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

Key characteristics


EVGRVOO
YTD Return3.75%19.06%
1Y Return6.22%26.65%
Sharpe Ratio2.232.18
Daily Std Dev2.80%12.72%
Max Drawdown-1.39%-33.99%
Current Drawdown-0.26%-0.48%

Correlation

-0.50.00.51.0-0.1

The correlation between EVGR and VOO is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

EVGR vs. VOO - Performance Comparison

In the year-to-date period, EVGR achieves a 3.75% return, which is significantly lower than VOO's 19.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


15.00%20.00%25.00%30.00%AprilMayJuneJulyAugustSeptember
16.92%
29.14%
EVGR
VOO

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Risk-Adjusted Performance

EVGR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Evergreen Corp (EVGR) 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.


EVGR
Sharpe ratio
The chart of Sharpe ratio for EVGR, currently valued at 2.23, compared to the broader market-4.00-2.000.002.002.23
Sortino ratio
The chart of Sortino ratio for EVGR, currently valued at 3.46, compared to the broader market-6.00-4.00-2.000.002.004.003.46
Omega ratio
The chart of Omega ratio for EVGR, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for EVGR, currently valued at 6.56, compared to the broader market0.001.002.003.004.005.006.56
Martin ratio
The chart of Martin ratio for EVGR, currently valued at 33.67, compared to the broader market-10.00-5.000.005.0010.0015.0020.0033.67
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.18, compared to the broader market-4.00-2.000.002.002.18
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.93, compared to the broader market-6.00-4.00-2.000.002.004.002.93
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.73, compared to the broader market0.501.001.502.001.73
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.78, compared to the broader market0.001.002.003.004.005.002.78
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.59, compared to the broader market-10.00-5.000.005.0010.0015.0020.0010.59

EVGR vs. VOO - Sharpe Ratio Comparison

The current EVGR Sharpe Ratio is 2.23, which roughly equals the VOO Sharpe Ratio of 2.18. The chart below compares the 12-month rolling Sharpe Ratio of EVGR and VOO.


Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.23
2.18
EVGR
VOO

Dividends

EVGR vs. VOO - Dividend Comparison

EVGR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.


TTM20232022202120202019201820172016201520142013
EVGR
Evergreen Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

EVGR vs. VOO - Drawdown Comparison

The maximum EVGR drawdown since its inception was -1.39%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EVGR and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.26%
-0.48%
EVGR
VOO

Volatility

EVGR vs. VOO - Volatility Comparison

The current volatility for Evergreen Corp (EVGR) is 1.39%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.25%. This indicates that EVGR 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%1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
1.39%
4.25%
EVGR
VOO