ETD vs. VOO
Compare and contrast key facts about Ethan Allen Interiors Inc. (ETD) 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: ETD or VOO.
Performance
ETD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ETD achieves a 0.15% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, ETD has underperformed VOO with an annualized return of 5.74%, while VOO has yielded a comparatively higher 13.22% annualized return.
ETD
0.15%
2.49%
8.63%
16.63%
19.90%
5.74%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| ETD | VOO | |
|---|---|---|
| Sharpe Ratio | 0.50 | 2.69 |
| Sortino Ratio | 0.89 | 3.59 |
| Omega Ratio | 1.12 | 1.50 |
| Calmar Ratio | 0.75 | 3.88 |
| Martin Ratio | 1.57 | 17.58 |
| Ulcer Index | 10.61% | 1.86% |
| Daily Std Dev | 33.12% | 12.19% |
| Max Drawdown | -82.91% | -33.99% |
| Current Drawdown | -8.64% | -0.53% |
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Correlation
The correlation between ETD 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.
Risk-Adjusted Performance
ETD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethan Allen Interiors Inc. (ETD) 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
ETD vs. VOO - Dividend Comparison
ETD's dividend yield for the trailing twelve months is around 6.45%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETD Ethan Allen Interiors Inc. | 6.45% | 5.95% | 6.62% | 10.61% | 3.12% | 9.34% | 6.08% | 2.66% | 1.76% | 1.87% | 1.36% | 0.92% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ETD vs. VOO - Drawdown Comparison
The maximum ETD drawdown since its inception was -82.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ETD and VOO. For additional features, visit the drawdowns tool.
Volatility
ETD vs. VOO - Volatility Comparison
Ethan Allen Interiors Inc. (ETD) has a higher volatility of 8.43% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that ETD'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.