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EINC vs. VPU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EINC and VPU is 0.48, 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: 0.5

Performance

EINC vs. VPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Energy Income ETF (EINC) and Vanguard Utilities ETF (VPU). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
-11.74%
248.89%
EINC
VPU

Key characteristics

Sharpe Ratio

EINC:

1.51

VPU:

1.28

Sortino Ratio

EINC:

1.90

VPU:

1.77

Omega Ratio

EINC:

1.29

VPU:

1.23

Calmar Ratio

EINC:

0.72

VPU:

2.10

Martin Ratio

EINC:

7.08

VPU:

5.33

Ulcer Index

EINC:

4.44%

VPU:

4.03%

Daily Std Dev

EINC:

20.87%

VPU:

16.84%

Max Drawdown

EINC:

-87.56%

VPU:

-46.31%

Current Drawdown

EINC:

-24.49%

VPU:

-4.03%

Returns By Period

In the year-to-date period, EINC achieves a 2.91% return, which is significantly lower than VPU's 4.38% return. Over the past 10 years, EINC has underperformed VPU with an annualized return of 0.62%, while VPU has yielded a comparatively higher 9.08% annualized return.


EINC

YTD

2.91%

1M

-4.73%

6M

9.84%

1Y

30.06%

5Y*

29.06%

10Y*

0.62%

VPU

YTD

4.38%

1M

0.94%

6M

-0.61%

1Y

20.30%

5Y*

9.24%

10Y*

9.08%

*Annualized

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EINC vs. VPU - Expense Ratio Comparison

EINC has a 0.45% expense ratio, which is higher than VPU's 0.10% expense ratio.


Expense ratio chart for EINC: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EINC: 0.45%
Expense ratio chart for VPU: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VPU: 0.10%

Risk-Adjusted Performance

EINC vs. VPU — Risk-Adjusted Performance Rank

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

EINC
The Risk-Adjusted Performance Rank of EINC is 8686
Overall Rank
The Sharpe Ratio Rank of EINC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of EINC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of EINC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of EINC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of EINC is 8989
Martin Ratio Rank

VPU
The Risk-Adjusted Performance Rank of VPU is 8787
Overall Rank
The Sharpe Ratio Rank of VPU is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VPU is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VPU is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VPU is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VPU is 8585
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.

EINC vs. VPU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Energy Income ETF (EINC) and Vanguard Utilities ETF (VPU). 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 EINC, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.00
EINC: 1.51
VPU: 1.28
The chart of Sortino ratio for EINC, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.00
EINC: 1.90
VPU: 1.77
The chart of Omega ratio for EINC, currently valued at 1.29, compared to the broader market0.501.001.502.002.50
EINC: 1.29
VPU: 1.23
The chart of Calmar ratio for EINC, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.00
EINC: 0.72
VPU: 2.10
The chart of Martin ratio for EINC, currently valued at 7.08, compared to the broader market0.0020.0040.0060.00
EINC: 7.08
VPU: 5.33

The current EINC Sharpe Ratio is 1.51, which is comparable to the VPU Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of EINC and VPU, 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 Ratio1.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.51
1.28
EINC
VPU

Dividends

EINC vs. VPU - Dividend Comparison

EINC's dividend yield for the trailing twelve months is around 3.09%, more than VPU's 2.99% yield.


TTM20242023202220212020201920182017201620152014
EINC
VanEck Energy Income ETF
3.09%3.33%3.77%2.89%6.03%6.69%9.66%11.31%8.53%9.71%28.53%12.41%
VPU
Vanguard Utilities ETF
2.99%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%

Drawdowns

EINC vs. VPU - Drawdown Comparison

The maximum EINC drawdown since its inception was -87.56%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for EINC and VPU. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.49%
-4.03%
EINC
VPU

Volatility

EINC vs. VPU - Volatility Comparison

VanEck Energy Income ETF (EINC) has a higher volatility of 13.32% compared to Vanguard Utilities ETF (VPU) at 8.61%. This indicates that EINC's price experiences larger fluctuations and is considered to be riskier than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.32%
8.61%
EINC
VPU