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

Correlation

The correlation between ZVSA and VOO is 0.08, 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

ZVSA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ZyVersa Therapeutics Inc. (ZVSA) 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

ZVSA:

-0.49

VOO:

0.70

Sortino Ratio

ZVSA:

-0.83

VOO:

1.05

Omega Ratio

ZVSA:

0.90

VOO:

1.15

Calmar Ratio

ZVSA:

-0.85

VOO:

0.69

Martin Ratio

ZVSA:

-1.20

VOO:

2.62

Ulcer Index

ZVSA:

70.44%

VOO:

4.93%

Daily Std Dev

ZVSA:

171.36%

VOO:

19.55%

Max Drawdown

ZVSA:

-99.99%

VOO:

-33.99%

Current Drawdown

ZVSA:

-99.99%

VOO:

-3.45%

Returns By Period

In the year-to-date period, ZVSA achieves a -37.84% return, which is significantly lower than VOO's 1.00% return.


ZVSA

YTD

-37.84%

1M

-1.72%

6M

-38.42%

1Y

-84.56%

3Y*

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

1.00%

1M

6.44%

6M

-0.84%

1Y

13.62%

3Y*

14.14%

5Y*

15.91%

10Y*

12.81%

*Annualized

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ZyVersa Therapeutics 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

ZVSA vs. VOO — Risk-Adjusted Performance Rank

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

ZVSA
The Risk-Adjusted Performance Rank of ZVSA is 1515
Overall Rank
The Sharpe Ratio Rank of ZVSA is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ZVSA is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ZVSA is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ZVSA is 44
Calmar Ratio Rank
The Martin Ratio Rank of ZVSA is 1717
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
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.

ZVSA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ZyVersa Therapeutics Inc. (ZVSA) 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 ZVSA Sharpe Ratio is -0.49, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ZVSA 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

ZVSA vs. VOO - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
ZVSA
ZyVersa Therapeutics 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

ZVSA vs. VOO - Drawdown Comparison

The maximum ZVSA drawdown since its inception was -99.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ZVSA and VOO.


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

Volatility

ZVSA vs. VOO - Volatility Comparison

ZyVersa Therapeutics Inc. (ZVSA) has a higher volatility of 37.72% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that ZVSA'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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