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

Correlation

The correlation between EVBN and VOO is 0.23, 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.


-0.50.00.51.00.2

Performance

EVBN vs. VOO - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
30.71%
10.98%
EVBN
VOO

Key characteristics

Sharpe Ratio

EVBN:

1.90

VOO:

1.88

Sortino Ratio

EVBN:

2.71

VOO:

2.53

Omega Ratio

EVBN:

1.34

VOO:

1.35

Calmar Ratio

EVBN:

1.43

VOO:

2.81

Martin Ratio

EVBN:

8.53

VOO:

11.78

Ulcer Index

EVBN:

6.55%

VOO:

2.02%

Daily Std Dev

EVBN:

29.42%

VOO:

12.67%

Max Drawdown

EVBN:

-55.12%

VOO:

-33.99%

Current Drawdown

EVBN:

-4.55%

VOO:

0.00%

Returns By Period

In the year-to-date period, EVBN achieves a 1.18% return, which is significantly lower than VOO's 4.61% return. Over the past 10 years, EVBN has underperformed VOO with an annualized return of 10.13%, while VOO has yielded a comparatively higher 13.30% annualized return.


EVBN

YTD

1.18%

1M

1.29%

6M

32.69%

1Y

57.67%

5Y*

6.13%

10Y*

10.13%

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*Annualized

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Risk-Adjusted Performance

EVBN vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EVBN
The Risk-Adjusted Performance Rank of EVBN is 8888
Overall Rank
The Sharpe Ratio Rank of EVBN is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of EVBN is 8888
Sortino Ratio Rank
The Omega Ratio Rank of EVBN is 8686
Omega Ratio Rank
The Calmar Ratio Rank of EVBN is 8585
Calmar Ratio Rank
The Martin Ratio Rank of EVBN is 8989
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EVBN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Evans Bancorp, Inc. (EVBN) 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 EVBN, currently valued at 1.90, compared to the broader market-2.000.002.001.901.88
The chart of Sortino ratio for EVBN, currently valued at 2.71, compared to the broader market-4.00-2.000.002.004.006.002.712.53
The chart of Omega ratio for EVBN, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.35
The chart of Calmar ratio for EVBN, currently valued at 1.43, compared to the broader market0.002.004.006.001.432.81
The chart of Martin ratio for EVBN, currently valued at 8.53, compared to the broader market0.0010.0020.0030.008.5311.78
EVBN
VOO

The current EVBN Sharpe Ratio is 1.90, which is comparable to the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of EVBN 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.90
1.88
EVBN
VOO

Dividends

EVBN vs. VOO - Dividend Comparison

EVBN's dividend yield for the trailing twelve months is around 3.01%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
EVBN
Evans Bancorp, Inc.
3.01%3.05%4.19%3.37%2.98%4.21%2.59%2.83%1.91%2.41%2.80%2.67%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EVBN vs. VOO - Drawdown Comparison

The maximum EVBN drawdown since its inception was -55.12%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EVBN and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.55%
0
EVBN
VOO

Volatility

EVBN vs. VOO - Volatility Comparison

Evans Bancorp, Inc. (EVBN) has a higher volatility of 8.17% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. This indicates that EVBN'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.17%
3.01%
EVBN
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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