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

Correlation

The correlation between YQ and VOO is 0.13, 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.


Performance

YQ vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 17 Education & Technology Group Inc. (YQ) 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

YQ:

-0.26

VOO:

0.74

Sortino Ratio

YQ:

0.24

VOO:

1.04

Omega Ratio

YQ:

1.03

VOO:

1.15

Calmar Ratio

YQ:

-0.20

VOO:

0.68

Martin Ratio

YQ:

-0.57

VOO:

2.58

Ulcer Index

YQ:

35.50%

VOO:

4.93%

Daily Std Dev

YQ:

86.13%

VOO:

19.54%

Max Drawdown

YQ:

-99.64%

VOO:

-33.99%

Current Drawdown

YQ:

-99.48%

VOO:

-3.55%

Returns By Period

In the year-to-date period, YQ achieves a 30.82% return, which is significantly higher than VOO's 0.90% return.


YQ

YTD

30.82%

1M

8.90%

6M

8.33%

1Y

-27.53%

3Y*

-41.89%

5Y*

N/A

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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Vanguard S&P 500 ETF

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

Risk-Adjusted Performance

YQ vs. VOO — Risk-Adjusted Performance Rank

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

YQ
The Risk-Adjusted Performance Rank of YQ is 3939
Overall Rank
The Sharpe Ratio Rank of YQ is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of YQ is 4242
Sortino Ratio Rank
The Omega Ratio Rank of YQ is 4242
Omega Ratio Rank
The Calmar Ratio Rank of YQ is 3838
Calmar Ratio Rank
The Martin Ratio Rank of YQ is 3838
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.

YQ vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for 17 Education & Technology Group Inc. (YQ) 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 YQ Sharpe Ratio is -0.26, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of YQ 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

YQ vs. VOO - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
YQ
17 Education & Technology Group 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

YQ vs. VOO - Drawdown Comparison

The maximum YQ drawdown since its inception was -99.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for YQ and VOO.


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

Volatility

YQ vs. VOO - Volatility Comparison

17 Education & Technology Group Inc. (YQ) has a higher volatility of 23.67% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that YQ'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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