EW vs. VOO
Compare and contrast key facts about Edwards Lifesciences Corporation (EW) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EW or VOO.
Performance
EW vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, EW achieves a -11.13% return, which is significantly lower than VOO's 24.51% return. Both investments have delivered pretty close results over the past 10 years, with EW having a 12.52% annualized return and VOO not far ahead at 13.12%.
EW
-11.13%
-3.57%
-23.98%
1.29%
-3.56%
12.52%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| EW | VOO | |
|---|---|---|
| Sharpe Ratio | 0.03 | 2.64 |
| Sortino Ratio | 0.31 | 3.53 |
| Omega Ratio | 1.07 | 1.49 |
| Calmar Ratio | 0.02 | 3.81 |
| Martin Ratio | 0.06 | 17.34 |
| Ulcer Index | 17.65% | 1.86% |
| Daily Std Dev | 41.43% | 12.20% |
| Max Drawdown | -54.32% | -33.99% |
| Current Drawdown | -48.15% | -2.16% |
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Correlation
The correlation between EW and VOO is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EW vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Edwards Lifesciences Corporation (EW) 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.
Dividends
EW vs. VOO - Dividend Comparison
EW has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EW Edwards Lifesciences Corporation | 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 | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EW vs. VOO - Drawdown Comparison
The maximum EW drawdown since its inception was -54.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EW and VOO. For additional features, visit the drawdowns tool.
Volatility
EW vs. VOO - Volatility Comparison
Edwards Lifesciences Corporation (EW) has a higher volatility of 6.41% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that EW'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.