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

Correlation

The correlation between YEXT and VOO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

YEXT vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

YEXT:

0.81

VOO:

0.74

Sortino Ratio

YEXT:

1.34

VOO:

1.04

Omega Ratio

YEXT:

1.18

VOO:

1.15

Calmar Ratio

YEXT:

0.39

VOO:

0.68

Martin Ratio

YEXT:

1.79

VOO:

2.58

Ulcer Index

YEXT:

17.77%

VOO:

4.93%

Daily Std Dev

YEXT:

42.61%

VOO:

19.54%

Max Drawdown

YEXT:

-84.51%

VOO:

-33.99%

Current Drawdown

YEXT:

-75.01%

VOO:

-3.55%

Returns By Period

In the year-to-date period, YEXT achieves a 5.50% return, which is significantly higher than VOO's 0.90% return.


YEXT

YTD

5.50%

1M

1.21%

6M

-18.77%

1Y

32.87%

3Y*

9.72%

5Y*

-15.73%

10Y*

N/A

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Yext, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

YEXT vs. VOO — Risk-Adjusted Performance Rank

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

YEXT
The Risk-Adjusted Performance Rank of YEXT is 7272
Overall Rank
The Sharpe Ratio Rank of YEXT is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of YEXT is 7373
Sortino Ratio Rank
The Omega Ratio Rank of YEXT is 7272
Omega Ratio Rank
The Calmar Ratio Rank of YEXT is 6868
Calmar Ratio Rank
The Martin Ratio Rank of YEXT is 7171
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

YEXT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yext, Inc. (YEXT) 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.


The current YEXT Sharpe Ratio is 0.81, which is comparable to the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of YEXT 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

YEXT vs. VOO - Dividend Comparison

YEXT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
YEXT
Yext, Inc.
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
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

YEXT vs. VOO - Drawdown Comparison

The maximum YEXT drawdown since its inception was -84.51%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for YEXT and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

YEXT vs. VOO - Volatility Comparison

Yext, Inc. (YEXT) has a higher volatility of 6.11% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that YEXT'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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