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

Correlation

The correlation between EEFT and VOO is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

EEFT vs. VOO - Performance Comparison

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

450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
517.68%
557.08%
EEFT
VOO

Key characteristics

Sharpe Ratio

EEFT:

-0.27

VOO:

0.54

Sortino Ratio

EEFT:

-0.18

VOO:

0.88

Omega Ratio

EEFT:

0.98

VOO:

1.13

Calmar Ratio

EEFT:

-0.18

VOO:

0.55

Martin Ratio

EEFT:

-0.68

VOO:

2.27

Ulcer Index

EEFT:

12.62%

VOO:

4.55%

Daily Std Dev

EEFT:

32.09%

VOO:

19.19%

Max Drawdown

EEFT:

-87.92%

VOO:

-33.99%

Current Drawdown

EEFT:

-43.13%

VOO:

-9.90%

Returns By Period

The year-to-date returns for both investments are quite close, with EEFT having a -5.88% return and VOO slightly higher at -5.74%. Over the past 10 years, EEFT has underperformed VOO with an annualized return of 5.17%, while VOO has yielded a comparatively higher 12.07% annualized return.


EEFT

YTD

-5.88%

1M

-11.70%

6M

-3.69%

1Y

-6.58%

5Y*

3.08%

10Y*

5.17%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

EEFT vs. VOO — Risk-Adjusted Performance Rank

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

EEFT
The Risk-Adjusted Performance Rank of EEFT is 3636
Overall Rank
The Sharpe Ratio Rank of EEFT is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of EEFT is 3232
Sortino Ratio Rank
The Omega Ratio Rank of EEFT is 3333
Omega Ratio Rank
The Calmar Ratio Rank of EEFT is 4141
Calmar Ratio Rank
The Martin Ratio Rank of EEFT is 3838
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

EEFT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Euronet Worldwide, Inc. (EEFT) 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 chart of Sharpe ratio for EEFT, currently valued at -0.27, compared to the broader market-2.00-1.000.001.002.003.00
EEFT: -0.27
VOO: 0.54
The chart of Sortino ratio for EEFT, currently valued at -0.18, compared to the broader market-6.00-4.00-2.000.002.004.00
EEFT: -0.18
VOO: 0.88
The chart of Omega ratio for EEFT, currently valued at 0.98, compared to the broader market0.501.001.502.00
EEFT: 0.98
VOO: 1.13
The chart of Calmar ratio for EEFT, currently valued at -0.18, compared to the broader market0.001.002.003.004.005.00
EEFT: -0.18
VOO: 0.55
The chart of Martin ratio for EEFT, currently valued at -0.68, compared to the broader market-5.000.005.0010.0015.0020.00
EEFT: -0.68
VOO: 2.27

The current EEFT Sharpe Ratio is -0.27, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EEFT 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.27
0.54
EEFT
VOO

Dividends

EEFT vs. VOO - Dividend Comparison

EEFT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.38%.


TTM20242023202220212020201920182017201620152014
EEFT
Euronet Worldwide, Inc.
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
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EEFT vs. VOO - Drawdown Comparison

The maximum EEFT drawdown since its inception was -87.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EEFT and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-43.13%
-9.90%
EEFT
VOO

Volatility

EEFT vs. VOO - Volatility Comparison

Euronet Worldwide, Inc. (EEFT) has a higher volatility of 18.64% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that EEFT'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%NovemberDecember2025FebruaryMarchApril
18.64%
13.96%
EEFT
VOO