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

Key characteristics


EURNVOO

Correlation

-0.50.00.51.00.3

The correlation between EURN and VOO is 0.25, 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.

Performance

EURN vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.94%
13.51%
EURN
VOO

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Risk-Adjusted Performance

EURN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Euronav NV (EURN) 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.


EURN
Sharpe ratio
The chart of Sharpe ratio for EURN, currently valued at 1.06, compared to the broader market-4.00-2.000.002.004.001.06
Sortino ratio
The chart of Sortino ratio for EURN, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.006.001.63
Omega ratio
The chart of Omega ratio for EURN, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for EURN, currently valued at 1.45, compared to the broader market0.002.004.006.001.45
Martin ratio
The chart of Martin ratio for EURN, currently valued at 3.72, compared to the broader market0.0010.0020.0030.003.72
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.08, compared to the broader market-4.00-2.000.002.004.003.08
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.09, compared to the broader market-4.00-2.000.002.004.006.004.09
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market0.501.001.502.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.46, compared to the broader market0.002.004.006.004.46
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.36, compared to the broader market0.0010.0020.0030.0020.36

EURN vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.06
3.08
EURN
VOO

Dividends

EURN vs. VOO - Dividend Comparison

EURN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
EURN
Euronav NV
36.97%18.12%0.70%1.35%24.31%0.96%1.73%3.02%17.16%6.59%0.00%0.00%
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

EURN vs. VOO - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.43%
-0.25%
EURN
VOO

Volatility

EURN vs. VOO - Volatility Comparison

The current volatility for Euronav NV (EURN) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that EURN experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember0
3.78%
EURN
VOO