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

Correlation

The correlation between EXC and VOO is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

EXC vs. VOO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
170.79%
576.04%
EXC
VOO

Key characteristics

Sharpe Ratio

EXC:

1.49

VOO:

0.75

Sortino Ratio

EXC:

2.09

VOO:

1.15

Omega Ratio

EXC:

1.27

VOO:

1.17

Calmar Ratio

EXC:

1.09

VOO:

0.77

Martin Ratio

EXC:

5.91

VOO:

3.04

Ulcer Index

EXC:

4.85%

VOO:

4.72%

Daily Std Dev

EXC:

19.21%

VOO:

19.15%

Max Drawdown

EXC:

-62.27%

VOO:

-33.99%

Current Drawdown

EXC:

-1.88%

VOO:

-7.30%

Returns By Period

In the year-to-date period, EXC achieves a 24.63% return, which is significantly higher than VOO's -3.02% return. Over the past 10 years, EXC has underperformed VOO with an annualized return of 10.80%, while VOO has yielded a comparatively higher 12.58% annualized return.


EXC

YTD

24.63%

1M

-1.59%

6M

24.21%

1Y

29.24%

5Y*

17.16%

10Y*

10.80%

VOO

YTD

-3.02%

1M

5.37%

6M

-0.14%

1Y

12.28%

5Y*

16.67%

10Y*

12.58%

*Annualized

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Risk-Adjusted Performance

EXC vs. VOO — Risk-Adjusted Performance Rank

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

EXC
The Risk-Adjusted Performance Rank of EXC is 8787
Overall Rank
The Sharpe Ratio Rank of EXC is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of EXC is 8686
Sortino Ratio Rank
The Omega Ratio Rank of EXC is 8484
Omega Ratio Rank
The Calmar Ratio Rank of EXC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of EXC is 8888
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
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.

EXC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Exelon Corporation (EXC) 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 chart of Sharpe ratio for EXC, currently valued at 1.49, compared to the broader market-2.00-1.000.001.002.003.00
EXC: 1.49
VOO: 0.75
The chart of Sortino ratio for EXC, currently valued at 2.09, compared to the broader market-6.00-4.00-2.000.002.004.00
EXC: 2.09
VOO: 1.15
The chart of Omega ratio for EXC, currently valued at 1.27, compared to the broader market0.501.001.502.00
EXC: 1.27
VOO: 1.17
The chart of Calmar ratio for EXC, currently valued at 1.09, compared to the broader market0.001.002.003.004.005.00
EXC: 1.09
VOO: 0.77
The chart of Martin ratio for EXC, currently valued at 5.91, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
EXC: 5.91
VOO: 3.04

The current EXC Sharpe Ratio is 1.49, which is higher than the VOO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of EXC 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.49
0.75
EXC
VOO

Dividends

EXC vs. VOO - Dividend Comparison

EXC's dividend yield for the trailing twelve months is around 3.31%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
EXC
Exelon Corporation
3.31%4.04%4.01%3.12%2.65%3.62%3.18%3.06%3.32%3.56%4.46%3.34%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EXC vs. VOO - Drawdown Comparison

The maximum EXC drawdown since its inception was -62.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EXC and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.88%
-7.30%
EXC
VOO

Volatility

EXC vs. VOO - Volatility Comparison

The current volatility for Exelon Corporation (EXC) is 7.56%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.90%. This indicates that EXC 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.56%
13.90%
EXC
VOO