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EGBN vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EGBN vs. VOO

Last updated Jun 5, 2026

EGBN (Eagle Bancorp, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, EGBN returned -3.85%/yr vs 15.55%/yr for VOO. At a 0.47 correlation, their price movements are largely independent.

Performance

EGBN vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, EGBN achieves a 26.80% return, which is significantly higher than VOO's 11.34% return. Over the past 10 years, EGBN has underperformed VOO with an annualized return of -3.85%, while VOO has yielded a comparatively higher 15.55% annualized return.

EGBN

1D
4.99%
1M
3.55%
YTD
26.80%
6M
25.80%
1Y
60.09%
3Y*
13.92%
5Y*
-10.50%
10Y*
-3.85%

VOO

1D
0.39%
1M
4.62%
YTD
11.34%
6M
11.27%
1Y
28.62%
3Y*
22.68%
5Y*
13.98%
10Y*
15.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGBN vs. VOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EGBN
Eagle Bancorp, Inc.		26.80%-15.55%-7.92%-26.98%-21.91%44.51%-12.79%0.76%-15.87%-5.00%
VOO
Vanguard S&P 500 ETF		11.34%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between EGBN and VOO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.47

Compare stocks, funds, or ETFs

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Eagle Bancorp, Inc.

Vanguard S&P 500 ETF

Often compared with EGBN:
EGBN vs. JLLEGBN vs. SPY
Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. IVV

Return for Risk

EGBN vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EGBN
EGBN Risk / Return Rank: 7676
Overall Rank
EGBN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EGBN Sortino Ratio Rank: 7171
Sortino Ratio Rank
EGBN Omega Ratio Rank: 7777
Omega Ratio Rank
EGBN Calmar Ratio Rank: 7777
Calmar Ratio Rank
EGBN Martin Ratio Rank: 7777
Martin Ratio Rank
VOO
VOO Risk / Return Rank: 7474
Overall Rank
VOO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7575
Sortino Ratio Rank
VOO Omega Ratio Rank: 7575
Omega Ratio Rank
VOO Calmar Ratio Rank: 6666
Calmar Ratio Rank
VOO Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EGBN vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Bancorp, Inc. (EGBN) 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.

EGBNVOODifference
Sharpe ratioReturn per unit of total volatility
1.30
2.44

-1.14

Sortino ratioReturn per unit of downside risk
1.76
3.31

-1.55

Omega ratioGain probability vs. loss probability

1.28

1.44

-0.16

Calmar ratioReturn relative to maximum drawdown

2.27

3.23

-0.96

Martin ratioReturn relative to average drawdown

5.57

15.03

-9.47

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGBN vs. VOO - Sharpe Ratio Comparison

The current EGBN Sharpe Ratio is 1.30, which is lower than the VOO Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of EGBN and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EGBNVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

2.44

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.84

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

0.87

-0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.89

-0.61

Drawdowns

EGBN vs. VOO - Drawdown Comparison

The maximum EGBN drawdown since its inception was -72.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EGBN and VOO.

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Drawdown Indicators

EGBNVOODifference

Max Drawdown

Largest peak-to-trough decline

-72.72%

-33.99%

-38.73%

Max Drawdown (1Y)

Largest decline over 1 year

-26.57%

-8.90%

-17.67%

Max Drawdown (3Y)

Largest decline over 3 years

-45.99%

-18.69%

-27.30%

Max Drawdown (5Y)

Largest decline over 5 years

-71.98%

-24.52%

-47.46%

Max Drawdown (10Y)

Largest decline over 10 years

-72.72%

-33.99%

-38.73%

Current Drawdown

Current decline from peak

-49.49%

-0.32%

-49.17%

Average Drawdown

Average peak-to-trough decline

-21.97%

-3.69%

-18.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.83%

1.91%

+8.92%

Volatility

EGBN vs. VOO - Volatility Comparison

Eagle Bancorp, Inc. (EGBN) has a higher volatility of 9.74% compared to Vanguard S&P 500 ETF (VOO) at 2.78%. This indicates that EGBN'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.

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Volatility by Period

EGBNVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.74%

2.78%

+6.96%

Volatility (6M)

Calculated over the trailing 6-month period

26.59%

8.90%

+17.69%

Volatility (1Y)

Calculated over the trailing 1-year period

46.38%

11.80%

+34.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.28%

16.81%

+25.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.14%

18.00%

+23.14%

Dividends

EGBN vs. VOO - Dividend Comparison

EGBN's dividend yield for the trailing twelve months is around 0.72%, less than VOO's 1.02% yield.

PositionTTM20252024202320222021202020192018201720162015
EGBN
Eagle Bancorp, Inc.		0.72%2.36%5.82%5.97%3.86%2.09%2.13%0.90%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.02%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions

EGBN and VOO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EGBN has higher volatility (9.74%) compared to VOO (2.78%). In terms of maximum drawdown, EGBN dropped -72.72% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.44 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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