*

VOO

1D
0.39%
1M
4.62%
YTD
11.34%
6M
11.27%
1Y
28.62%
3Y*
22.68%
5Y*
13.98%
10Y*
15.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTZ-USD vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XTZ-USD
Tezos
-44.23%-61.50%27.16%40.92%-83.50%115.68%49.46%190.95%-88.86%388.36%
VOO
Vanguard S&P 500 ETF
11.34%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 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2017

0.20

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Return for Risk

XTZ-USD vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XTZ-USD
XTZ-USD Risk / Return Rank: 5656
Overall Rank
XTZ-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XTZ-USD Sortino Ratio Rank: 5454
Sortino Ratio Rank
XTZ-USD Omega Ratio Rank: 5454
Omega Ratio Rank
XTZ-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XTZ-USD Martin Ratio Rank: 5858
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7474
Overall Rank
VOO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7575
Sortino Ratio Rank
VOO Omega Ratio Rank: 7575
Omega Ratio Rank
VOO Calmar Ratio Rank: 6666
Calmar Ratio Rank
VOO Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


XTZ-USDVOODifference
Sharpe ratioReturn per unit of total volatility

-3.05

Sortino ratioReturn per unit of downside risk

-4.09

Omega ratioGain probability vs. loss probability

0.93

1.44

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.70

3.23

-3.93

Martin ratioReturn relative to average drawdown

-1.06

15.03

-16.09

XTZ-USD vs. VOO - Sharpe Ratio Comparison

The current XTZ-USD Sharpe Ratio is -0.61, which is lower than the VOO Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of XTZ-USD and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XTZ-USDVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

2.44

-3.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

0.84

-1.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.89

-0.98

Drawdowns

XTZ-USD vs. VOO - Drawdown Comparison

The maximum XTZ-USD drawdown since its inception was -97.40%, 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-USDVOODifference

Max Drawdown

Largest peak-to-trough decline

-97.40%

-33.99%

-63.41%

Max Drawdown (1Y)

Largest decline over 1 year

-74.32%

-8.90%

-65.42%

Max Drawdown (3Y)

Largest decline over 3 years

-84.63%

-18.69%

-65.94%

Max Drawdown (5Y)

Largest decline over 5 years

-96.83%

-24.52%

-72.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-97.40%

-0.32%

-97.08%

Average Drawdown

Average peak-to-trough decline

-79.36%

-3.69%

-75.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.23%

1.91%

+36.32%

Volatility

XTZ-USD vs. VOO - Volatility Comparison

Tezos (XTZ-USD) has a higher volatility of 18.81% compared to Vanguard S&P 500 ETF (VOO) at 2.78%. 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-USDVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.81%

2.78%

+16.03%

Volatility (6M)

Calculated over the trailing 6-month period

47.97%

8.90%

+39.07%

Volatility (1Y)

Calculated over the trailing 1-year period

70.88%

11.80%

+59.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.89%

16.81%

+61.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.08%

18.00%

+85.08%

Frequently Asked Questions


XTZ-USD and VOO have a correlation of 0.29, 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 (18.81%) compared to VOO (2.78%). In terms of maximum drawdown, XTZ-USD dropped -97.40% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.44 vs -0.61), 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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