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

Correlation

The correlation between ENB and VOO is 0.49, 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.


-0.50.00.51.00.5

Performance

ENB vs. VOO - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%AugustSeptemberOctoberNovemberDecember2025
254.46%
610.90%
ENB
VOO

Key characteristics

Sharpe Ratio

ENB:

2.24

VOO:

2.21

Sortino Ratio

ENB:

3.16

VOO:

2.92

Omega Ratio

ENB:

1.38

VOO:

1.41

Calmar Ratio

ENB:

1.49

VOO:

3.34

Martin Ratio

ENB:

11.89

VOO:

14.07

Ulcer Index

ENB:

2.72%

VOO:

2.01%

Daily Std Dev

ENB:

14.43%

VOO:

12.80%

Max Drawdown

ENB:

-46.35%

VOO:

-33.99%

Current Drawdown

ENB:

0.00%

VOO:

-1.36%

Returns By Period

In the year-to-date period, ENB achieves a 4.90% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, ENB has underperformed VOO with an annualized return of 5.14%, while VOO has yielded a comparatively higher 13.52% annualized return.


ENB

YTD

4.90%

1M

9.33%

6M

25.80%

1Y

32.70%

5Y*

9.15%

10Y*

5.14%

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

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Risk-Adjusted Performance

ENB vs. VOO — Risk-Adjusted Performance Rank

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

ENB
The Risk-Adjusted Performance Rank of ENB is 9191
Overall Rank
The Sharpe Ratio Rank of ENB is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ENB is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ENB is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ENB is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ENB is 9393
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO 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.

ENB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB) 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.


Sharpe ratio
The chart of Sharpe ratio for ENB, currently valued at 2.24, compared to the broader market-2.000.002.004.002.242.21
The chart of Sortino ratio for ENB, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.003.162.92
The chart of Omega ratio for ENB, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.41
The chart of Calmar ratio for ENB, currently valued at 1.49, compared to the broader market0.002.004.006.001.493.34
The chart of Martin ratio for ENB, currently valued at 11.89, compared to the broader market-10.000.0010.0020.0030.0011.8914.07
ENB
VOO

The current ENB Sharpe Ratio is 2.24, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ENB 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.24
2.21
ENB
VOO

Dividends

ENB vs. VOO - Dividend Comparison

ENB's dividend yield for the trailing twelve months is around 5.98%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
ENB
Enbridge Inc.
5.98%6.28%7.29%6.79%6.86%7.56%5.57%6.69%4.73%3.78%4.41%2.47%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ENB vs. VOO - Drawdown Comparison

The maximum ENB drawdown since its inception was -46.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ENB and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-1.36%
ENB
VOO

Volatility

ENB vs. VOO - Volatility Comparison

The current volatility for Enbridge Inc. (ENB) is 4.39%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.05%. This indicates that ENB 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.39%
5.05%
ENB
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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