EXPGY vs. VOO
EXPGY (Experian plc ADR) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, EXPGY returned 8.53%/yr vs 15.14%/yr for VOO. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
EXPGY vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, EXPGY achieves a -14.47% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, EXPGY has underperformed VOO with an annualized return of 8.53%, while VOO has yielded a comparatively higher 15.14% annualized return.
EXPGY
- 1D
- -3.12%
- 1M
- 8.53%
- 6M
- 2.41%
- YTD
- -14.47%
- 1Y
- -26.06%
- 3Y*
- 1.40%
- 5Y*
- -1.46%
- 10Y*
- 8.53%
- ALL TIME*
- 9.51%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EXPGY Experian plc ADR | $8.74M | $31.25M | $17.29M |
| $3.82B | $3.78B | $5.44B |
EXPGY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXPGY Experian plc ADR | -14.47% | 7.09% | 6.28% | 22.70% | -30.59% | 31.35% | 13.08% | 42.97% | 12.12% | 14.99% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between EXPGY and VOO is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.49 |
Over the past year, the correlation between EXPGY and VOO has dropped to 0.20 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
EXPGY vs. VOO — Risk / Return Rank
EXPGY
VOO
EXPGY vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Experian plc ADR (EXPGY) 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.
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.
| EXPGY | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.35 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.28 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 2.21 | -2.89 |
| Martin ratioReturn relative to average drawdown | -1.04 | 9.44 | -10.48 |
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Drawdowns
EXPGY vs. VOO - Drawdown Comparison
The maximum EXPGY drawdown since its inception was -43.94%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EXPGY and VOO.
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Drawdown Indicators
| EXPGY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.94% | -33.99% | -9.95% |
Max Drawdown (1Y)Largest decline over 1 year | -39.57% | -8.90% | -30.67% |
Max Drawdown (3Y)Largest decline over 3 years | -40.50% | -18.69% | -21.81% |
Max Drawdown (5Y)Largest decline over 5 years | -43.94% | -24.52% | -19.42% |
Max Drawdown (10Y)Largest decline over 10 years | -43.94% | -33.99% | -9.95% |
Current DrawdownCurrent decline from peak | -29.55% | -1.38% | -28.17% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -3.67% | -8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.81% | 2.08% | +23.73% |
Volatility
EXPGY vs. VOO - Volatility Comparison
Experian plc ADR (EXPGY) has a higher volatility of 11.68% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that EXPGY'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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Volatility by Period
| EXPGY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.68% | 3.54% | +8.14% |
Volatility (6M)Calculated over the trailing 6-month period | 24.37% | 10.10% | +14.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 12.82% | +17.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.98% | 16.93% | +11.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 18.01% | +9.39% |
Dividends
EXPGY vs. VOO - Dividend Comparison
EXPGY's dividend yield for the trailing twelve months is around 1.83%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPGY Experian plc ADR | 1.83% | 1.38% | 1.37% | 1.34% | 1.46% | 0.88% | 1.19% | 1.26% | 1.71% | 1.21% | 1.92% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
EXPGY and VOO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXPGY has higher volatility (11.68%) compared to VOO (3.54%). In terms of maximum drawdown, EXPGY dropped -43.94% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.90), 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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