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

Correlation

The correlation between EDN and VOO is 0.25, 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.


-0.50.00.51.00.3

Performance

EDN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Empresa Distribuidora y Comercializadora Norte Sociedad Anónima (EDN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%AugustSeptemberOctoberNovemberDecember2025
115.34%
3.78%
EDN
VOO

Key characteristics

Sharpe Ratio

EDN:

1.75

VOO:

1.88

Sortino Ratio

EDN:

2.33

VOO:

2.52

Omega Ratio

EDN:

1.27

VOO:

1.35

Calmar Ratio

EDN:

1.33

VOO:

2.83

Martin Ratio

EDN:

7.61

VOO:

11.96

Ulcer Index

EDN:

13.32%

VOO:

2.00%

Daily Std Dev

EDN:

58.16%

VOO:

12.70%

Max Drawdown

EDN:

-95.48%

VOO:

-33.99%

Current Drawdown

EDN:

-42.33%

VOO:

-3.91%

Returns By Period

In the year-to-date period, EDN achieves a -15.94% return, which is significantly lower than VOO's -0.66% return. Over the past 10 years, EDN has outperformed VOO with an annualized return of 14.30%, while VOO has yielded a comparatively lower 13.26% annualized return.


EDN

YTD

-15.94%

1M

-26.73%

6M

115.34%

1Y

95.50%

5Y*

45.51%

10Y*

14.30%

VOO

YTD

-0.66%

1M

-3.35%

6M

3.78%

1Y

23.82%

5Y*

13.79%

10Y*

13.26%

*Annualized

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Risk-Adjusted Performance

EDN vs. VOO — Risk-Adjusted Performance Rank

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

EDN
The Risk-Adjusted Performance Rank of EDN is 8787
Overall Rank
The Sharpe Ratio Rank of EDN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of EDN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of EDN is 8383
Omega Ratio Rank
The Calmar Ratio Rank of EDN is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EDN is 8989
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
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.

EDN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Empresa Distribuidora y Comercializadora Norte Sociedad Anónima (EDN) 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 EDN, currently valued at 1.75, compared to the broader market-2.000.002.001.751.88
The chart of Sortino ratio for EDN, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.332.52
The chart of Omega ratio for EDN, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.35
The chart of Calmar ratio for EDN, currently valued at 1.33, compared to the broader market0.002.004.006.001.332.83
The chart of Martin ratio for EDN, currently valued at 7.61, compared to the broader market0.0010.0020.007.6111.96
EDN
VOO

The current EDN Sharpe Ratio is 1.75, which is comparable to the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of EDN 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.75
1.88
EDN
VOO

Dividends

EDN vs. VOO - Dividend Comparison

EDN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.


TTM20242023202220212020201920182017201620152014
EDN
Empresa Distribuidora y Comercializadora Norte Sociedad Anónima
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.25%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EDN vs. VOO - Drawdown Comparison

The maximum EDN drawdown since its inception was -95.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EDN and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-42.33%
-3.91%
EDN
VOO

Volatility

EDN vs. VOO - Volatility Comparison

Empresa Distribuidora y Comercializadora Norte Sociedad Anónima (EDN) has a higher volatility of 23.60% compared to Vanguard S&P 500 ETF (VOO) at 4.56%. This indicates that EDN'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.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
23.60%
4.56%
EDN
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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