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

Correlation

The correlation between EATV and VOO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

EATV vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VegTech Plant-based Innovation & Climate ETF (EATV) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EATV:

-0.54

VOO:

0.52

Sortino Ratio

EATV:

-0.54

VOO:

0.89

Omega Ratio

EATV:

0.94

VOO:

1.13

Calmar Ratio

EATV:

-0.16

VOO:

0.57

Martin Ratio

EATV:

-0.92

VOO:

2.18

Ulcer Index

EATV:

8.01%

VOO:

4.85%

Daily Std Dev

EATV:

16.42%

VOO:

19.11%

Max Drawdown

EATV:

-44.69%

VOO:

-33.99%

Current Drawdown

EATV:

-38.57%

VOO:

-7.67%

Returns By Period

In the year-to-date period, EATV achieves a -8.43% return, which is significantly lower than VOO's -3.41% return.


EATV

YTD

-8.43%

1M

6.33%

6M

-12.53%

1Y

-9.50%

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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EATV vs. VOO - Expense Ratio Comparison

EATV has a 0.75% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

EATV vs. VOO — Risk-Adjusted Performance Rank

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

EATV
The Risk-Adjusted Performance Rank of EATV is 66
Overall Rank
The Sharpe Ratio Rank of EATV is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of EATV is 55
Sortino Ratio Rank
The Omega Ratio Rank of EATV is 55
Omega Ratio Rank
The Calmar Ratio Rank of EATV is 1010
Calmar Ratio Rank
The Martin Ratio Rank of EATV is 77
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EATV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VegTech Plant-based Innovation & Climate ETF (EATV) 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.


The current EATV Sharpe Ratio is -0.54, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of EATV 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.


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Dividends

EATV vs. VOO - Dividend Comparison

EATV's dividend yield for the trailing twelve months is around 0.63%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
EATV
VegTech Plant-based Innovation & Climate ETF
0.63%0.57%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EATV vs. VOO - Drawdown Comparison

The maximum EATV drawdown since its inception was -44.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EATV and VOO. For additional features, visit the drawdowns tool.


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Volatility

EATV vs. VOO - Volatility Comparison

The current volatility for VegTech Plant-based Innovation & Climate ETF (EATV) is 3.53%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. This indicates that EATV 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.


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