EPM vs. VGT
Compare and contrast key facts about Evolution Petroleum Corporation (EPM) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Mar 25, 2004.
Performance
EPM vs. VGT - Performance Comparison
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EPM vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPM Evolution Petroleum Corporation | 26.69% | -25.17% | -2.04% | -17.30% | 58.73% | 86.00% | -44.78% | -14.47% | 4.19% | -28.70% |
VGT Vanguard Information Technology ETF | -6.16% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Returns By Period
In the year-to-date period, EPM achieves a 26.69% return, which is significantly higher than VGT's -6.16% return. Over the past 10 years, EPM has underperformed VGT with an annualized return of 5.66%, while VGT has yielded a comparatively higher 21.51% annualized return.
EPM
- 1D
- -4.59%
- 1M
- -1.65%
- YTD
- 26.69%
- 6M
- -5.32%
- 1Y
- -5.48%
- 3Y*
- -3.43%
- 5Y*
- 12.43%
- 10Y*
- 5.66%
VGT
- 1D
- 1.28%
- 1M
- -3.61%
- YTD
- -6.16%
- 6M
- -5.90%
- 1Y
- 29.76%
- 3Y*
- 23.10%
- 5Y*
- 14.83%
- 10Y*
- 21.51%
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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.
| EPM | VGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.15 | 1.10 | -1.25 |
Sortino ratioReturn per unit of downside risk | 0.03 | 1.67 | -1.65 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.23 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.17 | 1.88 | -2.05 |
Martin ratioReturn relative to average drawdown | -0.39 | 5.77 | -6.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPM | VGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 1.10 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.59 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.88 | -0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.61 | -0.72 |
Correlation
The correlation between EPM and VGT is 0.22, 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.
Dividends
EPM vs. VGT - Dividend Comparison
EPM's dividend yield for the trailing twelve months is around 10.98%, more than VGT's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPM Evolution Petroleum Corporation | 10.98% | 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 | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
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.
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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 (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 | -99.85% | -11.66% | -88.19% |
Average DrawdownAverage peak-to-trough decline | -96.47% | -8.00% | -88.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.02% | 5.35% | +11.67% |
Volatility
EPM vs. VGT - Volatility Comparison
Evolution Petroleum Corporation (EPM) has a higher volatility of 8.60% compared to Vanguard Information Technology ETF (VGT) at 8.03%. 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.
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Volatility by Period
| EPM | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.60% | 8.03% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 25.42% | 16.35% | +9.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 27.27% | +8.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.64% | 25.06% | +20.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.93% | 24.48% | +25.45% |