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ERIE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ERIEVOO
YTD Return22.25%9.95%
1Y Return76.74%28.35%
3Y Return (Ann)28.83%9.61%
5Y Return (Ann)17.93%14.49%
10Y Return (Ann)21.23%12.71%
Sharpe Ratio2.662.44
Daily Std Dev29.18%11.57%
Max Drawdown-50.74%-33.99%
Current Drawdown-2.27%-0.54%

Correlation

-0.50.00.51.00.4

The correlation between ERIE and VOO is 0.44, 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

ERIE vs. VOO - Performance Comparison

In the year-to-date period, ERIE achieves a 22.25% return, which is significantly higher than VOO's 9.95% return. Over the past 10 years, ERIE has outperformed VOO with an annualized return of 21.23%, while VOO has yielded a comparatively lower 12.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%December2024FebruaryMarchAprilMay
1,015.60%
513.33%
ERIE
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Erie Indemnity Company

Vanguard S&P 500 ETF

Risk-Adjusted Performance

ERIE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Erie Indemnity Company (ERIE) 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.


ERIE
Sharpe ratio
The chart of Sharpe ratio for ERIE, currently valued at 2.66, compared to the broader market-2.00-1.000.001.002.003.002.66
Sortino ratio
The chart of Sortino ratio for ERIE, currently valued at 4.40, compared to the broader market-4.00-2.000.002.004.006.004.40
Omega ratio
The chart of Omega ratio for ERIE, currently valued at 1.58, compared to the broader market0.501.001.502.001.58
Calmar ratio
The chart of Calmar ratio for ERIE, currently valued at 2.81, compared to the broader market0.002.004.006.002.81
Martin ratio
The chart of Martin ratio for ERIE, currently valued at 13.36, compared to the broader market-10.000.0010.0020.0030.0013.36
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.44, compared to the broader market-2.00-1.000.001.002.003.002.44
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.44, compared to the broader market-4.00-2.000.002.004.006.003.45
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.27, compared to the broader market0.002.004.006.002.27
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.70, compared to the broader market-10.000.0010.0020.0030.009.70

ERIE vs. VOO - Sharpe Ratio Comparison

The current ERIE Sharpe Ratio is 2.66, which roughly equals the VOO Sharpe Ratio of 2.44. The chart below compares the 12-month rolling Sharpe Ratio of ERIE and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.66
2.44
ERIE
VOO

Dividends

ERIE vs. VOO - Dividend Comparison

ERIE's dividend yield for the trailing twelve months is around 1.21%, less than VOO's 1.34% yield.


TTM20232022202120202019201820172016201520142013
ERIE
Erie Indemnity Company
1.21%1.42%1.79%2.15%2.37%2.15%2.50%2.55%1.93%3.58%2.78%2.41%
VOO
Vanguard S&P 500 ETF
1.34%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ERIE vs. VOO - Drawdown Comparison

The maximum ERIE drawdown since its inception was -50.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ERIE and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.27%
-0.54%
ERIE
VOO

Volatility

ERIE vs. VOO - Volatility Comparison

Erie Indemnity Company (ERIE) has a higher volatility of 4.40% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that ERIE'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
4.40%
3.92%
ERIE
VOO