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

Correlation

The correlation between ESCA and VOO is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

ESCA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Escalade, Incorporated (ESCA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ESCA:

25.06%

VOO:

19.11%

Max Drawdown

ESCA:

-2.06%

VOO:

-33.99%

Current Drawdown

ESCA:

-2.06%

VOO:

-7.67%

Returns By Period


ESCA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

5.73%

6M

-5.06%

1Y

9.79%

5Y*

16.35%

10Y*

12.31%

*Annualized

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Risk-Adjusted Performance

ESCA vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESCA
The Risk-Adjusted Performance Rank of ESCA is 6565
Overall Rank
The Sharpe Ratio Rank of ESCA is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ESCA is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ESCA is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ESCA is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ESCA is 7474
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESCA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Escalade, Incorporated (ESCA) 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.



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Dividends

ESCA vs. VOO - Dividend Comparison

ESCA's dividend yield for the trailing twelve months is around 4.07%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
ESCA
Escalade, Incorporated
4.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ESCA vs. VOO - Drawdown Comparison

The maximum ESCA drawdown since its inception was -2.06%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ESCA and VOO. For additional features, visit the drawdowns tool.


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Volatility

ESCA vs. VOO - Volatility Comparison


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