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 -42.35%/yr vs 12.83%/yr for VOO. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
XTZ-USD vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, XTZ-USD achieves a -59.66% return, which is significantly lower than VOO's 10.16% return.
XTZ-USD
- 1D
- -0.94%
- 1M
- -7.04%
- 6M
- -57.32%
- YTD
- -59.66%
- 1Y
- -73.60%
- 3Y*
- -37.97%
- 5Y*
- -42.35%
- 10Y*
- —
- ALL TIME*
- -8.58%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.82B | $3.78B | $5.44B | |
XTZ-USD Tezos | $1.54M | $2.52M | $3.53M |
XTZ-USD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XTZ-USD Tezos | -59.66% | -61.50% | 27.16% | 40.92% | -83.50% | 115.68% | 49.46% | 190.95% | -88.86% | 822.80% |
VOO Vanguard S&P 500 ETF | 10.16% | 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 historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
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 | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -4.21 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.28 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 2.21 | -3.15 |
| Martin ratioReturn relative to average drawdown | -1.43 | 9.44 | -10.87 |
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Drawdowns
XTZ-USD vs. VOO - Drawdown Comparison
The maximum XTZ-USD drawdown since its inception was -98.12%, 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 | -98.12% | -33.99% | -64.13% |
Max Drawdown (1Y)Largest decline over 1 year | -78.00% | -8.90% | -69.10% |
Max Drawdown (3Y)Largest decline over 3 years | -88.88% | -18.69% | -70.19% |
Max Drawdown (5Y)Largest decline over 5 years | -97.71% | -24.52% | -73.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -98.12% | -1.38% | -96.74% |
Average DrawdownAverage peak-to-trough decline | -79.66% | -3.67% | -75.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.68% | 2.08% | +39.60% |
Volatility
XTZ-USD vs. VOO - Volatility Comparison
Tezos (XTZ-USD) has a higher volatility of 20.99% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. 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 | 20.99% | 3.54% | +17.45% |
Volatility (6M)Calculated over the trailing 6-month period | 47.24% | 10.10% | +37.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.82% | 12.82% | +46.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.90% | 16.93% | +59.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.33% | 18.01% | +87.32% |
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 (20.99%) compared to VOO (3.54%). In terms of maximum drawdown, XTZ-USD dropped -98.12% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -1.04), 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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