Correlation
The correlation between EBTC and VOO is 0.44, 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.
EBTC vs. VOO
Compare and contrast key facts about Enterprise Bancorp, Inc. (EBTC) 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: EBTC or VOO.
Performance
EBTC vs. VOO - Performance Comparison
Loading data...
Key characteristics
EBTC:
1.50
VOO:
0.74
EBTC:
2.35
VOO:
1.04
EBTC:
1.30
VOO:
1.15
EBTC:
1.21
VOO:
0.68
EBTC:
6.90
VOO:
2.58
EBTC:
8.28%
VOO:
4.93%
EBTC:
39.74%
VOO:
19.54%
EBTC:
-54.69%
VOO:
-33.99%
EBTC:
-12.05%
VOO:
-3.55%
Returns By Period
In the year-to-date period, EBTC achieves a -1.31% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, EBTC has underperformed VOO with an annualized return of 8.80%, while VOO has yielded a comparatively higher 12.81% annualized return.
EBTC
-1.31%
4.30%
5.50%
59.27%
7.67%
13.95%
8.80%
VOO
0.90%
6.28%
-1.46%
14.27%
14.31%
15.89%
12.81%
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
EBTC vs. VOO — Risk-Adjusted Performance Rank
EBTC
VOO
EBTC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Bancorp, Inc. (EBTC) 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.
Loading data...
Dividends
EBTC vs. VOO - Dividend Comparison
EBTC's dividend yield for the trailing twelve months is around 2.54%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBTC Enterprise Bancorp, Inc. | 2.54% | 2.43% | 2.85% | 2.32% | 1.65% | 2.74% | 1.89% | 1.80% | 1.59% | 1.38% | 2.19% | 1.90% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
EBTC vs. VOO - Drawdown Comparison
The maximum EBTC drawdown since its inception was -54.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EBTC and VOO.
Loading data...
Volatility
EBTC vs. VOO - Volatility Comparison
Enterprise Bancorp, Inc. (EBTC) has a higher volatility of 8.58% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that EBTC'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.
Loading data...