ESE vs. VOO
Compare and contrast key facts about ESCO Technologies Inc. (ESE) 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: ESE or VOO.
Key characteristics
| ESE | VOO | |
|---|---|---|
| YTD Return | -13.19% | 5.98% |
| 1Y Return | 7.51% | 22.69% |
| 3Y Return (Ann) | -1.94% | 8.02% |
| 5Y Return (Ann) | 6.68% | 13.41% |
| 10Y Return (Ann) | 12.48% | 12.42% |
| Sharpe Ratio | 0.35 | 1.93 |
| Daily Std Dev | 24.94% | 11.69% |
| Max Drawdown | -58.54% | -33.99% |
| Current Drawdown | -13.83% | -4.14% |
Correlation
The correlation between ESE and VOO is 0.60, 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
ESE vs. VOO - Performance Comparison
In the year-to-date period, ESE achieves a -13.19% return, which is significantly lower than VOO's 5.98% return. Both investments have delivered pretty close results over the past 10 years, with ESE having a 12.48% annualized return and VOO not far behind at 12.42%. 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
ESE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ESCO Technologies Inc. (ESE) 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
ESE vs. VOO - Dividend Comparison
ESE's dividend yield for the trailing twelve months is around 0.32%, less than VOO's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESE ESCO Technologies Inc. | 0.32% | 0.27% | 0.37% | 0.27% | 0.31% | 0.43% | 0.49% | 0.40% | 0.56% | 0.89% | 0.87% | 1.17% |
VOO Vanguard S&P 500 ETF | 1.39% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ESE vs. VOO - Drawdown Comparison
The maximum ESE drawdown since its inception was -58.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ESE and VOO. For additional features, visit the drawdowns tool.
Volatility
ESE vs. VOO - Volatility Comparison
ESCO Technologies Inc. (ESE) has a higher volatility of 7.00% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that ESE'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.