EGGY vs. VOO

Last updated Jun 5, 2026

EGGY (NestYield Dynamic Income ETF) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - EGGY is a Derivative Income fund actively managed by NestYield, while VOO is a S&P 500 fund tracking the S&P 500 Index. EGGY is actively managed, while VOO is passively managed. Over the past year, EGGY returned 47.78% vs 28.62% for VOO. A 0.71 correlation means they provide meaningful diversification when combined. EGGY charges 0.95%/yr vs 0.03%/yr for VOO.

Performance

EGGY vs. VOO - Performance Comparison

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

Returns By Period

In the year-to-date period, EGGY achieves a 36.97% return, which is significantly higher than VOO's 11.34% return.

EGGY

• 1D: -1.16%
• 1M: 8.97%
• YTD: 36.97%
• 6M: 34.02%
• 1Y: 47.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

EGGY vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGY NestYield Dynamic Income ETF	36.97%	16.46%	-1.22%
VOO Vanguard S&P 500 ETF	11.34%	17.82%	-1.51%

Correlation

The correlation between EGGY and VOO is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024	0.71

The correlation between EGGY and VOO has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

Return for Risk

EGGY vs. VOO — Risk / Return Rank

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

EGGY

EGGY Risk / Return Rank: 47
EGGY Sharpe Ratio Rank: 49
EGGY Sortino Ratio Rank: 42
EGGY Omega Ratio Rank: 49
EGGY Calmar Ratio Rank: 54
EGGY Martin Ratio Rank: 42

VOO

VOO Risk / Return Rank: 74
VOO Sharpe Ratio Rank: 76
VOO Sortino Ratio Rank: 75
VOO Omega Ratio Rank: 75
VOO Calmar Ratio Rank: 66
VOO Martin Ratio Rank: 78

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.

EGGY vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Dynamic Income ETF (EGGY) 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.

	EGGY	VOO	Difference
Sharpe ratio: Return per unit of total volatility	1.65	2.44	-0.79
Sortino ratio: Return per unit of downside risk	2.08	3.31	-1.23
Omega ratio: Gain probability vs. loss probability	1.30	1.44	-0.14
Calmar ratio: Return relative to maximum drawdown	2.62	3.23	-0.61
Martin ratio: Return relative to average drawdown	6.60	15.03	-8.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGGY vs. VOO - Sharpe Ratio Comparison

The current EGGY Sharpe Ratio is 1.65, which is lower than the VOO Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of EGGY 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.

Sharpe Ratios by Period

	EGGY	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	2.44	-0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.84	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.32	0.89	+0.43

Drawdowns

EGGY vs. VOO - Drawdown Comparison

The maximum EGGY drawdown since its inception was -18.34%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EGGY and VOO.

Drawdown Indicators

	EGGY	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-18.34%	-33.99%	+15.65%
Max Drawdown (1Y) Largest decline over 1 year	-18.34%	-8.90%	-9.44%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.99%	—
Current Drawdown Current decline from peak	-2.48%	-0.32%	-2.16%
Average Drawdown Average peak-to-trough decline	-5.24%	-3.69%	-1.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.26%	1.91%	+5.35%

Volatility

EGGY vs. VOO - Volatility Comparison

NestYield Dynamic Income ETF (EGGY) has a higher volatility of 12.23% compared to Vanguard S&P 500 ETF (VOO) at 2.78%. This indicates that EGGY'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.

Volatility by Period

	EGGY	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.23%	2.78%	+9.45%
Volatility (6M) Calculated over the trailing 6-month period	23.98%	8.90%	+15.08%
Volatility (1Y) Calculated over the trailing 1-year period	29.06%	11.80%	+17.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.62%	16.81%	+11.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.62%	18.00%	+10.62%

EGGY vs. VOO - Expense Ratio Comparison

EGGY has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.

Dividends

EGGY vs. VOO - Dividend Comparison

EGGY's dividend yield for the trailing twelve months is around 26.05%, more than VOO's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EGGY NestYield Dynamic Income ETF	26.05%	28.26%	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	1.02%	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

Can I hold both EGGY and VOO in my portfolio?

EGGY and VOO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGY or VOO?

EGGY has higher volatility (12.23%) compared to VOO (2.78%). In terms of maximum drawdown, EGGY dropped -18.34% vs VOO's -33.99%.

Which ETF is better, EGGY or VOO?

On 1-year performance, EGGY leads with 47.78% vs 28.62% for VOO. On fees, VOO is cheaper at 0.03% per year. On volatility, VOO has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGY or VOO?

Over the 1-year period, EGGY has performed better with a 47.78% return vs 28.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGY or VOO?

VOO is cheaper with a 0.03% expense ratio, compared with 0.95% for EGGY.

Which ETF pays a higher dividend yield, EGGY or VOO?

EGGY has the higher dividend yield at 26.05%, compared with 1.02% for VOO.

What is the main difference between EGGY and VOO?

EGGY is categorized as Derivative Income, while VOO is S&P 500. They also come from different issuers: NestYield and Vanguard. Their fees differ too: 0.95% for EGGY and 0.03% for VOO.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (2.44 vs 1.65), 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.