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 -39.61%/yr vs 13.98%/yr for VOO. At a 0.20 correlation, their price movements are largely independent.
Performance
XTZ-USD vs. VOO - Performance Comparison
Loading charts...
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%
XTZ-USD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| XTZ-USD | VOO | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XTZ-USD | VOO | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| XTZ-USD | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -97.40% | -0.32% | -97.08% |
Average DrawdownAverage peak-to-trough decline | -79.36% | -3.69% | -75.67% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| XTZ-USD | VOO | Difference | |
|---|---|---|---|
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.
Find the right allocation for XTZ-USD and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer