DYNF vs VOO: returns, Sharpe ratio and drawdown
Performance
DYNF+15.50%VOO+13.68%
Summary
DYNF vs VOO
Over the past year, DYNF returned +15.50% against +13.68% for VOO. Over five years, DYNF averaged +12.13% a year, compared with +10.77% for VOO. DYNF had the higher Sharpe ratio over the past year (0.81 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.91% for DYNF and -9.19% for VOO.
Current Drawdown
DYNF-2.80%VOO-2.04%
Rolling Volatility
DYNF+0.63%VOO+0.65%
METRICS
Correlation Matrix
Metrics
Risk Indicators
DYNFVOO
Alpha
DYNF
1.31%
VOO
-0.00%
Beta
DYNF
1.04x
VOO
1.00x
Sharpe
DYNF
0.81
VOO
0.73
Sortino
DYNF
1.19
VOO
1.06
Omega
DYNF
1.14
VOO
1.13
Calmar
DYNF
1.74
VOO
1.49
Martin
DYNF
5.47
VOO
4.22
Comparisons