EMR vs. VOO
EMR (Emerson Electric Co.) 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, EMR returned 13.21%/yr vs 15.56%/yr for VOO. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
EMR vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, EMR achieves a 6.99% return, which is significantly lower than VOO's 10.91% return. Over the past 10 years, EMR has underperformed VOO with an annualized return of 13.21%, while VOO has yielded a comparatively higher 15.56% annualized return.
EMR
- 1D
- -0.81%
- 1M
- 4.42%
- YTD
- 6.99%
- 6M
- 5.27%
- 1Y
- 18.92%
- 3Y*
- 21.58%
- 5Y*
- 9.66%
- 10Y*
- 13.21%
VOO
- 1D
- -0.70%
- 1M
- 5.04%
- YTD
- 10.91%
- 6M
- 10.93%
- 1Y
- 28.04%
- 3Y*
- 22.44%
- 5Y*
- 13.90%
- 10Y*
- 15.56%
EMR vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 6.99% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
VOO Vanguard S&P 500 ETF | 10.91% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between EMR and VOO is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.69 |
The correlation between EMR and VOO shifts across timeframes, from 0.59 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EMR vs. VOO — Risk / Return Rank
EMR
VOO
EMR vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) 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.
| EMR | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.43 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 3.16 | -2.35 |
| Martin ratioReturn relative to average drawdown | 1.79 | 14.73 | -12.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMR | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 2.39 | -1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.83 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.87 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.89 | -0.54 |
Drawdowns
EMR vs. VOO - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EMR and VOO.
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Drawdown Indicators
| EMR | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -33.99% | -25.06% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -8.90% | -14.55% |
Max Drawdown (3Y)Largest decline over 3 years | -29.62% | -18.69% | -10.93% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -24.52% | -5.10% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -33.99% | -16.78% |
Current DrawdownCurrent decline from peak | -12.18% | -0.70% | -11.48% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -3.69% | -10.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.59% | 1.91% | +8.68% |
Volatility
EMR vs. VOO - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 10.89% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that EMR'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
| EMR | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.89% | 2.84% | +8.05% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 8.90% | +15.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.89% | 11.80% | +18.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.22% | 16.81% | +10.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.09% | 18.01% | +11.08% |
Dividends
EMR vs. VOO - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.56%, more than VOO's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.56% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
VOO Vanguard S&P 500 ETF | 1.03% | 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
EMR and VOO have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (10.89%) compared to VOO (2.84%). In terms of maximum drawdown, EMR dropped -59.05% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.39 vs 0.64), 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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