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

Correlation

The correlation between ETR and VOO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

ETR vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
45.16%
9.97%
ETR
VOO

Key characteristics

Sharpe Ratio

ETR:

2.49

VOO:

2.22

Sortino Ratio

ETR:

3.97

VOO:

2.95

Omega Ratio

ETR:

1.58

VOO:

1.42

Calmar Ratio

ETR:

4.02

VOO:

3.27

Martin Ratio

ETR:

17.61

VOO:

14.57

Ulcer Index

ETR:

3.33%

VOO:

1.90%

Daily Std Dev

ETR:

23.65%

VOO:

12.47%

Max Drawdown

ETR:

-51.17%

VOO:

-33.99%

Current Drawdown

ETR:

-3.54%

VOO:

-1.77%

Returns By Period

In the year-to-date period, ETR achieves a 56.42% return, which is significantly higher than VOO's 26.92% return. Over the past 10 years, ETR has underperformed VOO with an annualized return of 11.60%, while VOO has yielded a comparatively higher 13.12% annualized return.


ETR

YTD

56.42%

1M

-0.13%

6M

43.71%

1Y

57.94%

5Y*

10.12%

10Y*

11.60%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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Risk-Adjusted Performance

ETR vs. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ETR, currently valued at 2.49, compared to the broader market-4.00-2.000.002.002.492.22
The chart of Sortino ratio for ETR, currently valued at 3.97, compared to the broader market-4.00-2.000.002.004.003.972.95
The chart of Omega ratio for ETR, currently valued at 1.58, compared to the broader market0.501.001.502.001.581.42
The chart of Calmar ratio for ETR, currently valued at 4.02, compared to the broader market0.002.004.006.004.023.27
The chart of Martin ratio for ETR, currently valued at 17.61, compared to the broader market0.0010.0020.0017.6114.57
ETR
VOO

The current ETR Sharpe Ratio is 2.49, which is comparable to the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of ETR 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.49
2.22
ETR
VOO

Dividends

ETR vs. VOO - Dividend Comparison

ETR's dividend yield for the trailing twelve months is around 3.84%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
ETR
Entergy Corporation
3.84%5.35%5.49%4.27%4.68%4.59%7.28%5.39%8.13%7.31%6.64%6.56%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ETR vs. VOO - Drawdown Comparison

The maximum ETR drawdown since its inception was -51.17%, 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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.54%
-1.77%
ETR
VOO

Volatility

ETR vs. VOO - Volatility Comparison

Entergy Corporation (ETR) has a higher volatility of 5.35% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that ETR'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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.35%
3.78%
ETR
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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