EQNR vs. VDE
Compare and contrast key facts about Equinor ASA (EQNR) and Vanguard Energy ETF (VDE).
VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EQNR or VDE.
Performance
EQNR vs. VDE - Performance Comparison
Returns By Period
In the year-to-date period, EQNR achieves a -17.48% return, which is significantly lower than VDE's 15.29% return.
EQNR
-17.48%
-0.79%
-13.79%
-19.44%
11.44%
N/A
VDE
15.29%
4.85%
1.11%
17.23%
15.60%
4.41%
Key characteristics
| EQNR | VDE | |
|---|---|---|
| Sharpe Ratio | -0.74 | 0.82 |
| Sortino Ratio | -0.90 | 1.22 |
| Omega Ratio | 0.89 | 1.15 |
| Calmar Ratio | -0.58 | 1.11 |
| Martin Ratio | -1.41 | 2.68 |
| Ulcer Index | 14.15% | 5.56% |
| Daily Std Dev | 26.81% | 18.09% |
| Max Drawdown | -66.92% | -74.16% |
| Current Drawdown | -29.87% | -1.81% |
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Correlation
The correlation between EQNR and VDE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
EQNR vs. VDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Equinor ASA (EQNR) and Vanguard Energy ETF (VDE). 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
EQNR vs. VDE - Dividend Comparison
EQNR's dividend yield for the trailing twelve months is around 9.60%, more than VDE's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQNR Equinor ASA | 9.60% | 9.80% | 4.13% | 2.24% | 4.32% | 4.85% | 2.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDE Vanguard Energy ETF | 3.04% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Drawdowns
EQNR vs. VDE - Drawdown Comparison
The maximum EQNR drawdown since its inception was -66.92%, smaller than the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for EQNR and VDE. For additional features, visit the drawdowns tool.
Volatility
EQNR vs. VDE - Volatility Comparison
Equinor ASA (EQNR) has a higher volatility of 10.43% compared to Vanguard Energy ETF (VDE) at 5.08%. This indicates that EQNR's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.