PortfoliosLab logo
ZM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZM and VOO is 0.40, 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

ZM vs. VOO - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
29.44%
114.62%
ZM
VOO

Key characteristics

Sharpe Ratio

ZM:

0.93

VOO:

0.56

Sortino Ratio

ZM:

1.45

VOO:

0.92

Omega Ratio

ZM:

1.19

VOO:

1.13

Calmar Ratio

ZM:

0.33

VOO:

0.58

Martin Ratio

ZM:

3.08

VOO:

2.25

Ulcer Index

ZM:

9.69%

VOO:

4.83%

Daily Std Dev

ZM:

33.69%

VOO:

19.11%

Max Drawdown

ZM:

-90.27%

VOO:

-33.99%

Current Drawdown

ZM:

-85.88%

VOO:

-7.55%

Returns By Period

In the year-to-date period, ZM achieves a -1.67% return, which is significantly higher than VOO's -3.28% return.


ZM

YTD

-1.67%

1M

20.31%

6M

0.07%

1Y

31.06%

5Y*

-12.42%

10Y*

N/A

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*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

ZM vs. VOO — Risk-Adjusted Performance Rank

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

ZM
The Risk-Adjusted Performance Rank of ZM is 7676
Overall Rank
The Sharpe Ratio Rank of ZM is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ZM is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ZM is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ZM is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ZM is 8080
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

ZM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zoom Video Communications, Inc. (ZM) 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 ZM Sharpe Ratio is 0.93, which is higher than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ZM 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.93
0.56
ZM
VOO

Dividends

ZM vs. VOO - Dividend Comparison

ZM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
ZM
Zoom Video Communications, 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
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ZM vs. VOO - Drawdown Comparison

The maximum ZM drawdown since its inception was -90.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ZM and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-85.88%
-7.55%
ZM
VOO

Volatility

ZM vs. VOO - Volatility Comparison

The current volatility for Zoom Video Communications, Inc. (ZM) is 9.67%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.03%. This indicates that ZM experiences smaller price fluctuations and is considered to be less risky 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%December2025FebruaryMarchAprilMay
9.67%
11.03%
ZM
VOO