EQR vs. VOO
Compare and contrast key facts about Equity Residential (EQR) 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: EQR or VOO.
Key characteristics
| EQR | VOO | |
|---|---|---|
| YTD Return | 25.66% | 26.94% |
| 1Y Return | 37.63% | 35.06% |
| 3Y Return (Ann) | -1.04% | 10.23% |
| 5Y Return (Ann) | 0.82% | 15.77% |
| 10Y Return (Ann) | 5.94% | 13.41% |
| Sharpe Ratio | 2.19 | 3.08 |
| Sortino Ratio | 3.04 | 4.09 |
| Omega Ratio | 1.37 | 1.58 |
| Calmar Ratio | 1.18 | 4.46 |
| Martin Ratio | 14.50 | 20.36 |
| Ulcer Index | 2.99% | 1.85% |
| Daily Std Dev | 19.76% | 12.23% |
| Max Drawdown | -67.40% | -33.99% |
| Current Drawdown | -11.39% | -0.25% |
Correlation
The correlation between EQR and VOO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EQR vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with EQR having a 25.66% return and VOO slightly higher at 26.94%. Over the past 10 years, EQR has underperformed VOO with an annualized return of 5.94%, while VOO has yielded a comparatively higher 13.41% 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
EQR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Equity Residential (EQR) 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
EQR vs. VOO - Dividend Comparison
EQR's dividend yield for the trailing twelve months is around 3.60%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQR Equity Residential | 3.60% | 4.34% | 4.24% | 2.67% | 4.07% | 2.81% | 3.27% | 3.16% | 20.22% | 2.71% | 2.78% | 3.57% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EQR vs. VOO - Drawdown Comparison
The maximum EQR drawdown since its inception was -67.40%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EQR and VOO. For additional features, visit the drawdowns tool.
Volatility
EQR vs. VOO - Volatility Comparison
Equity Residential (EQR) has a higher volatility of 8.24% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that EQR'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.