EME vs. VOOG

Last updated Jun 13, 2026

EME (EMCOR Group, Inc.) is a stock, while VOOG (Vanguard S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index. Over the past 10 years, EME returned 33.61%/yr vs 17.86%/yr for VOOG. A 0.55 correlation means they provide meaningful diversification when combined.

Performance

EME vs. VOOG - Performance Comparison

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

Returns By Period

In the year-to-date period, EME achieves a 34.68% return, which is significantly higher than VOOG's 9.67% return. Over the past 10 years, EME has outperformed VOOG with an annualized return of 33.61%, while VOOG has yielded a comparatively lower 17.86% annualized return.

EME

• 1D: 1.42%
• 1M: -10.83%
• YTD: 34.68%
• 6M: 32.12%
• 1Y: 73.63%
• 3Y*: 67.29%
• 5Y*: 45.87%
• 10Y*: 33.61%

VOOG

• 1D: 0.38%
• 1M: -1.66%
• YTD: 9.67%
• 6M: 10.61%
• 1Y: 27.55%
• 3Y*: 25.78%
• 5Y*: 14.86%
• 10Y*: 17.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EME vs. VOOG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EME EMCOR Group, Inc.	34.68%	35.05%	111.27%	46.03%	16.81%	39.93%	6.47%	45.18%	-26.68%	16.09%
VOOG Vanguard S&P 500 Growth ETF	9.67%	22.11%	35.89%	29.96%	-29.48%	31.95%	33.35%	30.93%	-0.21%	27.19%

Correlation

The correlation between EME and VOOG is 0.54, 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	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010	0.55

The correlation between EME and VOOG has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.

Return for Risk

EME vs. VOOG — Risk / Return Rank

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

EME

EME Risk / Return Rank: 85
EME Sharpe Ratio Rank: 88
EME Sortino Ratio Rank: 82
EME Omega Ratio Rank: 86
EME Calmar Ratio Rank: 84
EME Martin Ratio Rank: 83

VOOG

VOOG Risk / Return Rank: 52
VOOG Sharpe Ratio Rank: 57
VOOG Sortino Ratio Rank: 53
VOOG Omega Ratio Rank: 53
VOOG Calmar Ratio Rank: 46
VOOG Martin Ratio Rank: 53

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.

EME vs. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and Vanguard S&P 500 Growth ETF (VOOG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EME	VOOG	Difference
Sharpe ratio: Return per unit of total volatility	1.92	1.67	+0.25
Sortino ratio: Return per unit of downside risk	2.31	2.26	+0.05
Omega ratio: Gain probability vs. loss probability	1.35	1.29	+0.05
Calmar ratio: Return relative to maximum drawdown	2.94	2.02	+0.93
Martin ratio: Return relative to average drawdown	7.26	8.11	-0.85

EME vs. VOOG - Sharpe Ratio Comparison

The current EME Sharpe Ratio is 1.92, which is comparable to the VOOG Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of EME and VOOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EME vs. VOOG - Drawdown Comparison

The maximum EME drawdown since its inception was -70.56%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for EME and VOOG.

Drawdown Indicators

	EME	VOOG	Difference
Max Drawdown Largest peak-to-trough decline	-70.56%	-32.73%	-37.83%
Max Drawdown (1Y) Largest decline over 1 year	-25.15%	-13.71%	-11.44%
Max Drawdown (3Y) Largest decline over 3 years	-36.19%	-22.18%	-14.01%
Max Drawdown (5Y) Largest decline over 5 years	-36.19%	-32.73%	-3.46%
Max Drawdown (10Y) Largest decline over 10 years	-48.00%	-32.73%	-15.27%
Current Drawdown Current decline from peak	-12.79%	-4.65%	-8.14%
Average Drawdown Average peak-to-trough decline	-15.36%	-4.97%	-10.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.18%	3.40%	+6.78%

Volatility

EME vs. VOOG - Volatility Comparison

EMCOR Group, Inc. (EME) has a higher volatility of 10.65% compared to Vanguard S&P 500 Growth ETF (VOOG) at 6.29%. This indicates that EME's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EME	VOOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.65%	6.29%	+4.36%
Volatility (6M) Calculated over the trailing 6-month period	26.55%	13.43%	+13.12%
Volatility (1Y) Calculated over the trailing 1-year period	38.62%	16.60%	+22.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.44%	21.29%	+12.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.04%	20.78%	+12.26%

Dividends

EME vs. VOOG - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.16%, less than VOOG's 0.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EME EMCOR Group, Inc.	0.16%	0.16%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%
VOOG Vanguard S&P 500 Growth ETF	0.45%	0.49%	0.49%	1.12%	0.93%	0.53%	0.88%	1.26%	1.34%	1.32%	1.47%	1.56%

Frequently Asked Questions

Can I hold both EME and VOOG in my portfolio?

EME and VOOG have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EME or VOOG?

EME has higher volatility (10.65%) compared to VOOG (6.29%). In terms of maximum drawdown, EME dropped -70.56% vs VOOG's -32.73%.

Which has better risk-adjusted returns?

EME currently has the higher Sharpe Ratio (1.92 vs 1.67), 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.