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ERF.TO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ERF.TOVOO

Correlation

-0.50.00.51.00.4

The correlation between ERF.TO and VOO is 0.41, 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

ERF.TO vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%AprilMayJuneJulyAugustSeptember
41.20%
564.14%
ERF.TO
VOO

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Risk-Adjusted Performance

ERF.TO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enerplus Corporation (ERF.TO) 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.


ERF.TO
Sharpe ratio
The chart of Sharpe ratio for ERF.TO, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.57
Sortino ratio
The chart of Sortino ratio for ERF.TO, currently valued at 1.02, compared to the broader market-6.00-4.00-2.000.002.004.001.02
Omega ratio
The chart of Omega ratio for ERF.TO, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for ERF.TO, currently valued at 0.42, compared to the broader market0.001.002.003.004.005.000.42
Martin ratio
The chart of Martin ratio for ERF.TO, currently valued at 1.51, compared to the broader market-10.00-5.000.005.0010.0015.0020.001.51
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.23, compared to the broader market-4.00-2.000.002.002.23
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.99, compared to the broader market-6.00-4.00-2.000.002.004.002.99
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.42, compared to the broader market0.001.002.003.004.005.002.42
Martin ratio
The chart of Martin ratio for VOO, currently valued at 12.19, compared to the broader market-10.00-5.000.005.0010.0015.0020.0012.19

ERF.TO vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.57
2.23
ERF.TO
VOO

Dividends

ERF.TO vs. VOO - Dividend Comparison

ERF.TO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.


TTM20232022202120202019201820172016201520142013
ERF.TO
Enerplus Corporation
1.58%1.13%0.76%1.14%3.02%1.30%1.13%0.97%1.26%13.47%10.46%5.60%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ERF.TO vs. VOO - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.91%
-0.48%
ERF.TO
VOO

Volatility

ERF.TO vs. VOO - Volatility Comparison

The current volatility for Enerplus Corporation (ERF.TO) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.25%. This indicates that ERF.TO experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember0
4.25%
ERF.TO
VOO