ENB vs. VOO
Compare and contrast key facts about Enbridge Inc. (ENB) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENB or VOO.
Performance
ENB vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with ENB having a 25.60% return and VOO slightly lower at 24.51%. Over the past 10 years, ENB has underperformed VOO with an annualized return of 5.05%, while VOO has yielded a comparatively higher 13.12% annualized return.
ENB
25.60%
2.02%
18.55%
34.32%
9.62%
5.05%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| ENB | VOO | |
|---|---|---|
| Sharpe Ratio | 2.46 | 2.64 |
| Sortino Ratio | 3.50 | 3.53 |
| Omega Ratio | 1.42 | 1.49 |
| Calmar Ratio | 1.52 | 3.81 |
| Martin Ratio | 11.45 | 17.34 |
| Ulcer Index | 3.09% | 1.86% |
| Daily Std Dev | 14.39% | 12.20% |
| Max Drawdown | -46.35% | -33.99% |
| Current Drawdown | -0.61% | -2.16% |
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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.
Risk-Adjusted Performance
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.
Dividends
ENB vs. VOO - Dividend Comparison
ENB's dividend yield for the trailing twelve months is around 6.31%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENB Enbridge Inc. | 6.31% | 7.29% | 6.79% | 6.86% | 7.56% | 5.57% | 6.70% | 4.72% | 3.79% | 4.42% | 2.47% | 2.82% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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.
Volatility
ENB vs. VOO - Volatility Comparison
Enbridge Inc. (ENB) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.17% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.