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AEO vs. VOO

Last updated Feb 24, 2024

Compare and contrast key facts about American Eagle Outfitters, Inc. (AEO) 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: AEO or VOO.

Key characteristics


AEOVOO
YTD Return10.90%6.86%
1Y Return61.99%28.82%
3Y Return (Ann)-0.34%11.15%
5Y Return (Ann)5.71%14.66%
10Y Return (Ann)8.16%12.76%
Sharpe Ratio1.492.39
Daily Std Dev41.99%12.34%
Max Drawdown-80.68%-33.99%
Current Drawdown-33.80%0.00%

Correlation

0.42
-1.001.00

The correlation between AEO and VOO is 0.42, 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.

AEO vs. VOO - Performance Comparison

In the year-to-date period, AEO achieves a 10.90% return, which is significantly higher than VOO's 6.86% return. Over the past 10 years, AEO has underperformed VOO with an annualized return of 8.16%, while VOO has yielded a comparatively higher 12.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2024February
49.28%
16.40%
AEO
VOO

Compare stocks, funds, or ETFs


American Eagle Outfitters, Inc.

Vanguard S&P 500 ETF

AEO vs. VOO - Dividend Comparison

AEO's dividend yield for the trailing twelve months is around 1.82%, more than VOO's 1.36% yield.


TTM20232022202120202019201820172016201520142013
AEO
American Eagle Outfitters, Inc.
1.82%1.42%2.58%3.22%1.37%2.81%2.85%2.66%3.30%3.23%3.60%2.60%
VOO
Vanguard S&P 500 ETF
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

AEO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Eagle Outfitters, Inc. (AEO) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AEO
American Eagle Outfitters, Inc.
1.49
VOO
Vanguard S&P 500 ETF
2.39

AEO vs. VOO - Sharpe Ratio Comparison

The current AEO Sharpe Ratio is 1.49, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the 12-month rolling Sharpe Ratio of AEO and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.49
2.39
AEO
VOO

AEO vs. VOO - Drawdown Comparison

The maximum AEO drawdown since its inception was -80.68%, which is greater than VOO's maximum drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for AEO and VOO


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2024February
-33.80%
0
AEO
VOO

AEO vs. VOO - Volatility Comparison

American Eagle Outfitters, Inc. (AEO) has a higher volatility of 8.31% compared to Vanguard S&P 500 ETF (VOO) at 3.94%. This indicates that AEO'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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
8.31%
3.94%
AEO
VOO