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 | 5.46% | 26.94% |
| 1Y Return | 9.34% | 35.06% |
| 3Y Return (Ann) | 14.40% | 10.23% |
| 5Y Return (Ann) | 7.44% | 15.77% |
| 10Y Return (Ann) | 3.95% | 13.41% |
| Sharpe Ratio | 0.51 | 3.08 |
| Sortino Ratio | 0.79 | 4.09 |
| Omega Ratio | 1.10 | 1.58 |
| Calmar Ratio | 0.37 | 4.46 |
| Martin Ratio | 1.08 | 20.36 |
| Ulcer Index | 7.04% | 1.85% |
| Daily Std Dev | 14.83% | 12.23% |
| Max Drawdown | -60.27% | -33.99% |
| Current Drawdown | -5.76% | -0.25% |
Correlation
The correlation between ENGI.PA and VOO is 0.38, 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 5.46% return, which is significantly lower than VOO's 26.94% return. Over the past 10 years, ENGI.PA has underperformed VOO with an annualized return of 3.95%, while VOO has yielded a comparatively higher 13.41% 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 9.40%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGI.PA ENGIE SA | 9.40% | 8.80% | 6.35% | 4.07% | 0.00% | 2.64% | 5.75% | 5.93% | 8.25% | 6.13% | 6.02% | 8.77% |
VOO Vanguard S&P 500 ETF | 1.23% | 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
ENGIE SA (ENGI.PA) has a higher volatility of 4.03% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that ENGI.PA'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.