EPM vs. VGT
EPM (Evolution Petroleum Corporation) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, EPM returned 3.10%/yr vs 24.06%/yr for VGT. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
EPM vs. VGT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EPM achieves a 9.85% return, which is significantly lower than VGT's 20.36% return. Over the past 10 years, EPM has underperformed VGT with an annualized return of 3.10%, while VGT has yielded a comparatively higher 24.06% annualized return.
EPM
- 1D
- 0.82%
- 1M
- 0.82%
- 6M
- -1.30%
- YTD
- 9.85%
- 1Y
- -11.85%
- 3Y*
- -19.58%
- 5Y*
- 5.47%
- 10Y*
- 3.10%
- ALL TIME*
- -19.05%
VGT
- 1D
- -0.38%
- 1M
- -1.30%
- 6M
- 21.30%
- YTD
- 20.36%
- 1Y
- 34.81%
- 3Y*
- 26.48%
- 5Y*
- 17.81%
- 10Y*
- 24.06%
- ALL TIME*
- 14.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.27M | $1.20M | $1.46M | |
| $440.89M | $515.41M | $573.34M |
EPM vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPM Evolution Petroleum Corporation | 9.85% | -25.17% | -2.04% | -17.30% | 58.73% | 86.00% | -44.78% | -14.47% | 4.19% | -28.70% |
VGT Vanguard Information Technology ETF | 20.36% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between EPM and VGT is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.21 |
The correlation between EPM and VGT shifts across timeframes, from -0.07 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EPM vs. VGT — Risk / Return Rank
EPM
VGT
EPM vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evolution Petroleum Corporation (EPM) and Vanguard Information Technology ETF (VGT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EPM | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.23 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 1.94 | -2.34 |
| Martin ratioReturn relative to average drawdown | -0.81 | 5.23 | -6.04 |
Loading charts...
Drawdowns
EPM vs. VGT - Drawdown Comparison
The maximum EPM drawdown since its inception was -99.99%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for EPM and VGT.
Loading charts...
Drawdown Indicators
| EPM | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.99% | -54.63% | -45.36% |
Max Drawdown (1Y)Largest decline over 1 year | -38.29% | -16.40% | -21.89% |
Max Drawdown (3Y)Largest decline over 3 years | -58.87% | -27.23% | -31.64% |
Max Drawdown (5Y)Largest decline over 5 years | -59.45% | -35.07% | -24.38% |
Max Drawdown (10Y)Largest decline over 10 years | -80.49% | -35.07% | -45.42% |
Current DrawdownCurrent decline from peak | -99.87% | -9.93% | -89.94% |
Average DrawdownAverage peak-to-trough decline | -96.49% | -7.95% | -88.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.67% | 6.07% | +12.60% |
Volatility
EPM vs. VGT - Volatility Comparison
Evolution Petroleum Corporation (EPM) has a higher volatility of 12.09% compared to Vanguard Information Technology ETF (VGT) at 8.42%. This indicates that EPM's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EPM | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.09% | 8.42% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 30.91% | 20.14% | +10.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.40% | 24.28% | +15.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.33% | 25.83% | +19.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.05% | 24.89% | +25.16% |
Dividends
EPM vs. VGT - Dividend Comparison
EPM's dividend yield for the trailing twelve months is around 13.04%, more than VGT's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPM Evolution Petroleum Corporation | 13.04% | 13.56% | 9.18% | 8.26% | 5.83% | 4.55% | 6.14% | 7.31% | 5.87% | 4.23% | 2.15% | 4.16% |
VGT Vanguard Information Technology ETF | 0.38% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
EPM and VGT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPM has higher volatility (12.09%) compared to VGT (8.42%). In terms of maximum drawdown, EPM dropped -99.99% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.31 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for EPM and VGT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer