D vs. VOO

Last updated Apr 1, 2026

Compare and contrast key facts about Dominion Energy, Inc. (D) 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.

Performance

D vs. VOO - Performance Comparison

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

D vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
D Dominion Energy, Inc.	6.64%	13.96%	20.43%	-19.13%	-19.12%	8.12%	-5.35%	21.50%	-7.59%	9.91%
VOO Vanguard S&P 500 ETF	-4.42%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Returns By Period

In the year-to-date period, D achieves a 6.64% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, D has underperformed VOO with an annualized return of 2.37%, while VOO has yielded a comparatively higher 14.05% annualized return.

D

• 1D: -0.03%
• 1M: -2.09%
• YTD: 6.64%
• 6M: 3.29%
• 1Y: 15.36%
• 3Y*: 8.64%
• 5Y*: 0.37%
• 10Y*: 2.37%

VOO

• 1D: 2.86%
• 1M: -5.01%
• YTD: -4.42%
• 6M: -1.84%
• 1Y: 17.67%
• 3Y*: 18.27%
• 5Y*: 11.75%
• 10Y*: 14.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

D vs. VOO — Risk / Return Rank

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

D

D Risk / Return Rank: 67
D Sharpe Ratio Rank: 69
D Sortino Ratio Rank: 60
D Omega Ratio Rank: 59
D Calmar Ratio Rank: 72
D Martin Ratio Rank: 77

VOO

VOO Risk / Return Rank: 65
VOO Sharpe Ratio Rank: 59
VOO Sortino Ratio Rank: 62
VOO Omega Ratio Rank: 66
VOO Calmar Ratio Rank: 65
VOO Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

D vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dominion Energy, Inc. (D) 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.

	D	VOO	Difference
Sharpe ratio Return per unit of total volatility	0.76	0.98	-0.22
Sortino ratio Return per unit of downside risk	1.14	1.50	-0.36
Omega ratio Gain probability vs. loss probability	1.15	1.23	-0.08
Calmar ratio Return relative to maximum drawdown	1.50	1.53	-0.03
Martin ratio Return relative to average drawdown	4.76	7.29	-2.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

D vs. VOO - Sharpe Ratio Comparison

The current D Sharpe Ratio is 0.76, which is comparable to the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of D 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.

Sharpe Ratios by Period

	D	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	0.98	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	0.70	-0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.10	0.78	-0.68
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.83	-0.34

Correlation

The correlation between D and VOO is 0.32, 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.

Dividends

D vs. VOO - Dividend Comparison

D's dividend yield for the trailing twelve months is around 4.32%, more than VOO's 1.19% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
D Dominion Energy, Inc.	4.32%	4.56%	4.96%	5.68%	4.35%	3.21%	4.59%	4.43%	4.67%	3.74%	3.66%	3.83%
VOO Vanguard S&P 500 ETF	1.19%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Drawdowns

D vs. VOO - Drawdown Comparison

The maximum D drawdown since its inception was -52.20%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for D and VOO.

Drawdown Indicators

	D	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-52.20%	-33.99%	-18.21%
Max Drawdown (1Y) Largest decline over 1 year	-11.73%	-11.98%	+0.25%
Max Drawdown (5Y) Largest decline over 5 years	-52.20%	-24.52%	-27.68%
Max Drawdown (10Y) Largest decline over 10 years	-52.20%	-33.99%	-18.21%
Current Drawdown Current decline from peak	-15.62%	-6.29%	-9.33%
Average Drawdown Average peak-to-trough decline	-9.57%	-3.72%	-5.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	2.52%	+1.19%

Volatility

D vs. VOO - Volatility Comparison

The current volatility for Dominion Energy, Inc. (D) is 4.66%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that D 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.

Volatility by Period

	D	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.66%	5.29%	-0.63%
Volatility (6M) Calculated over the trailing 6-month period	12.84%	9.44%	+3.40%
Volatility (1Y) Calculated over the trailing 1-year period	20.48%	18.10%	+2.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.27%	16.82%	+5.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.46%	17.99%	+5.47%