EXE vs. VRP
EXE (Expand Energy Corp) is a stock, while VRP (Invesco Variable Rate Preferred ETF) is Preferred Stock fund tracking the Wells Fargo Hybrid and Preferred Securities Floating and Variable Rate Index. Over the past 5 years, EXE returned 15.82%/yr vs 4.14%/yr for VRP. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
EXE vs. VRP - Performance Comparison
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Returns By Period
In the year-to-date period, EXE achieves a -16.76% return, which is significantly lower than VRP's 2.44% return.
EXE
- 1D
- -2.42%
- 1M
- 2.17%
- 6M
- -15.86%
- YTD
- -16.76%
- 1Y
- -7.23%
- 3Y*
- 5.03%
- 5Y*
- 15.82%
- 10Y*
- —
- ALL TIME*
- 19.76%
VRP
- 1D
- 0.00%
- 1M
- -0.33%
- 6M
- 1.47%
- YTD
- 2.44%
- 1Y
- 5.30%
- 3Y*
- 8.73%
- 5Y*
- 4.14%
- 10Y*
- 4.87%
- ALL TIME*
- 5.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $353.65M | $361.41M | $333.16M | |
| $16.88M | $14.05M | $16.71M |
EXE vs. VRP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EXE Expand Energy Corp | -16.76% | 14.35% | 33.18% | -14.77% | 62.34% | 53.16% |
VRP Invesco Variable Rate Preferred ETF | 2.44% | 7.34% | 11.10% | 10.35% | -9.00% | 3.51% |
Correlation
The correlation between EXE and VRP is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2021 | 0.19 |
The correlation between EXE and VRP shifts across timeframes, from -0.03 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EXE vs. VRP — Risk / Return Rank
EXE
VRP
EXE vs. VRP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expand Energy Corp (EXE) and Invesco Variable Rate Preferred ETF (VRP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXE | VRP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.38 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.84 | -2.10 |
| Martin ratioReturn relative to average drawdown | -0.46 | 9.56 | -10.02 |
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Drawdowns
EXE vs. VRP - Drawdown Comparison
The maximum EXE drawdown since its inception was -29.69%, smaller than the maximum VRP drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for EXE and VRP.
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Drawdown Indicators
| EXE | VRP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.69% | -46.04% | +16.35% |
Max Drawdown (1Y)Largest decline over 1 year | -28.43% | -2.89% | -25.54% |
Max Drawdown (3Y)Largest decline over 3 years | -28.43% | -4.26% | -24.17% |
Max Drawdown (5Y)Largest decline over 5 years | -29.69% | -13.76% | -15.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.04% | — |
Current DrawdownCurrent decline from peak | -25.24% | -0.33% | -24.91% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -2.28% | -9.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.62% | 0.56% | +15.06% |
Volatility
EXE vs. VRP - Volatility Comparison
Expand Energy Corp (EXE) has a higher volatility of 9.02% compared to Invesco Variable Rate Preferred ETF (VRP) at 0.69%. This indicates that EXE's price experiences larger fluctuations and is considered to be riskier than VRP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXE | VRP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.02% | 0.69% | +8.33% |
Volatility (6M)Calculated over the trailing 6-month period | 21.12% | 2.40% | +18.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.57% | 2.93% | +27.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.91% | 6.55% | +28.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.62% | 14.53% | +20.09% |
Dividends
EXE vs. VRP - Dividend Comparison
EXE's dividend yield for the trailing twelve months is around 3.51%, less than VRP's 6.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXE Expand Energy Corp | 3.51% | 2.89% | 2.45% | 4.70% | 10.16% | 1.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VRP Invesco Variable Rate Preferred ETF | 6.16% | 6.53% | 5.78% | 6.61% | 5.38% | 4.25% | 4.17% | 4.71% | 5.28% | 4.69% | 5.10% | 5.02% |
Frequently Asked Questions
EXE and VRP have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXE has higher volatility (9.02%) compared to VRP (0.69%). In terms of maximum drawdown, EXE dropped -29.69% vs VRP's -46.04%.
VRP currently has the higher Sharpe Ratio (1.82 vs -0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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