ETR vs. VB
ETR (Entergy Corporation) is a stock, while VB (Vanguard Small-Cap ETF) is Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Over the past 10 years, ETR returned 15.05%/yr vs 11.30%/yr for VB. At a 0.35 correlation, their price movements are largely independent.
Performance
ETR vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, ETR achieves a 18.98% return, which is significantly higher than VB's 14.16% return. Over the past 10 years, ETR has outperformed VB with an annualized return of 15.05%, while VB has yielded a comparatively lower 11.30% annualized return.
ETR
- 1D
- 0.99%
- 1M
- -6.65%
- YTD
- 18.98%
- 6M
- 16.69%
- 1Y
- 34.38%
- 3Y*
- 34.28%
- 5Y*
- 19.64%
- 10Y*
- 15.05%
VB
- 1D
- -0.65%
- 1M
- 3.52%
- YTD
- 14.16%
- 6M
- 14.12%
- 1Y
- 28.82%
- 3Y*
- 17.05%
- 5Y*
- 7.11%
- 10Y*
- 11.30%
ETR vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETR Entergy Corporation | 18.98% | 25.34% | 55.96% | -6.09% | 3.55% | 17.12% | -13.73% | 44.31% | 10.60% | 15.91% |
VB Vanguard Small-Cap ETF | 14.16% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between ETR and VB is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004 | 0.35 |
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Return for Risk
ETR vs. VB — Risk / Return Rank
ETR
VB
ETR vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Entergy Corporation (ETR) and Vanguard Small-Cap ETF (VB). 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.
| ETR | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.22 | +0.05 |
| Martin ratioReturn relative to average drawdown | 11.70 | 11.87 | -0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETR | VB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.78 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.34 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.53 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.44 | -0.13 |
Drawdowns
ETR vs. VB - Drawdown Comparison
The maximum ETR drawdown since its inception was -71.72%, which is greater than VB's maximum drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for ETR and VB.
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Drawdown Indicators
| ETR | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.72% | -59.56% | -12.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -8.98% | -1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -13.97% | -25.36% | +11.39% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -28.15% | +3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | -42.05% | +0.06% |
Current DrawdownCurrent decline from peak | -7.41% | -0.65% | -6.76% |
Average DrawdownAverage peak-to-trough decline | -25.26% | -8.44% | -16.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.43% | +0.52% |
Volatility
ETR vs. VB - Volatility Comparison
Entergy Corporation (ETR) has a higher volatility of 7.66% compared to Vanguard Small-Cap ETF (VB) at 4.42%. This indicates that ETR's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETR | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.66% | 4.42% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 11.72% | +4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.86% | 16.28% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 20.74% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.09% | 21.42% | +2.67% |
Dividends
ETR vs. VB - Dividend Comparison
ETR's dividend yield for the trailing twelve months is around 2.32%, more than VB's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETR Entergy Corporation | 2.32% | 2.64% | 3.03% | 4.29% | 3.64% | 3.43% | 3.75% | 3.06% | 4.16% | 4.30% | 4.65% | 4.89% |
VB Vanguard Small-Cap ETF | 1.19% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
ETR and VB have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETR has higher volatility (7.66%) compared to VB (4.42%). In terms of maximum drawdown, ETR dropped -71.72% vs VB's -59.56%.
VB currently has the higher Sharpe Ratio (1.78 vs 1.74), 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.
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