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

Correlation

The correlation between ESLOY and VOO is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ESLOY vs. VOO - Performance Comparison

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

350.00%400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
440.08%
513.28%
ESLOY
VOO

Key characteristics

Sharpe Ratio

ESLOY:

1.33

VOO:

0.22

Sortino Ratio

ESLOY:

2.01

VOO:

0.43

Omega Ratio

ESLOY:

1.27

VOO:

1.06

Calmar Ratio

ESLOY:

1.83

VOO:

0.22

Martin Ratio

ESLOY:

7.87

VOO:

0.94

Ulcer Index

ESLOY:

3.93%

VOO:

4.31%

Daily Std Dev

ESLOY:

23.27%

VOO:

18.93%

Max Drawdown

ESLOY:

-48.78%

VOO:

-33.99%

Current Drawdown

ESLOY:

-9.18%

VOO:

-15.91%

Returns By Period

In the year-to-date period, ESLOY achieves a 16.11% return, which is significantly higher than VOO's -12.03% return. Over the past 10 years, ESLOY has underperformed VOO with an annualized return of 9.76%, while VOO has yielded a comparatively higher 11.29% annualized return.


ESLOY

YTD

16.11%

1M

-2.66%

6M

18.84%

1Y

28.97%

5Y*

21.20%

10Y*

9.76%

VOO

YTD

-12.03%

1M

-8.89%

6M

-11.37%

1Y

5.19%

5Y*

14.80%

10Y*

11.29%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ESLOY vs. VOO — Risk-Adjusted Performance Rank

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

ESLOY
The Risk-Adjusted Performance Rank of ESLOY is 9090
Overall Rank
The Sharpe Ratio Rank of ESLOY is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ESLOY is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ESLOY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ESLOY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ESLOY is 9393
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 4848
Overall Rank
The Sharpe Ratio Rank of VOO is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 5050
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 5050
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.

ESLOY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Essilor International SA (ESLOY) 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.


Sharpe ratio
The chart of Sharpe ratio for ESLOY, currently valued at 1.33, compared to the broader market-2.00-1.000.001.002.003.00
ESLOY: 1.33
VOO: 0.22
The chart of Sortino ratio for ESLOY, currently valued at 2.00, compared to the broader market-6.00-4.00-2.000.002.004.00
ESLOY: 2.01
VOO: 0.43
The chart of Omega ratio for ESLOY, currently valued at 1.27, compared to the broader market0.501.001.502.00
ESLOY: 1.27
VOO: 1.06
The chart of Calmar ratio for ESLOY, currently valued at 1.83, compared to the broader market0.001.002.003.004.00
ESLOY: 1.83
VOO: 0.22
The chart of Martin ratio for ESLOY, currently valued at 7.87, compared to the broader market-5.000.005.0010.0015.0020.00
ESLOY: 7.87
VOO: 0.94

The current ESLOY Sharpe Ratio is 1.33, which is higher than the VOO Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of ESLOY and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.33
0.22
ESLOY
VOO

Dividends

ESLOY vs. VOO - Dividend Comparison

ESLOY's dividend yield for the trailing twelve months is around 1.51%, more than VOO's 1.48% yield.


TTM20242023202220212020201920182017201620152014
ESLOY
Essilor International SA
1.51%1.75%1.76%1.46%0.62%0.90%1.49%1.49%1.15%1.12%0.88%1.17%
VOO
Vanguard S&P 500 ETF
1.48%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ESLOY vs. VOO - Drawdown Comparison

The maximum ESLOY drawdown since its inception was -48.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ESLOY and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.18%
-15.91%
ESLOY
VOO

Volatility

ESLOY vs. VOO - Volatility Comparison

Essilor International SA (ESLOY) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.32% and 13.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.32%
13.47%
ESLOY
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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