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

Correlation

The correlation between EA and VOO is 0.50, 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.


-0.50.00.51.00.5

Performance

EA vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.55%
10.43%
EA
VOO

Key characteristics

Sharpe Ratio

EA:

0.41

VOO:

2.22

Sortino Ratio

EA:

0.68

VOO:

2.95

Omega Ratio

EA:

1.09

VOO:

1.42

Calmar Ratio

EA:

0.51

VOO:

3.27

Martin Ratio

EA:

1.29

VOO:

14.57

Ulcer Index

EA:

5.73%

VOO:

1.90%

Daily Std Dev

EA:

18.02%

VOO:

12.47%

Max Drawdown

EA:

-84.24%

VOO:

-33.99%

Current Drawdown

EA:

-12.20%

VOO:

-1.77%

Returns By Period

In the year-to-date period, EA achieves a 8.23% return, which is significantly lower than VOO's 26.92% return. Over the past 10 years, EA has underperformed VOO with an annualized return of 12.08%, while VOO has yielded a comparatively higher 13.12% annualized return.


EA

YTD

8.23%

1M

-11.52%

6M

4.55%

1Y

7.55%

5Y*

6.81%

10Y*

12.08%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Electronic Arts Inc. (EA) 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 EA, currently valued at 0.41, compared to the broader market-4.00-2.000.002.000.412.22
The chart of Sortino ratio for EA, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.000.682.95
The chart of Omega ratio for EA, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.42
The chart of Calmar ratio for EA, currently valued at 0.51, compared to the broader market0.002.004.006.000.513.27
The chart of Martin ratio for EA, currently valued at 1.29, compared to the broader market-5.000.005.0010.0015.0020.0025.001.2914.57
EA
VOO

The current EA Sharpe Ratio is 0.41, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of EA 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.41
2.22
EA
VOO

Dividends

EA vs. VOO - Dividend Comparison

EA's dividend yield for the trailing twelve months is around 0.52%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
EA
Electronic Arts Inc.
0.52%0.56%0.61%0.52%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

EA vs. VOO - Drawdown Comparison

The maximum EA drawdown since its inception was -84.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EA and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.20%
-1.77%
EA
VOO

Volatility

EA vs. VOO - Volatility Comparison

Electronic Arts Inc. (EA) has a higher volatility of 5.32% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that EA'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
5.32%
3.78%
EA
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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