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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.


-0.50.00.51.00.5

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.

-50.00%0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
-52.42%
190.31%
YEXT
VOO

Key characteristics

Sharpe Ratio

YEXT:

0.26

VOO:

2.25

Sortino Ratio

YEXT:

0.72

VOO:

2.98

Omega Ratio

YEXT:

1.09

VOO:

1.42

Calmar Ratio

YEXT:

0.14

VOO:

3.31

Martin Ratio

YEXT:

0.89

VOO:

14.77

Ulcer Index

YEXT:

13.37%

VOO:

1.90%

Daily Std Dev

YEXT:

46.55%

VOO:

12.46%

Max Drawdown

YEXT:

-84.51%

VOO:

-33.99%

Current Drawdown

YEXT:

-76.24%

VOO:

-2.47%

Returns By Period

In the year-to-date period, YEXT achieves a 8.32% return, which is significantly lower than VOO's 26.02% return.


YEXT

YTD

8.32%

1M

-19.75%

6M

27.60%

1Y

8.50%

5Y*

-15.16%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for YEXT, currently valued at 0.26, compared to the broader market-4.00-2.000.002.000.262.25
The chart of Sortino ratio for YEXT, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.722.98
The chart of Omega ratio for YEXT, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.42
The chart of Calmar ratio for YEXT, currently valued at 0.14, compared to the broader market0.002.004.006.000.143.31
The chart of Martin ratio for YEXT, currently valued at 0.89, compared to the broader market-5.000.005.0010.0015.0020.0025.000.8914.77
YEXT
VOO

The current YEXT Sharpe Ratio is 0.26, which is lower than the VOO Sharpe Ratio of 2.25. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.26
2.25
YEXT
VOO

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 0.91%.


TTM20232022202120202019201820172016201520142013
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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-76.24%
-2.47%
YEXT
VOO

Volatility

YEXT vs. VOO - Volatility Comparison

Yext, Inc. (YEXT) has a higher volatility of 21.31% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
21.31%
3.75%
YEXT
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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