ENGI.PA vs. VOO
Compare and contrast key facts about ENGIE SA (ENGI.PA) 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: ENGI.PA or VOO.
Key characteristics
ENGI.PA | VOO | |
---|---|---|
YTD Return | 0.92% | 6.62% |
1Y Return | 11.35% | 25.71% |
3Y Return (Ann) | 16.39% | 8.15% |
5Y Return (Ann) | 8.82% | 13.32% |
10Y Return (Ann) | 3.66% | 12.46% |
Sharpe Ratio | 0.65 | 2.13 |
Daily Std Dev | 14.50% | 11.67% |
Max Drawdown | -60.27% | -33.99% |
Current Drawdown | -9.53% | -3.56% |
Correlation
The correlation between ENGI.PA and VOO is 0.39, 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
ENGI.PA vs. VOO - Performance Comparison
In the year-to-date period, ENGI.PA achieves a 0.92% return, which is significantly lower than VOO's 6.62% return. Over the past 10 years, ENGI.PA has underperformed VOO with an annualized return of 3.66%, while VOO has yielded a comparatively higher 12.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ENGI.PA vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ENGIE SA (ENGI.PA) 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
ENGI.PA vs. VOO - Dividend Comparison
ENGI.PA's dividend yield for the trailing twelve months is around 5.29%, more than VOO's 1.38% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGIE SA | 5.29% | 8.80% | 6.35% | 4.07% | 0.00% | 2.64% | 5.75% | 5.93% | 8.25% | 6.13% | 6.02% | 8.77% |
Vanguard S&P 500 ETF | 1.38% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ENGI.PA vs. VOO - Drawdown Comparison
The maximum ENGI.PA drawdown since its inception was -60.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ENGI.PA and VOO. For additional features, visit the drawdowns tool.
Volatility
ENGI.PA vs. VOO - Volatility Comparison
The current volatility for ENGIE SA (ENGI.PA) is 3.57%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.04%. This indicates that ENGI.PA 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.