ESEA vs. VONG
ESEA (Euroseas Ltd) is a stock, while VONG (Vanguard Russell 1000 Growth ETF) is Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Over the past 10 years, ESEA returned 21.65%/yr vs 17.43%/yr for VONG. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
ESEA vs. VONG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ESEA achieves a 48.02% return, which is significantly higher than VONG's 0.39% return. Over the past 10 years, ESEA has outperformed VONG with an annualized return of 21.65%, while VONG has yielded a comparatively lower 17.43% annualized return.
ESEA
- 1D
- -0.57%
- 1M
- 18.92%
- 6M
- 41.34%
- YTD
- 48.02%
- 1Y
- 60.67%
- 3Y*
- 86.10%
- 5Y*
- 52.89%
- 10Y*
- 21.65%
- ALL TIME*
- -7.90%
VONG
- 1D
- 0.84%
- 1M
- -2.27%
- 6M
- 1.82%
- YTD
- 0.39%
- 1Y
- 10.18%
- 3Y*
- 19.33%
- 5Y*
- 11.83%
- 10Y*
- 17.43%
- ALL TIME*
- 16.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ESEA Euroseas Ltd | $3.42M | $3.48M | $4.33M |
| $121.41M | $148.04M | $174.70M |
ESEA vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESEA Euroseas Ltd | 48.02% | 140.95% | 23.60% | 83.39% | -21.02% | 358.75% | 33.42% | -27.32% | -58.82% | 0.59% |
VONG Vanguard Russell 1000 Growth ETF | 0.39% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 38.30% | 36.06% | -1.53% | 30.05% |
Correlation
The correlation between ESEA and VONG is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.16 |
The correlation between ESEA and VONG shifts across timeframes, from 0.16 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESEA vs. VONG — Risk / Return Rank
ESEA
VONG
ESEA vs. VONG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Euroseas Ltd (ESEA) and Vanguard Russell 1000 Growth ETF (VONG). 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.
| ESEA | VONG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.09 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 0.50 | +2.77 |
| Martin ratioReturn relative to average drawdown | 6.52 | 1.48 | +5.04 |
Loading charts...
Drawdowns
ESEA vs. VONG - Drawdown Comparison
The maximum ESEA drawdown since its inception was -99.84%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for ESEA and VONG.
Loading charts...
Drawdown Indicators
| ESEA | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.84% | -32.72% | -67.12% |
Max Drawdown (1Y)Largest decline over 1 year | -18.36% | -16.23% | -2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -38.00% | -23.27% | -14.73% |
Max Drawdown (5Y)Largest decline over 5 years | -51.28% | -32.72% | -18.56% |
Max Drawdown (10Y)Largest decline over 10 years | -95.54% | -32.72% | -62.82% |
Current DrawdownCurrent decline from peak | -84.97% | -7.89% | -77.08% |
Average DrawdownAverage peak-to-trough decline | -85.41% | -4.89% | -80.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.19% | 5.42% | +3.77% |
Volatility
ESEA vs. VONG - Volatility Comparison
Euroseas Ltd (ESEA) has a higher volatility of 8.74% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.45%. This indicates that ESEA's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ESEA | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.74% | 6.45% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 33.23% | 14.00% | +19.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.28% | 17.45% | +26.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.27% | 21.64% | +32.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.69% | 21.01% | +72.68% |
Dividends
ESEA vs. VONG - Dividend Comparison
ESEA's dividend yield for the trailing twelve months is around 3.74%, more than VONG's 0.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESEA Euroseas Ltd | 3.74% | 16.23% | 6.63% | 6.42% | 8.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.48% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
Frequently Asked Questions
ESEA and VONG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESEA has higher volatility (8.74%) compared to VONG (6.45%). In terms of maximum drawdown, ESEA dropped -99.84% vs VONG's -32.72%.
ESEA currently has the higher Sharpe Ratio (1.36 vs 0.46), 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.
Find the right allocation for ESEA and VONG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer