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

Correlation

The correlation between AEE and VOO is 0.35, 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.


-0.50.00.51.00.4

Performance

AEE vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
31.60%
10.98%
AEE
VOO

Key characteristics

Sharpe Ratio

AEE:

1.79

VOO:

2.30

Sortino Ratio

AEE:

2.64

VOO:

3.05

Omega Ratio

AEE:

1.31

VOO:

1.43

Calmar Ratio

AEE:

1.11

VOO:

3.39

Martin Ratio

AEE:

8.62

VOO:

15.10

Ulcer Index

AEE:

3.53%

VOO:

1.90%

Daily Std Dev

AEE:

17.04%

VOO:

12.48%

Max Drawdown

AEE:

-60.57%

VOO:

-33.99%

Current Drawdown

AEE:

-3.60%

VOO:

-0.76%

Returns By Period

In the year-to-date period, AEE achieves a 29.97% return, which is significantly higher than VOO's 28.23% return. Over the past 10 years, AEE has underperformed VOO with an annualized return of 10.05%, while VOO has yielded a comparatively higher 13.23% annualized return.


AEE

YTD

29.97%

1M

-2.40%

6M

31.56%

1Y

30.46%

5Y*

6.78%

10Y*

10.05%

VOO

YTD

28.23%

1M

1.30%

6M

11.10%

1Y

28.67%

5Y*

15.07%

10Y*

13.23%

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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.


Sharpe ratio
The chart of Sharpe ratio for AEE, currently valued at 1.79, compared to the broader market-4.00-2.000.002.001.792.30
The chart of Sortino ratio for AEE, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.643.05
The chart of Omega ratio for AEE, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.43
The chart of Calmar ratio for AEE, currently valued at 1.11, compared to the broader market0.002.004.006.001.113.39
The chart of Martin ratio for AEE, currently valued at 8.62, compared to the broader market0.0010.0020.008.6215.10
AEE
VOO

The current AEE Sharpe Ratio is 1.79, which is comparable to the VOO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of AEE 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.79
2.30
AEE
VOO

Dividends

AEE vs. VOO - Dividend Comparison

AEE's dividend yield for the trailing twelve months is around 2.95%, more than VOO's 1.21% yield.


TTM20232022202120202019201820172016201520142013
AEE
Ameren Corporation
2.95%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
1.21%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.60%
-0.76%
AEE
VOO

Volatility

AEE vs. VOO - Volatility Comparison

Ameren Corporation (AEE) has a higher volatility of 4.45% compared to Vanguard S&P 500 ETF (VOO) at 3.90%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.45%
3.90%
AEE
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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