E vs. VOO
E (Eni S.p.A.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, E returned 12.97%/yr vs 15.14%/yr for VOO. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
E vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, E achieves a 49.82% return, which is significantly higher than VOO's 10.16% return. Over the past 10 years, E has underperformed VOO with an annualized return of 12.97%, while VOO has yielded a comparatively higher 15.14% annualized return.
E
- 1D
- 0.00%
- 1M
- 18.54%
- 6M
- 38.91%
- YTD
- 49.82%
- 1Y
- 72.88%
- 3Y*
- 30.16%
- 5Y*
- 26.94%
- 10Y*
- 12.97%
- ALL TIME*
- 9.39%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.39M | $21.06M | $21.85M | |
| $3.82B | $3.78B | $5.44B |
E vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
E Eni S.p.A. | 49.82% | 48.40% | -13.95% | 26.73% | 10.92% | 43.12% | -28.73% | 4.29% | -0.98% | 7.27% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between E and VOO is -0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.49 |
The correlation between E and VOO shifts across timeframes, from -0.00 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
E vs. VOO — Risk / Return Rank
E
VOO
E vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eni S.p.A. (E) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| E | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.28 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 2.21 | +1.44 |
| Martin ratioReturn relative to average drawdown | 12.58 | 9.44 | +3.14 |
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Drawdowns
E vs. VOO - Drawdown Comparison
The maximum E drawdown since its inception was -70.53%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for E and VOO.
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Drawdown Indicators
| E | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.53% | -33.99% | -36.54% |
Max Drawdown (1Y)Largest decline over 1 year | -20.00% | -8.90% | -11.10% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -18.69% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -33.71% | -24.52% | -9.19% |
Max Drawdown (10Y)Largest decline over 10 years | -61.59% | -33.99% | -27.60% |
Current DrawdownCurrent decline from peak | -2.47% | -1.38% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -23.02% | -3.67% | -19.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.79% | 2.08% | +3.71% |
Volatility
E vs. VOO - Volatility Comparison
Eni S.p.A. (E) has a higher volatility of 10.66% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that E'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.
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Volatility by Period
| E | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.66% | 3.54% | +7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 21.89% | 10.10% | +11.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.66% | 12.82% | +12.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.37% | 16.93% | +8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.17% | 18.01% | +10.16% |
Dividends
E vs. VOO - Dividend Comparison
E's dividend yield for the trailing twelve months is around 4.34%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
E Eni S.p.A. | 4.34% | 5.88% | 7.69% | 5.74% | 6.38% | 5.79% | 5.91% | 6.11% | 5.15% | 3.96% | 3.98% | 5.14% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
E and VOO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
E has higher volatility (10.66%) compared to VOO (3.54%). In terms of maximum drawdown, E dropped -70.53% vs VOO's -33.99%.
E currently has the higher Sharpe Ratio (2.84 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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