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

Correlation

The correlation between EVRG and VOO is 0.30, 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

EVRG vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evergy, Inc. (EVRG) 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

EVRG:

1.56

VOO:

0.72

Sortino Ratio

EVRG:

2.08

VOO:

1.20

Omega Ratio

EVRG:

1.29

VOO:

1.18

Calmar Ratio

EVRG:

1.29

VOO:

0.81

Martin Ratio

EVRG:

8.26

VOO:

3.09

Ulcer Index

EVRG:

3.19%

VOO:

4.88%

Daily Std Dev

EVRG:

16.58%

VOO:

19.37%

Max Drawdown

EVRG:

-38.79%

VOO:

-33.99%

Current Drawdown

EVRG:

-3.89%

VOO:

-2.75%

Returns By Period

In the year-to-date period, EVRG achieves a 9.86% return, which is significantly higher than VOO's 1.73% return.


EVRG

YTD

9.86%

1M

-2.11%

6M

7.16%

1Y

25.35%

5Y*

6.78%

10Y*

N/A

VOO

YTD

1.73%

1M

12.89%

6M

2.12%

1Y

13.74%

5Y*

16.87%

10Y*

12.86%

*Annualized

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Risk-Adjusted Performance

EVRG vs. VOO — Risk-Adjusted Performance Rank

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

EVRG
The Risk-Adjusted Performance Rank of EVRG is 8989
Overall Rank
The Sharpe Ratio Rank of EVRG is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of EVRG is 8787
Sortino Ratio Rank
The Omega Ratio Rank of EVRG is 8686
Omega Ratio Rank
The Calmar Ratio Rank of EVRG is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EVRG is 9393
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7171
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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.

EVRG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Evergy, Inc. (EVRG) 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 EVRG Sharpe Ratio is 1.56, which is higher than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of EVRG 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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Dividends

EVRG vs. VOO - Dividend Comparison

EVRG's dividend yield for the trailing twelve months is around 2.96%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
EVRG
Evergy, Inc.
2.96%4.22%4.75%3.71%3.17%3.69%2.97%1.65%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EVRG vs. VOO - Drawdown Comparison

The maximum EVRG drawdown since its inception was -38.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EVRG and VOO. For additional features, visit the drawdowns tool.


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Volatility

EVRG vs. VOO - Volatility Comparison

Evergy, Inc. (EVRG) has a higher volatility of 7.44% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that EVRG'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.


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