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

Correlation

The correlation between EADSY and VOO is 0.40, 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.


-0.50.00.51.00.4

Performance

EADSY vs. VOO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.25%
8.89%
EADSY
VOO

Key characteristics

Sharpe Ratio

EADSY:

0.29

VOO:

2.21

Sortino Ratio

EADSY:

0.57

VOO:

2.93

Omega Ratio

EADSY:

1.07

VOO:

1.41

Calmar Ratio

EADSY:

0.29

VOO:

3.25

Martin Ratio

EADSY:

0.52

VOO:

14.47

Ulcer Index

EADSY:

13.81%

VOO:

1.90%

Daily Std Dev

EADSY:

24.88%

VOO:

12.43%

Max Drawdown

EADSY:

-68.25%

VOO:

-33.99%

Current Drawdown

EADSY:

-11.30%

VOO:

-2.87%

Returns By Period

In the year-to-date period, EADSY achieves a 6.67% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, EADSY has outperformed VOO with an annualized return of 14.27%, while VOO has yielded a comparatively lower 13.04% annualized return.


EADSY

YTD

6.67%

1M

11.37%

6M

2.07%

1Y

8.86%

5Y*

3.71%

10Y*

14.27%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

EADSY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Airbus Group NV (EADSY) 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 EADSY, currently valued at 0.36, compared to the broader market-4.00-2.000.002.000.362.21
The chart of Sortino ratio for EADSY, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.662.93
The chart of Omega ratio for EADSY, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.41
The chart of Calmar ratio for EADSY, currently valued at 0.36, compared to the broader market0.002.004.006.000.363.25
The chart of Martin ratio for EADSY, currently valued at 0.64, compared to the broader market0.0010.0020.000.6414.47
EADSY
VOO

The current EADSY Sharpe Ratio is 0.29, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EADSY 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
0.36
2.21
EADSY
VOO

Dividends

EADSY vs. VOO - Dividend Comparison

EADSY's dividend yield for the trailing twelve months is around 1.87%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
EADSY
Airbus Group NV
1.87%1.24%1.40%0.00%1.83%1.26%1.92%1.47%2.21%2.03%3.61%1.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

EADSY vs. VOO - Drawdown Comparison

The maximum EADSY drawdown since its inception was -68.25%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EADSY and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.30%
-2.87%
EADSY
VOO

Volatility

EADSY vs. VOO - Volatility Comparison

Airbus Group NV (EADSY) has a higher volatility of 7.89% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that EADSY'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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.89%
3.64%
EADSY
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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