EFSC vs. VOO
Compare and contrast key facts about Enterprise Financial Services Corp (EFSC) 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: EFSC or VOO.
Key characteristics
| EFSC | VOO | |
|---|---|---|
| YTD Return | 34.79% | 26.13% |
| 1Y Return | 52.03% | 33.91% |
| 3Y Return (Ann) | 9.26% | 9.98% |
| 5Y Return (Ann) | 7.86% | 15.61% |
| 10Y Return (Ann) | 13.70% | 13.33% |
| Sharpe Ratio | 1.58 | 2.82 |
| Sortino Ratio | 2.60 | 3.76 |
| Omega Ratio | 1.31 | 1.53 |
| Calmar Ratio | 1.77 | 4.05 |
| Martin Ratio | 5.59 | 18.48 |
| Ulcer Index | 9.72% | 1.85% |
| Daily Std Dev | 34.47% | 12.12% |
| Max Drawdown | -77.62% | -33.99% |
| Current Drawdown | -3.42% | -0.88% |
Correlation
The correlation between EFSC and VOO is 0.50, 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.
Performance
EFSC vs. VOO - Performance Comparison
In the year-to-date period, EFSC achieves a 34.79% return, which is significantly higher than VOO's 26.13% return. Both investments have delivered pretty close results over the past 10 years, with EFSC having a 13.70% annualized return and VOO not far behind at 13.33%. 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
EFSC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Financial Services Corp (EFSC) 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
EFSC vs. VOO - Dividend Comparison
EFSC's dividend yield for the trailing twelve months is around 1.74%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFSC Enterprise Financial Services Corp | 1.74% | 2.24% | 1.84% | 1.59% | 2.06% | 1.29% | 1.25% | 0.97% | 0.95% | 0.93% | 1.06% | 1.03% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EFSC vs. VOO - Drawdown Comparison
The maximum EFSC drawdown since its inception was -77.62%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EFSC and VOO. For additional features, visit the drawdowns tool.
Volatility
EFSC vs. VOO - Volatility Comparison
Enterprise Financial Services Corp (EFSC) has a higher volatility of 16.81% compared to Vanguard S&P 500 ETF (VOO) at 3.84%. This indicates that EFSC'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.