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

Correlation

The correlation between AEP and VOO is 0.33, 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

AEP vs. VOO - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%December2025FebruaryMarchAprilMay
415.05%
569.79%
AEP
VOO

Key characteristics

Sharpe Ratio

AEP:

1.37

VOO:

0.59

Sortino Ratio

AEP:

1.89

VOO:

0.94

Omega Ratio

AEP:

1.24

VOO:

1.14

Calmar Ratio

AEP:

1.98

VOO:

0.60

Martin Ratio

AEP:

4.97

VOO:

2.34

Ulcer Index

AEP:

5.23%

VOO:

4.80%

Daily Std Dev

AEP:

19.03%

VOO:

19.10%

Max Drawdown

AEP:

-62.75%

VOO:

-33.99%

Current Drawdown

AEP:

-1.64%

VOO:

-8.16%

Returns By Period

In the year-to-date period, AEP achieves a 17.62% return, which is significantly higher than VOO's -3.92% return. Over the past 10 years, AEP has underperformed VOO with an annualized return of 10.58%, while VOO has yielded a comparatively higher 12.27% annualized return.


AEP

YTD

17.62%

1M

5.82%

6M

13.81%

1Y

24.20%

5Y*

9.93%

10Y*

10.58%

VOO

YTD

-3.92%

1M

11.29%

6M

-4.41%

1Y

9.97%

5Y*

15.75%

10Y*

12.27%

*Annualized

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Risk-Adjusted Performance

AEP vs. VOO — Risk-Adjusted Performance Rank

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

AEP
The Risk-Adjusted Performance Rank of AEP is 8787
Overall Rank
The Sharpe Ratio Rank of AEP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AEP is 8484
Sortino Ratio Rank
The Omega Ratio Rank of AEP is 8282
Omega Ratio Rank
The Calmar Ratio Rank of AEP is 9393
Calmar Ratio Rank
The Martin Ratio Rank of AEP is 8787
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

AEP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Electric Power Company, Inc. (AEP) 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 AEP Sharpe Ratio is 1.37, which is higher than the VOO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of AEP 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.28
0.53
AEP
VOO

Dividends

AEP vs. VOO - Dividend Comparison

AEP's dividend yield for the trailing twelve months is around 3.37%, more than VOO's 1.35% yield.


TTM20242023202220212020201920182017201620152014
AEP
American Electric Power Company, Inc.
3.37%3.87%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%3.34%
VOO
Vanguard S&P 500 ETF
1.35%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AEP vs. VOO - Drawdown Comparison

The maximum AEP drawdown since its inception was -62.75%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AEP and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.64%
-8.16%
AEP
VOO

Volatility

AEP vs. VOO - Volatility Comparison

The current volatility for American Electric Power Company, Inc. (AEP) is 4.90%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.23%. This indicates that AEP experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.90%
11.23%
AEP
VOO