EOAN.DE vs. VOO
Compare and contrast key facts about E.ON SE (EOAN.DE) 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: EOAN.DE or VOO.
Key characteristics
EOAN.DE | VOO | |
---|---|---|
YTD Return | 2.06% | 5.98% |
1Y Return | 7.91% | 22.69% |
3Y Return (Ann) | 12.27% | 8.02% |
5Y Return (Ann) | 10.55% | 13.41% |
10Y Return (Ann) | 4.82% | 12.42% |
Sharpe Ratio | 0.42 | 1.93 |
Daily Std Dev | 16.61% | 11.69% |
Max Drawdown | -76.80% | -33.99% |
Current Drawdown | -34.36% | -4.14% |
Correlation
The correlation between EOAN.DE and VOO is 0.35, 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
EOAN.DE vs. VOO - Performance Comparison
In the year-to-date period, EOAN.DE achieves a 2.06% return, which is significantly lower than VOO's 5.98% return. Over the past 10 years, EOAN.DE has underperformed VOO with an annualized return of 4.82%, while VOO has yielded a comparatively higher 12.42% 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
EOAN.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for E.ON SE (EOAN.DE) 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
EOAN.DE vs. VOO - Dividend Comparison
EOAN.DE's dividend yield for the trailing twelve months is around 4.11%, more than VOO's 1.39% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
E.ON SE | 4.11% | 4.20% | 5.25% | 3.85% | 5.08% | 4.51% | 3.48% | 0.66% | 6.55% | 4.03% | 1.20% | 8.20% |
Vanguard S&P 500 ETF | 1.39% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EOAN.DE vs. VOO - Drawdown Comparison
The maximum EOAN.DE drawdown since its inception was -76.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EOAN.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
EOAN.DE vs. VOO - Volatility Comparison
E.ON SE (EOAN.DE) has a higher volatility of 4.82% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that EOAN.DE'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.