EARN vs. VOO
Compare and contrast key facts about Ellington Residential Mortgage REIT (EARN) 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EARN or VOO.
Key characteristics
| EARN | VOO | |
|---|---|---|
| YTD Return | 17.10% | 26.94% |
| 1Y Return | 21.95% | 35.06% |
| 3Y Return (Ann) | -6.99% | 10.23% |
| 5Y Return (Ann) | 2.09% | 15.77% |
| 10Y Return (Ann) | 2.37% | 13.41% |
| Sharpe Ratio | 1.41 | 3.08 |
| Sortino Ratio | 2.04 | 4.09 |
| Omega Ratio | 1.28 | 1.58 |
| Calmar Ratio | 0.75 | 4.46 |
| Martin Ratio | 10.00 | 20.36 |
| Ulcer Index | 3.15% | 1.85% |
| Daily Std Dev | 22.31% | 12.23% |
| Max Drawdown | -66.44% | -33.99% |
| Current Drawdown | -26.29% | -0.25% |
Correlation
The correlation between EARN and VOO is 0.38, 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
EARN vs. VOO - Performance Comparison
In the year-to-date period, EARN achieves a 17.10% return, which is significantly lower than VOO's 26.94% return. Over the past 10 years, EARN has underperformed VOO with an annualized return of 2.37%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EARN vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Residential Mortgage REIT (EARN) 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.
Dividends
EARN vs. VOO - Dividend Comparison
EARN's dividend yield for the trailing twelve months is around 15.07%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 15.07% | 15.66% | 15.16% | 11.36% | 8.59% | 10.88% | 14.17% | 13.04% | 12.68% | 16.19% | 13.52% | 7.41% |
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
EARN vs. VOO - Drawdown Comparison
The maximum EARN drawdown since its inception was -66.44%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EARN and VOO. For additional features, visit the drawdowns tool.
Volatility
EARN vs. VOO - Volatility Comparison
Ellington Residential Mortgage REIT (EARN) has a higher volatility of 6.54% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that EARN'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.