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EMP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMP and VOO is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

EMP vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EMP:

-0.20

VOO:

0.67

Sortino Ratio

EMP:

0.06

VOO:

1.19

Omega Ratio

EMP:

1.01

VOO:

1.17

Calmar Ratio

EMP:

-0.01

VOO:

0.80

Martin Ratio

EMP:

-0.02

VOO:

3.05

Ulcer Index

EMP:

6.08%

VOO:

4.88%

Daily Std Dev

EMP:

10.96%

VOO:

19.40%

Max Drawdown

EMP:

-23.69%

VOO:

-33.99%

Current Drawdown

EMP:

-10.02%

VOO:

-3.38%

Returns By Period

In the year-to-date period, EMP achieves a -5.62% return, which is significantly lower than VOO's 1.08% return.


EMP

YTD

-5.62%

1M

1.68%

6M

-3.64%

1Y

-2.11%

5Y*

0.63%

10Y*

N/A

VOO

YTD

1.08%

1M

9.85%

6M

0.15%

1Y

12.97%

5Y*

17.43%

10Y*

12.77%

*Annualized

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Risk-Adjusted Performance

EMP vs. VOO — Risk-Adjusted Performance Rank

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

EMP
The Risk-Adjusted Performance Rank of EMP is 4343
Overall Rank
The Sharpe Ratio Rank of EMP is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of EMP is 3737
Sortino Ratio Rank
The Omega Ratio Rank of EMP is 3737
Omega Ratio Rank
The Calmar Ratio Rank of EMP is 5050
Calmar Ratio Rank
The Martin Ratio Rank of EMP is 5050
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7373
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.

EMP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Entergy Mississippi, Inc. (EMP) 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.


The current EMP Sharpe Ratio is -0.20, which is lower than the VOO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of EMP and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EMP vs. VOO - Dividend Comparison

EMP's dividend yield for the trailing twelve months is around 5.95%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
EMP
Entergy Mississippi, Inc.
5.95%5.53%5.53%6.03%4.85%4.58%4.64%5.52%4.87%1.71%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EMP vs. VOO - Drawdown Comparison

The maximum EMP drawdown since its inception was -23.69%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EMP and VOO. For additional features, visit the drawdowns tool.


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Volatility

EMP vs. VOO - Volatility Comparison

The current volatility for Entergy Mississippi, Inc. (EMP) is 2.25%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.16%. This indicates that EMP experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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