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YALA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YALA and VOO is 0.32, 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.


-0.50.00.51.00.3

Performance

YALA vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
13.91%
10.51%
YALA
VOO

Key characteristics

Sharpe Ratio

YALA:

-0.37

VOO:

1.89

Sortino Ratio

YALA:

-0.33

VOO:

2.54

Omega Ratio

YALA:

0.96

VOO:

1.35

Calmar Ratio

YALA:

-0.13

VOO:

2.83

Martin Ratio

YALA:

-0.59

VOO:

11.83

Ulcer Index

YALA:

19.51%

VOO:

2.02%

Daily Std Dev

YALA:

31.12%

VOO:

12.66%

Max Drawdown

YALA:

-92.42%

VOO:

-33.99%

Current Drawdown

YALA:

-89.32%

VOO:

-0.42%

Returns By Period

In the year-to-date period, YALA achieves a 6.90% return, which is significantly higher than VOO's 4.17% return.


YALA

YTD

6.90%

1M

7.69%

6M

13.91%

1Y

-10.70%

5Y*

N/A

10Y*

N/A

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

YALA vs. VOO — Risk-Adjusted Performance Rank

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

YALA
The Risk-Adjusted Performance Rank of YALA is 3030
Overall Rank
The Sharpe Ratio Rank of YALA is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of YALA is 2424
Sortino Ratio Rank
The Omega Ratio Rank of YALA is 2525
Omega Ratio Rank
The Calmar Ratio Rank of YALA is 3939
Calmar Ratio Rank
The Martin Ratio Rank of YALA is 3535
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YALA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yalla Group Limited (YALA) 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.


Sharpe ratio
The chart of Sharpe ratio for YALA, currently valued at -0.37, compared to the broader market-2.000.002.00-0.371.89
The chart of Sortino ratio for YALA, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.006.00-0.332.54
The chart of Omega ratio for YALA, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.35
The chart of Calmar ratio for YALA, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.132.83
The chart of Martin ratio for YALA, currently valued at -0.59, compared to the broader market-10.000.0010.0020.0030.00-0.5911.83
YALA
VOO

The current YALA Sharpe Ratio is -0.37, which is lower than the VOO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of YALA and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.37
1.89
YALA
VOO

Dividends

YALA vs. VOO - Dividend Comparison

YALA has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
YALA
Yalla Group Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

YALA vs. VOO - Drawdown Comparison

The maximum YALA drawdown since its inception was -92.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for YALA and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-89.32%
-0.42%
YALA
VOO

Volatility

YALA vs. VOO - Volatility Comparison

Yalla Group Limited (YALA) has a higher volatility of 6.28% compared to Vanguard S&P 500 ETF (VOO) at 2.94%. This indicates that YALA'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
6.28%
2.94%
YALA
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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