AEE vs. VOO
Compare and contrast key facts about Ameren Corporation (AEE) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEE or VOO.
Performance
AEE vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, AEE achieves a 29.48% return, which is significantly higher than VOO's 24.51% return. Over the past 10 years, AEE has underperformed VOO with an annualized return of 11.31%, while VOO has yielded a comparatively higher 13.12% annualized return.
AEE
29.48%
2.68%
24.18%
22.44%
6.90%
11.31%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| AEE | VOO | |
|---|---|---|
| Sharpe Ratio | 1.10 | 2.64 |
| Sortino Ratio | 1.57 | 3.53 |
| Omega Ratio | 1.21 | 1.49 |
| Calmar Ratio | 0.79 | 3.81 |
| Martin Ratio | 2.51 | 17.34 |
| Ulcer Index | 8.58% | 1.86% |
| Daily Std Dev | 19.56% | 12.20% |
| Max Drawdown | -60.57% | -33.99% |
| Current Drawdown | -1.17% | -2.16% |
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Correlation
The correlation between AEE and VOO is 0.36, 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.
Risk-Adjusted Performance
AEE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ameren Corporation (AEE) 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.
Dividends
AEE vs. VOO - Dividend Comparison
AEE's dividend yield for the trailing twelve months is around 2.89%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEE Ameren Corporation | 2.89% | 3.48% | 2.65% | 2.47% | 2.56% | 2.50% | 2.83% | 3.01% | 3.27% | 3.83% | 3.49% | 4.42% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
AEE vs. VOO - Drawdown Comparison
The maximum AEE drawdown since its inception was -60.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AEE and VOO. For additional features, visit the drawdowns tool.
Volatility
AEE vs. VOO - Volatility Comparison
Ameren Corporation (AEE) has a higher volatility of 7.15% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that AEE'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.