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

Correlation

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

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

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Key characteristics

Sharpe Ratio

EVGR:

1.75

VOO:

0.74

Sortino Ratio

EVGR:

2.75

VOO:

1.04

Omega Ratio

EVGR:

1.58

VOO:

1.15

Calmar Ratio

EVGR:

4.50

VOO:

0.68

Martin Ratio

EVGR:

17.34

VOO:

2.58

Ulcer Index

EVGR:

0.43%

VOO:

4.93%

Daily Std Dev

EVGR:

4.27%

VOO:

19.54%

Max Drawdown

EVGR:

-1.65%

VOO:

-33.99%

Current Drawdown

EVGR:

-0.08%

VOO:

-3.55%

Returns By Period

In the year-to-date period, EVGR achieves a 3.37% return, which is significantly higher than VOO's 0.90% return.


EVGR

YTD

3.37%

1M

0.41%

6M

3.98%

1Y

7.44%

3Y*

7.34%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Evergreen Corp

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EVGR vs. VOO — Risk-Adjusted Performance Rank

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

EVGR
The Risk-Adjusted Performance Rank of EVGR is 9696
Overall Rank
The Sharpe Ratio Rank of EVGR is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of EVGR is 9393
Sortino Ratio Rank
The Omega Ratio Rank of EVGR is 9797
Omega Ratio Rank
The Calmar Ratio Rank of EVGR is 9898
Calmar Ratio Rank
The Martin Ratio Rank of EVGR is 9898
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

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.


The current EVGR Sharpe Ratio is 1.75, which is higher than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of EVGR 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 1.29%.


TTM20242023202220212020201920182017201620152014
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
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EVGR vs. VOO - Drawdown Comparison

The maximum EVGR drawdown since its inception was -1.65%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EVGR vs. VOO - Volatility Comparison

The current volatility for Evergreen Corp (EVGR) is 0.72%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. 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.


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