ERIE vs. VOO
ERIE (Erie Indemnity Company) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ERIE returned 11.22%/yr vs 15.15%/yr for VOO. At a 0.39 correlation, their price movements are largely independent.
Performance
ERIE vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, ERIE achieves a -19.85% return, which is significantly lower than VOO's 10.72% return. Over the past 10 years, ERIE has underperformed VOO with an annualized return of 11.22%, while VOO has yielded a comparatively higher 15.15% annualized return.
ERIE
- 1D
- 7.49%
- 1M
- 0.71%
- 6M
- -19.26%
- YTD
- -19.85%
- 1Y
- -33.75%
- 3Y*
- 4.87%
- 5Y*
- 5.91%
- 10Y*
- 11.22%
VOO
- 1D
- -0.53%
- 1M
- 0.35%
- 6M
- 9.07%
- YTD
- 10.72%
- 1Y
- 21.71%
- 3Y*
- 20.11%
- 5Y*
- 13.31%
- 10Y*
- 15.15%
ERIE vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ERIE Erie Indemnity Company | -19.85% | -29.40% | 24.67% | 37.35% | 32.03% | -19.98% | 52.39% | 27.08% | 12.54% | 11.23% |
VOO Vanguard S&P 500 ETF | 10.72% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between ERIE and VOO is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.39 |
The correlation between ERIE and VOO shifts across timeframes, from -0.08 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ERIE vs. VOO — Risk / Return Rank
ERIE
VOO
ERIE vs. VOO - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ERIE | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.32 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 2.45 | -3.24 |
| Martin ratioReturn relative to average drawdown | -1.31 | 10.68 | -11.99 |
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Drawdowns
ERIE vs. VOO - Drawdown Comparison
The maximum ERIE drawdown since its inception was -78.28%, 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.
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Drawdown Indicators
| ERIE | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.28% | -33.99% | -44.29% |
Max Drawdown (1Y)Largest decline over 1 year | -42.97% | -8.90% | -34.07% |
Max Drawdown (3Y)Largest decline over 3 years | -60.87% | -18.69% | -42.18% |
Max Drawdown (5Y)Largest decline over 5 years | -60.87% | -24.52% | -36.35% |
Max Drawdown (10Y)Largest decline over 10 years | -60.87% | -33.99% | -26.88% |
Current DrawdownCurrent decline from peak | -57.09% | -0.88% | -56.21% |
Average DrawdownAverage peak-to-trough decline | -33.63% | -3.67% | -29.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.86% | 2.04% | +23.82% |
Volatility
ERIE vs. VOO - Volatility Comparison
Erie Indemnity Company (ERIE) has a higher volatility of 18.86% compared to Vanguard S&P 500 ETF (VOO) at 3.48%. 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.
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Volatility by Period
| ERIE | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.86% | 3.48% | +15.38% |
Volatility (6M)Calculated over the trailing 6-month period | 29.41% | 9.98% | +19.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.10% | 12.52% | +22.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.43% | 16.92% | +13.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.72% | 17.99% | +11.73% |
Dividends
ERIE vs. VOO - Dividend Comparison
ERIE's dividend yield for the trailing twelve months is around 2.55%, more than VOO's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERIE Erie Indemnity Company | 2.55% | 1.90% | 1.24% | 1.42% | 1.79% | 2.15% | 2.39% | 2.17% | 2.52% | 2.57% | 1.95% | 3.61% |
VOO Vanguard S&P 500 ETF | 1.06% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
ERIE and VOO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ERIE has higher volatility (18.86%) compared to VOO (3.48%). In terms of maximum drawdown, ERIE dropped -78.28% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.74 vs -0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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