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

Correlation

The correlation between YPF and VOO is 0.38, 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.


-0.50.00.51.00.4

Performance

YPF vs. VOO - Performance Comparison

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

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
111.85%
8.46%
YPF
VOO

Key characteristics

Sharpe Ratio

YPF:

4.27

VOO:

2.21

Sortino Ratio

YPF:

4.30

VOO:

2.92

Omega Ratio

YPF:

1.54

VOO:

1.41

Calmar Ratio

YPF:

2.73

VOO:

3.34

Martin Ratio

YPF:

20.04

VOO:

14.07

Ulcer Index

YPF:

9.22%

VOO:

2.01%

Daily Std Dev

YPF:

43.29%

VOO:

12.80%

Max Drawdown

YPF:

-94.53%

VOO:

-33.99%

Current Drawdown

YPF:

-9.13%

VOO:

-1.36%

Returns By Period

In the year-to-date period, YPF achieves a 0.47% return, which is significantly lower than VOO's 1.98% return. Over the past 10 years, YPF has underperformed VOO with an annualized return of 6.18%, while VOO has yielded a comparatively higher 13.37% annualized return.


YPF

YTD

0.47%

1M

1.64%

6M

111.86%

1Y

173.26%

5Y*

33.98%

10Y*

6.18%

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

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Risk-Adjusted Performance

YPF vs. VOO — Risk-Adjusted Performance Rank

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

YPF
The Risk-Adjusted Performance Rank of YPF is 9797
Overall Rank
The Sharpe Ratio Rank of YPF is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of YPF is 9797
Sortino Ratio Rank
The Omega Ratio Rank of YPF is 9696
Omega Ratio Rank
The Calmar Ratio Rank of YPF is 9494
Calmar Ratio Rank
The Martin Ratio Rank of YPF is 9797
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

YPF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YPF Sociedad Anónima (YPF) 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 YPF, currently valued at 4.27, compared to the broader market-2.000.002.004.004.272.21
The chart of Sortino ratio for YPF, currently valued at 4.30, compared to the broader market-4.00-2.000.002.004.006.004.302.92
The chart of Omega ratio for YPF, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.41
The chart of Calmar ratio for YPF, currently valued at 2.73, compared to the broader market0.002.004.006.002.733.34
The chart of Martin ratio for YPF, currently valued at 20.04, compared to the broader market-10.000.0010.0020.0030.0020.0414.07
YPF
VOO

The current YPF Sharpe Ratio is 4.27, which is higher than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of YPF 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
4.27
2.21
YPF
VOO

Dividends

YPF vs. VOO - Dividend Comparison

YPF has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
YPF
YPF Sociedad Anónima
0.00%0.00%0.00%0.00%0.00%0.00%1.19%0.60%0.49%0.92%0.89%0.55%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

YPF vs. VOO - Drawdown Comparison

The maximum YPF drawdown since its inception was -94.53%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for YPF and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.13%
-1.36%
YPF
VOO

Volatility

YPF vs. VOO - Volatility Comparison

YPF Sociedad Anónima (YPF) has a higher volatility of 11.29% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that YPF'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%AugustSeptemberOctoberNovemberDecember2025
11.29%
5.05%
YPF
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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