ETR vs. VOO
ETR (Entergy Corporation) 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, ETR returned 15.36%/yr vs 15.29%/yr for VOO. At a 0.34 correlation, their price movements are largely independent.
Performance
ETR vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, ETR achieves a 26.68% return, which is significantly higher than VOO's 11.31% return. Both investments have delivered pretty close results over the past 10 years, with ETR having a 15.36% annualized return and VOO not far behind at 15.29%.
ETR
- 1D
- 0.98%
- 1M
- 4.13%
- 6M
- 25.21%
- YTD
- 26.68%
- 1Y
- 45.15%
- 3Y*
- 37.98%
- 5Y*
- 21.84%
- 10Y*
- 15.36%
VOO
- 1D
- 0.46%
- 1M
- 2.04%
- 6M
- 9.36%
- YTD
- 11.31%
- 1Y
- 22.48%
- 3Y*
- 21.08%
- 5Y*
- 13.22%
- 10Y*
- 15.29%
ETR vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETR Entergy Corporation | 26.68% | 25.34% | 55.96% | -6.09% | 3.55% | 17.12% | -13.73% | 44.31% | 10.60% | 15.91% |
VOO Vanguard S&P 500 ETF | 11.31% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between ETR and VOO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.34 |
The correlation between ETR and VOO shifts across timeframes, from 0.16 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ETR vs. VOO — Risk / Return Rank
ETR
VOO
ETR vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Entergy Corporation (ETR) 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.
| ETR | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.32 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.23 | 2.49 | +1.75 |
| Martin ratioReturn relative to average drawdown | 13.94 | 10.85 | +3.09 |
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Drawdowns
ETR vs. VOO - Drawdown Comparison
The maximum ETR drawdown since its inception was -71.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ETR and VOO.
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Drawdown Indicators
| ETR | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.72% | -33.99% | -37.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -8.90% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -13.97% | -18.69% | +4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -24.52% | -0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | -33.99% | -8.00% |
Current DrawdownCurrent decline from peak | -1.42% | -0.34% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -25.22% | -3.68% | -21.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.04% | +1.16% |
Volatility
ETR vs. VOO - Volatility Comparison
Entergy Corporation (ETR) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.59% and 4.42%, 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.
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Volatility by Period
| ETR | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 4.42% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.95% | 9.94% | +6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.02% | 12.48% | +7.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.53% | 16.92% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.12% | 17.99% | +6.13% |
Dividends
ETR vs. VOO - Dividend Comparison
ETR's dividend yield for the trailing twelve months is around 2.76%, more than VOO's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETR Entergy Corporation | 2.76% | 2.64% | 3.03% | 4.29% | 3.64% | 3.43% | 3.75% | 3.06% | 4.16% | 4.30% | 4.65% | 4.89% |
VOO Vanguard S&P 500 ETF | 1.06% | 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
ETR and VOO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETR has higher volatility (4.59%) compared to VOO (4.42%). In terms of maximum drawdown, ETR dropped -71.72% vs VOO's -33.99%.
ETR currently has the higher Sharpe Ratio (2.23 vs 1.77), 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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