ENSV vs. VPU
Compare and contrast key facts about Enservco Corporation (ENSV) and Vanguard Utilities ETF (VPU).
VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENSV or VPU.
Key characteristics
| ENSV | VPU | |
|---|---|---|
| YTD Return | -76.19% | 26.03% |
| 1Y Return | -82.36% | 30.85% |
| 3Y Return (Ann) | -64.04% | 7.89% |
| 5Y Return (Ann) | -52.43% | 7.31% |
| 10Y Return (Ann) | -46.51% | 8.95% |
| Sharpe Ratio | -0.75 | 2.00 |
| Sortino Ratio | -1.33 | 2.75 |
| Omega Ratio | 0.82 | 1.35 |
| Calmar Ratio | -0.83 | 1.56 |
| Martin Ratio | -1.80 | 9.70 |
| Ulcer Index | 46.07% | 3.14% |
| Daily Std Dev | 110.06% | 15.27% |
| Max Drawdown | -99.96% | -46.31% |
| Current Drawdown | -99.96% | -4.74% |
Correlation
The correlation between ENSV and VPU is 0.06, 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
ENSV vs. VPU - Performance Comparison
In the year-to-date period, ENSV achieves a -76.19% return, which is significantly lower than VPU's 26.03% return. Over the past 10 years, ENSV has underperformed VPU with an annualized return of -46.51%, while VPU has yielded a comparatively higher 8.95% 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
ENSV vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enservco Corporation (ENSV) and Vanguard Utilities ETF (VPU). 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
ENSV vs. VPU - Dividend Comparison
ENSV has not paid dividends to shareholders, while VPU's dividend yield for the trailing twelve months is around 2.94%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENSV Enservco Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VPU Vanguard Utilities ETF | 2.94% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
ENSV vs. VPU - Drawdown Comparison
The maximum ENSV drawdown since its inception was -99.96%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for ENSV and VPU. For additional features, visit the drawdowns tool.
Volatility
ENSV vs. VPU - Volatility Comparison
Enservco Corporation (ENSV) has a higher volatility of 74.08% compared to Vanguard Utilities ETF (VPU) at 4.89%. This indicates that ENSV's price experiences larger fluctuations and is considered to be riskier than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.