ETD vs. VOO
ETD (Ethan Allen Interiors Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ETD returned 2.34%/yr vs 15.61%/yr for VOO. At a 0.48 correlation, their price movements are largely independent.
Performance
ETD vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ETD achieves a -1.64% return, which is significantly lower than VOO's 8.19% return. Over the past 10 years, ETD has underperformed VOO with an annualized return of 2.34%, while VOO has yielded a comparatively higher 15.61% annualized return.
ETD
- 1D
- 1.55%
- 1M
- 9.73%
- YTD
- -1.64%
- 6M
- -2.41%
- 1Y
- -15.15%
- 3Y*
- -1.05%
- 5Y*
- 2.13%
- 10Y*
- 2.34%
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
ETD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETD Ethan Allen Interiors Inc. | -1.64% | -13.21% | -5.95% | 28.70% | 7.47% | 44.17% | 11.29% | 18.89% | -35.80% | -20.54% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between ETD and VOO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.48 |
The correlation between ETD and VOO shifts across timeframes, from 0.37 (1 year) to 0.48 (5 years), 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
ETD vs. VOO — Risk / Return Rank
ETD
VOO
ETD vs. VOO - Risk-Adjusted Trends 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.
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.
| ETD | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.17 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.35 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.67 | -3.10 |
| Martin ratioReturn relative to average drawdown | -0.77 | 11.96 | -12.73 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| ETD | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.91% | -33.99% | -48.92% |
Max Drawdown (1Y)Largest decline over 1 year | -35.36% | -8.90% | -26.46% |
Max Drawdown (3Y)Largest decline over 3 years | -36.84% | -18.69% | -18.15% |
Max Drawdown (5Y)Largest decline over 5 years | -36.84% | -24.52% | -12.32% |
Max Drawdown (10Y)Largest decline over 10 years | -73.68% | -33.99% | -39.69% |
Current DrawdownCurrent decline from peak | -26.77% | -3.14% | -23.63% |
Average DrawdownAverage peak-to-trough decline | -26.54% | -3.68% | -22.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.61% | 1.99% | +17.62% |
Volatility
ETD vs. VOO - Volatility Comparison
Ethan Allen Interiors Inc. (ETD) has a higher volatility of 8.04% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. 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.
Loading charts...
Volatility by Period
| ETD | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.04% | 4.83% | +3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 19.40% | 9.82% | +9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.07% | 12.46% | +16.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.16% | 16.91% | +17.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.24% | 18.02% | +19.22% |
Dividends
ETD vs. VOO - Dividend Comparison
ETD's dividend yield for the trailing twelve months is around 8.36%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETD Ethan Allen Interiors Inc. | 8.36% | 7.92% | 6.87% | 5.95% | 6.62% | 10.61% | 3.12% | 9.34% | 6.08% | 2.66% | 1.76% | 1.87% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
ETD and VOO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETD has higher volatility (8.04%) compared to VOO (4.83%). In terms of maximum drawdown, ETD dropped -82.91% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs -0.52), 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 ETD and VOO
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